PREVIEW / etf_5min / 2011-12-28

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-28.parquet
  size:    871 KB
  rows:    36,424

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
2011-12-28 04:45:00	SPY	ETF	126.47	126.47	126.47	126.47	8000.0
2011-12-28 04:55:00	SPY	ETF	126.46	126.46	126.46	126.46	159.0
2011-12-28 05:00:00	SPY	ETF	126.47	126.47	126.47	126.47	100.0
2011-12-28 05:10:00	SPY	ETF	126.62	126.64	126.62	126.64	300.0
2011-12-28 05:15:00	SPY	ETF	126.62	126.65	126.59	126.59	23363.0
2011-12-28 05:20:00	SPY	ETF	126.67	126.67	126.61	126.61	2100.0
2011-12-28 05:25:00	SPY	ETF	126.64	126.64	126.64	126.64	700.0
2011-12-28 05:35:00	SPY	ETF	126.65	126.65	126.65	126.65	100.0
2011-12-28 05:45:00	SPY	ETF	126.66	126.66	126.66	126.66	100.0
2011-12-28 05:55:00	SPY	ETF	126.77	126.77	126.74	126.74	26600.0
2011-12-28 06:05:00	SPY	ETF	126.75	126.75	126.75	126.75	100.0
2011-12-28 06:10:00	SPY	ETF	126.68	126.68	126.68	126.68	400.0
2011-12-28 06:15:00	SPY	ETF	126.77	126.77	126.77	126.77	200.0
2011-12-28 06:20:00	SPY	ETF	126.7	126.77	126.68	126.68	10200.0
2011-12-28 06:25:00	SPY	ETF	126.68	126.7	126.67	126.7	8400.0
2011-12-28 06:30:00	SPY	ETF	126.72	126.75	126.72	126.75	6100.0
2011-12-28 06:35:00	SPY	ETF	126.74	126.74	126.7	126.7	36800.0
2011-12-28 06:40:00	SPY	ETF	126.73	126.76	126.73	126.76	102900.0
2011-12-28 06:45:00	SPY	ETF	126.76	126.78	126.76	126.78	101600.0
2011-12-28 06:50:00	SPY	ETF	126.8	126.8	126.8	126.8	2300.0
2011-12-28 06:55:00	SPY	ETF	126.75	126.78	126.75	126.76	69500.0
2011-12-28 07:00:00	SPY	ETF	126.74	126.85	126.74	126.78	15650.0
2011-12-28 07:05:00	SPY	ETF	126.79	126.79	126.69	126.69	10900.0
2011-12-28 07:10:00	SPY	ETF	126.73	126.77	126.73	126.77	1500.0
2011-12-28 07:15:00	SPY	ETF	126.76	126.81	126.74	126.81	6300.0
2011-12-28 07:20:00	SPY	ETF	126.77	126.79	126.74	126.79	10500.0
2011-12-28 07:25:00	SPY	ETF	126.78	126.79	126.78	126.78	800.0
2011-12-28 07:30:00	SPY	ETF	126.78	126.81	126.77	126.8	163900.0
2011-12-28 07:35:00	SPY	ETF	126.77	126.77	126.72	126.72	21300.0
2011-12-28 07:40:00	SPY	ETF	126.74	126.78	126.72	126.77	108100.0
2011-12-28 07:45:00	SPY	ETF	126.74	126.75	126.74	126.75	2000.0
2011-12-28 07:50:00	SPY	ETF	126.8	126.8	126.74	126.74	14100.0
2011-12-28 07:55:00	SPY	ETF	126.73	126.74	126.72	126.72	9200.0
2011-12-28 08:00:00	SPY	ETF	126.69	126.78	126.03	126.73	40150.0
2011-12-28 08:05:00	SPY	ETF	126.73	126.73	126.69	126.69	18800.0
2011-12-28 08:10:00	SPY	ETF	126.69	126.76	126.69	126.76	11500.0
2011-12-28 08:15:00	SPY	ETF	126.75	126.77	126.72	126.77	2200.0
2011-12-28 08:20:00	SPY	ETF	126.76	126.78	126.72	126.75	13850.0
2011-12-28 08:25:00	SPY	ETF	126.75	126.75	126.68	126.69	119940.0
2011-12-28 08:30:00	SPY	ETF	126.72	126.75	126.68	126.72	50852.0
2011-12-28 08:35:00	SPY	ETF	126.72	126.79	126.72	126.75	47890.0
2011-12-28 08:40:00	SPY	ETF	126.77	126.79	126.69	126.7	34515.0
2011-12-28 08:45:00	SPY	ETF	126.7	126.7	126.68	126.68	35580.0
2011-12-28 08:50:00	SPY	ETF	126.69	126.74	126.68	126.73	24800.0
2011-12-28 08:55:00	SPY	ETF	126.74	126.75	126.65	126.71	104444.0
2011-12-28 09:00:00	SPY	ETF	126.71	126.73	126.65	126.7	76824.0
2011-12-28 09:05:00	SPY	ETF	126.71	126.72	126.64	126.68	42900.0
2011-12-28 09:10:00	SPY	ETF	126.68	126.7	126.65	126.69	63560.0
2011-12-28 09:15:00	SPY	ETF	126.67	126.67	126.47	126.47	115838.0
2011-12-28 09:20:00	SPY	ETF	126.47	126.53	126.44	126.44	335335.0

> showing 50 of 36,424 rows — these rows as CSV

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