PREVIEW / etf_5min / 2012-01-03

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-03.parquet
  size:    929 KB
  rows:    39,696

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
2012-01-03 04:00:00	SPY	ETF	128.3	128.37	128.1	128.1	12162.0
2012-01-03 04:05:00	SPY	ETF	128.1	128.3	128.1	128.3	5948.0
2012-01-03 04:10:00	SPY	ETF	128.3	128.31	128.16	128.3	4700.0
2012-01-03 04:15:00	SPY	ETF	128.3	128.5	128.3	128.5	9282.0
2012-01-03 04:20:00	SPY	ETF	128.5	128.55	128.5	128.55	2700.0
2012-01-03 04:25:00	SPY	ETF	128.55	128.58	128.55	128.55	68500.0
2012-01-03 04:30:00	SPY	ETF	128.52	128.52	128.5	128.5	8600.0
2012-01-03 04:35:00	SPY	ETF	128.44	128.44	128.44	128.44	200.0
2012-01-03 04:40:00	SPY	ETF	128.48	128.5	128.44	128.5	59500.0
2012-01-03 04:45:00	SPY	ETF	128.55	128.55	128.49	128.55	9600.0
2012-01-03 04:50:00	SPY	ETF	128.51	128.55	128.51	128.53	24253.0
2012-01-03 04:55:00	SPY	ETF	128.53	128.55	128.51	128.51	57450.0
2012-01-03 05:00:00	SPY	ETF	128.55	128.6	128.55	128.6	6449.0
2012-01-03 05:05:00	SPY	ETF	128.53	128.53	128.5	128.5	8064.0
2012-01-03 05:10:00	SPY	ETF	128.5	128.5	128.5	128.5	100.0
2012-01-03 05:15:00	SPY	ETF	128.5	128.5	128.5	128.5	27864.0
2012-01-03 05:25:00	SPY	ETF	128.4	128.49	128.4	128.49	3200.0
2012-01-03 05:30:00	SPY	ETF	128.54	128.54	128.54	128.54	2000.0
2012-01-03 05:35:00	SPY	ETF	128.49	128.49	128.48	128.48	10200.0
2012-01-03 05:40:00	SPY	ETF	128.35	128.4	128.35	128.4	600.0
2012-01-03 05:45:00	SPY	ETF	128.34	128.34	128.25	128.25	357.0
2012-01-03 05:55:00	SPY	ETF	128.14	128.25	128.14	128.25	10500.0
2012-01-03 06:00:00	SPY	ETF	128.1	128.1	128.0	128.0	8999.0
2012-01-03 06:05:00	SPY	ETF	128.0	128.0	127.8	127.8	143454.0
2012-01-03 06:10:00	SPY	ETF	127.84	127.94	127.84	127.9	6000.0
2012-01-03 06:15:00	SPY	ETF	128.05	128.05	127.89	127.95	10393.0
2012-01-03 06:20:00	SPY	ETF	128.0	128.08	128.0	128.08	2271.0
2012-01-03 06:25:00	SPY	ETF	128.08	128.15	128.0	128.1	4264.0
2012-01-03 06:30:00	SPY	ETF	128.2	128.24	128.0	128.0	13200.0
2012-01-03 06:35:00	SPY	ETF	128.06	128.06	128.02	128.06	7857.0
2012-01-03 06:40:00	SPY	ETF	128.01	128.01	127.9	127.97	66030.0
2012-01-03 06:45:00	SPY	ETF	127.91	127.97	127.91	127.97	4152.0
2012-01-03 06:50:00	SPY	ETF	127.97	127.97	127.88	127.9	30200.0
2012-01-03 06:55:00	SPY	ETF	127.98	127.98	127.9	127.9	13300.0
2012-01-03 07:00:00	SPY	ETF	127.96	127.98	127.93	127.96	49857.0
2012-01-03 07:05:00	SPY	ETF	127.95	127.96	127.88	127.88	30350.0
2012-01-03 07:10:00	SPY	ETF	127.89	127.93	127.89	127.89	121820.0
2012-01-03 07:15:00	SPY	ETF	127.89	127.9	127.8	127.85	20465.0
2012-01-03 07:20:00	SPY	ETF	127.83	127.85	127.79	127.85	43980.0
2012-01-03 07:25:00	SPY	ETF	127.83	127.85	127.76	127.76	12960.0
2012-01-03 07:30:00	SPY	ETF	127.75	127.8	127.71	127.75	41365.0
2012-01-03 07:35:00	SPY	ETF	127.75	127.75	127.66	127.67	71697.0
2012-01-03 07:40:00	SPY	ETF	127.69	127.69	127.55	127.6	65295.0
2012-01-03 07:45:00	SPY	ETF	127.62	127.65	127.59	127.6	77280.0
2012-01-03 07:50:00	SPY	ETF	127.6	127.61	127.52	127.53	45737.0
2012-01-03 07:55:00	SPY	ETF	127.54	127.62	127.54	127.59	47315.0
2012-01-03 08:00:00	SPY	ETF	127.57	128.09	125.5	127.62	184215.0
2012-01-03 08:05:00	SPY	ETF	127.62	127.7	127.56	127.69	41475.0
2012-01-03 08:10:00	SPY	ETF	127.69	127.69	127.54	127.57	100282.0
2012-01-03 08:15:00	SPY	ETF	127.57	127.66	127.56	127.6	249633.0

> showing 50 of 39,696 rows — these rows as CSV

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