PREVIEW / etf_5min / 2011-12-30

all etf 5-min files

  file:    by_date/etf_5min/2011/2011-12-30.parquet
  size:    855 KB
  rows:    36,825

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
2011-12-30 05:15:00	SPY	ETF	126.15	126.15	126.15	126.15	200.0
2011-12-30 05:20:00	SPY	ETF	126.19	126.19	126.19	126.19	7500.0
2011-12-30 05:40:00	SPY	ETF	126.21	126.22	126.21	126.21	100000.0
2011-12-30 05:45:00	SPY	ETF	126.22	126.25	126.22	126.25	1318.0
2011-12-30 06:10:00	SPY	ETF	126.3	126.3	126.3	126.3	300.0
2011-12-30 06:15:00	SPY	ETF	126.28	126.31	126.28	126.31	300.0
2011-12-30 06:30:00	SPY	ETF	126.28	126.28	126.25	126.25	14200.0
2011-12-30 06:40:00	SPY	ETF	126.21	126.21	126.21	126.21	200.0
2011-12-30 06:45:00	SPY	ETF	126.25	126.25	126.25	126.25	1990.0
2011-12-30 06:50:00	SPY	ETF	126.26	126.26	126.26	126.26	500.0
2011-12-30 06:55:00	SPY	ETF	126.3	126.3	126.27	126.27	200.0
2011-12-30 07:00:00	SPY	ETF	126.31	126.35	126.27	126.27	5550.0
2011-12-30 07:05:00	SPY	ETF	126.31	126.33	126.27	126.33	28300.0
2011-12-30 07:10:00	SPY	ETF	126.27	126.29	126.27	126.29	700.0
2011-12-30 07:15:00	SPY	ETF	126.31	126.33	126.3	126.33	5900.0
2011-12-30 07:20:00	SPY	ETF	126.33	126.4	126.33	126.4	1590.0
2011-12-30 07:25:00	SPY	ETF	126.38	126.44	126.38	126.38	8600.0
2011-12-30 07:30:00	SPY	ETF	126.4	126.4	126.39	126.4	2200.0
2011-12-30 07:35:00	SPY	ETF	126.4	126.4	126.38	126.38	1300.0
2011-12-30 07:40:00	SPY	ETF	126.38	126.4	126.38	126.38	2100.0
2011-12-30 07:45:00	SPY	ETF	126.36	126.36	126.35	126.36	4650.0
2011-12-30 07:50:00	SPY	ETF	126.34	126.4	126.34	126.38	1400.0
2011-12-30 07:55:00	SPY	ETF	126.4	126.45	126.38	126.39	33000.0
2011-12-30 08:00:00	SPY	ETF	126.4	126.45	125.95	126.42	28460.0
2011-12-30 08:05:00	SPY	ETF	126.4	126.41	126.34	126.34	13900.0
2011-12-30 08:10:00	SPY	ETF	126.34	126.35	126.33	126.33	36500.0
2011-12-30 08:15:00	SPY	ETF	126.33	126.35	126.33	126.35	32305.0
2011-12-30 08:20:00	SPY	ETF	126.35	126.39	126.33	126.36	61190.0
2011-12-30 08:25:00	SPY	ETF	126.36	126.37	126.36	126.36	22400.0
2011-12-30 08:30:00	SPY	ETF	126.37	126.38	126.34	126.37	48500.0
2011-12-30 08:35:00	SPY	ETF	126.36	126.38	126.1	126.37	35611.0
2011-12-30 08:40:00	SPY	ETF	126.35	126.37	126.32	126.33	36901.0
2011-12-30 08:45:00	SPY	ETF	126.33	126.33	126.24	126.26	43835.0
2011-12-30 08:50:00	SPY	ETF	126.24	126.28	126.22	126.23	42660.0
2011-12-30 08:55:00	SPY	ETF	126.24	126.25	126.17	126.19	70261.0
2011-12-30 09:00:00	SPY	ETF	126.18	126.21	126.13	126.17	73177.0
2011-12-30 09:05:00	SPY	ETF	126.17	126.17	126.14	126.16	100916.0
2011-12-30 09:10:00	SPY	ETF	126.17	126.21	126.14	126.2	77827.0
2011-12-30 09:15:00	SPY	ETF	126.2	126.22	126.14	126.16	230266.0
2011-12-30 09:20:00	SPY	ETF	126.16	126.24	126.16	126.22	72674.0
2011-12-30 09:25:00	SPY	ETF	126.23	126.24	125.98	126.0	524312.0
2011-12-30 09:30:00	SPY	ETF	126.02	126.09	125.94	126.0263	3087382.0
2011-12-30 09:35:00	SPY	ETF	126.03	126.16	126.02	126.03	2530245.0
2011-12-30 09:40:00	SPY	ETF	126.04	126.05	125.89	125.92	1882290.0
2011-12-30 09:45:00	SPY	ETF	125.92	126.11	125.91	126.11	1540821.0
2011-12-30 09:50:00	SPY	ETF	126.11	126.2	126.09	126.18	1259389.0
2011-12-30 09:55:00	SPY	ETF	126.19	126.19	126.1	126.169	1068778.0
2011-12-30 10:00:00	SPY	ETF	126.16	126.28	126.1388	126.28	1201439.0
2011-12-30 10:05:00	SPY	ETF	126.2675	126.33	126.22	126.2215	1342002.0
2011-12-30 10:10:00	SPY	ETF	126.23	126.25	126.17	126.2	990748.0

> showing 50 of 36,825 rows — these rows as CSV

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