PREVIEW / etf_5min / 2011-12-23

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-23.parquet
  size:    803 KB
  rows:    34,480

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2011-12-23 04:00:00	SPY	ETF	125.7	125.7	125.7	125.7	19950.0
2011-12-23 04:10:00	SPY	ETF	125.67	125.7	125.65	125.65	22100.0
2011-12-23 04:15:00	SPY	ETF	125.7	125.7	125.7	125.7	10000.0
2011-12-23 04:20:00	SPY	ETF	125.72	125.72	125.72	125.72	100.0
2011-12-23 04:30:00	SPY	ETF	125.74	125.74	125.74	125.74	1000.0
2011-12-23 04:35:00	SPY	ETF	125.7	125.73	125.7	125.73	200.0
2011-12-23 04:55:00	SPY	ETF	125.77	125.77	125.77	125.77	2000.0
2011-12-23 05:25:00	SPY	ETF	125.85	125.85	125.79	125.82	800.0
2011-12-23 05:30:00	SPY	ETF	125.82	125.84	125.77	125.8	800.0
2011-12-23 05:40:00	SPY	ETF	125.76	125.76	125.76	125.76	370.0
2011-12-23 05:50:00	SPY	ETF	125.82	125.82	125.82	125.82	300.0
2011-12-23 06:00:00	SPY	ETF	125.82	125.86	125.82	125.85	3100.0
2011-12-23 06:05:00	SPY	ETF	125.83	125.83	125.83	125.83	200.0
2011-12-23 06:10:00	SPY	ETF	125.83	125.89	125.83	125.89	4400.0
2011-12-23 06:20:00	SPY	ETF	125.83	125.84	125.83	125.84	1500.0
2011-12-23 06:25:00	SPY	ETF	125.82	125.82	125.82	125.82	1500.0
2011-12-23 06:30:00	SPY	ETF	125.88	125.88	125.88	125.88	300.0
2011-12-23 06:35:00	SPY	ETF	125.91	125.95	125.91	125.92	8881.0
2011-12-23 06:40:00	SPY	ETF	125.96	125.97	125.92	125.96	9850.0
2011-12-23 06:45:00	SPY	ETF	125.94	125.94	125.94	125.94	500.0
2011-12-23 06:50:00	SPY	ETF	125.94	125.94	125.92	125.92	22100.0
2011-12-23 06:55:00	SPY	ETF	125.89	125.89	125.89	125.89	600.0
2011-12-23 07:00:00	SPY	ETF	125.89	126.01	125.89	125.95	8570.0
2011-12-23 07:05:00	SPY	ETF	125.97	125.99	125.95	125.96	19000.0
2011-12-23 07:10:00	SPY	ETF	125.96	126.07	125.96	126.07	30600.0
2011-12-23 07:15:00	SPY	ETF	126.04	126.06	126.02	126.02	13490.0
2011-12-23 07:20:00	SPY	ETF	126.02	126.05	126.02	126.03	41690.0
2011-12-23 07:25:00	SPY	ETF	126.02	126.02	125.94	125.96	10385.0
2011-12-23 07:30:00	SPY	ETF	125.99	126.01	125.96	126.0	38098.0
2011-12-23 07:35:00	SPY	ETF	125.97	126.04	125.97	126.01	16900.0
2011-12-23 07:40:00	SPY	ETF	126.0	126.02	125.97	125.99	50695.0
2011-12-23 07:45:00	SPY	ETF	125.99	125.99	125.97	125.97	11102.0
2011-12-23 07:50:00	SPY	ETF	125.97	126.0	125.97	125.99	2400.0
2011-12-23 07:55:00	SPY	ETF	125.99	126.02	125.99	126.0	4800.0
2011-12-23 08:00:00	SPY	ETF	125.99	126.05	125.97	126.05	85066.0
2011-12-23 08:05:00	SPY	ETF	126.05	126.07	125.99	126.03	23419.0
2011-12-23 08:10:00	SPY	ETF	126.01	126.03	125.98	125.98	19130.0
2011-12-23 08:15:00	SPY	ETF	125.95	125.96	125.92	125.94	26724.0
2011-12-23 08:20:00	SPY	ETF	125.95	125.99	125.94	125.98	34213.0
2011-12-23 08:25:00	SPY	ETF	125.98	126.05	125.97	126.04	30593.0
2011-12-23 08:30:00	SPY	ETF	126.05	126.13	125.75	125.83	547245.0
2011-12-23 08:35:00	SPY	ETF	125.86	125.92	125.83	125.83	132336.0
2011-12-23 08:40:00	SPY	ETF	125.83	125.85	125.72	125.79	370913.0
2011-12-23 08:45:00	SPY	ETF	125.79	125.8	125.7	125.75	107783.0
2011-12-23 08:50:00	SPY	ETF	125.76	125.79	125.73	125.76	59484.0
2011-12-23 08:55:00	SPY	ETF	125.76	125.82	125.73	125.78	247904.0
2011-12-23 09:00:00	SPY	ETF	125.78	125.78	125.73	125.75	84478.0
2011-12-23 09:05:00	SPY	ETF	125.75	125.9	125.72	125.73	147943.0
2011-12-23 09:10:00	SPY	ETF	125.74	125.77	125.71	125.73	125118.0
2011-12-23 09:15:00	SPY	ETF	125.74	125.77	125.72	125.73	76684.0

> showing 50 of 34,480 rows — these rows as CSV

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