PREVIEW / etf_5min / 2011-12-27

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-27.parquet
  size:    817 KB
  rows:    35,342

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
2011-12-27 04:25:00	SPY	ETF	126.48	126.48	126.48	126.48	100.0
2011-12-27 05:40:00	SPY	ETF	126.5	126.5	126.5	126.5	100.0
2011-12-27 06:30:00	SPY	ETF	126.46	126.46	126.39	126.39	15000.0
2011-12-27 06:40:00	SPY	ETF	126.46	126.46	126.46	126.46	3000.0
2011-12-27 06:45:00	SPY	ETF	126.41	126.41	126.41	126.41	3000.0
2011-12-27 06:55:00	SPY	ETF	126.43	126.43	126.43	126.43	1000.0
2011-12-27 07:00:00	SPY	ETF	126.38	126.38	126.24	126.27	24449.0
2011-12-27 07:05:00	SPY	ETF	126.26	126.26	126.2	126.22	11030.0
2011-12-27 07:10:00	SPY	ETF	126.25	126.27	126.23	126.23	8314.0
2011-12-27 07:15:00	SPY	ETF	126.23	126.23	126.17	126.17	9761.0
2011-12-27 07:20:00	SPY	ETF	126.17	126.22	126.17	126.2	9625.0
2011-12-27 07:25:00	SPY	ETF	126.2	126.22	126.18	126.22	3500.0
2011-12-27 07:30:00	SPY	ETF	126.22	126.24	126.15	126.22	41900.0
2011-12-27 07:35:00	SPY	ETF	126.2	126.22	126.2	126.22	4700.0
2011-12-27 07:40:00	SPY	ETF	126.22	126.24	126.22	126.24	4450.0
2011-12-27 07:45:00	SPY	ETF	126.22	126.22	126.2	126.22	11240.0
2011-12-27 07:50:00	SPY	ETF	126.22	126.27	126.22	126.27	6722.0
2011-12-27 07:55:00	SPY	ETF	126.25	126.26	126.22	126.26	4828.0
2011-12-27 08:00:00	SPY	ETF	126.24	126.29	126.23	126.28	13771.0
2011-12-27 08:05:00	SPY	ETF	126.28	126.37	126.28	126.37	39109.0
2011-12-27 08:10:00	SPY	ETF	126.37	126.4	126.36	126.39	27110.0
2011-12-27 08:15:00	SPY	ETF	126.39	126.42	126.33	126.33	27450.0
2011-12-27 08:20:00	SPY	ETF	126.31	126.31	126.21	126.21	185320.0
2011-12-27 08:25:00	SPY	ETF	126.2	126.23	126.12	126.21	300313.0
2011-12-27 08:30:00	SPY	ETF	126.2	126.27	126.19	126.26	6089.0
2011-12-27 08:35:00	SPY	ETF	126.26	126.28	126.19	126.19	29352.0
2011-12-27 08:40:00	SPY	ETF	126.19	126.21	126.16	126.2	74026.0
2011-12-27 08:45:00	SPY	ETF	126.2	126.2	126.09	126.19	99902.0
2011-12-27 08:50:00	SPY	ETF	126.2	126.2	126.13	126.15	45044.0
2011-12-27 08:55:00	SPY	ETF	126.15	126.19	126.13	126.17	11843.0
2011-12-27 09:00:00	SPY	ETF	126.18	126.39	126.15	126.16	60074.0
2011-12-27 09:05:00	SPY	ETF	126.16	126.17	126.09	126.09	124182.0
2011-12-27 09:10:00	SPY	ETF	126.1	126.14	126.07	126.12	62497.0
2011-12-27 09:15:00	SPY	ETF	126.11	126.12	126.07	126.12	88457.0
2011-12-27 09:20:00	SPY	ETF	126.13	126.14	126.04	126.08	72300.0
2011-12-27 09:25:00	SPY	ETF	126.1	126.2	126.07	126.16	252828.0
2011-12-27 09:30:00	SPY	ETF	126.17	126.22	126.09	126.11	2261665.0
2011-12-27 09:35:00	SPY	ETF	126.12	126.27	126.06	126.24	1610124.0
2011-12-27 09:40:00	SPY	ETF	126.25	126.49	126.24	126.46	2822291.0
2011-12-27 09:45:00	SPY	ETF	126.46	126.62	126.35	126.61	1858157.0
2011-12-27 09:50:00	SPY	ETF	126.61	126.71	126.565	126.58	2728956.0
2011-12-27 09:55:00	SPY	ETF	126.58	126.82	126.57	126.72	1359123.0
2011-12-27 10:00:00	SPY	ETF	126.72	126.81	126.61	126.69	2882122.0
2011-12-27 10:05:00	SPY	ETF	126.69	126.82	126.67	126.75	2068928.0
2011-12-27 10:10:00	SPY	ETF	126.76	126.81	126.67	126.79	1582079.0
2011-12-27 10:15:00	SPY	ETF	126.8	126.8	126.72	126.75	1087166.0
2011-12-27 10:20:00	SPY	ETF	126.75	126.76	126.67	126.72	1260462.0
2011-12-27 10:25:00	SPY	ETF	126.73	126.79	126.695	126.77	1194280.0
2011-12-27 10:30:00	SPY	ETF	126.78	126.78	126.68	126.75	689599.0
2011-12-27 10:35:00	SPY	ETF	126.75	126.77	126.65	126.66	594190.0

> showing 50 of 35,342 rows — these rows as CSV

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