PREVIEW / etf_5min / 2012-01-04

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-04.parquet
  size:    851 KB
  rows:    36,368

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
2012-01-04 04:20:00	SPY	ETF	127.5	127.6	127.5	127.6	420.0
2012-01-04 05:05:00	SPY	ETF	127.84	127.84	127.84	127.84	100.0
2012-01-04 05:45:00	SPY	ETF	127.66	127.66	127.66	127.66	100.0
2012-01-04 06:15:00	SPY	ETF	127.5	127.5	127.5	127.5	3000.0
2012-01-04 06:20:00	SPY	ETF	127.35	127.41	127.35	127.41	1100.0
2012-01-04 06:30:00	SPY	ETF	127.3	127.3	127.3	127.3	200.0
2012-01-04 06:35:00	SPY	ETF	127.3	127.33	127.3	127.32	50500.0
2012-01-04 06:40:00	SPY	ETF	127.31	127.32	127.29	127.32	25700.0
2012-01-04 06:45:00	SPY	ETF	127.35	127.35	127.35	127.35	5000.0
2012-01-04 06:50:00	SPY	ETF	127.43	127.43	127.43	127.43	200.0
2012-01-04 07:00:00	SPY	ETF	127.25	127.4	127.25	127.36	40800.0
2012-01-04 07:05:00	SPY	ETF	127.38	127.45	127.38	127.43	38320.0
2012-01-04 07:10:00	SPY	ETF	127.41	127.5	127.41	127.5	12000.0
2012-01-04 07:15:00	SPY	ETF	127.5	127.53	127.45	127.45	9600.0
2012-01-04 07:20:00	SPY	ETF	127.45	127.45	127.33	127.33	34406.0
2012-01-04 07:25:00	SPY	ETF	127.33	127.4	127.31	127.33	19300.0
2012-01-04 07:30:00	SPY	ETF	127.36	127.42	127.3	127.3	15600.0
2012-01-04 07:35:00	SPY	ETF	127.36	127.36	127.28	127.31	18661.0
2012-01-04 07:40:00	SPY	ETF	127.31	127.31	127.2	127.28	59600.0
2012-01-04 07:45:00	SPY	ETF	127.28	127.29	127.21	127.25	78900.0
2012-01-04 07:50:00	SPY	ETF	127.26	127.32	127.26	127.28	28600.0
2012-01-04 07:55:00	SPY	ETF	127.3	127.37	127.24	127.31	151170.0
2012-01-04 08:00:00	SPY	ETF	127.34	127.6029	127.18	127.33	320083.0
2012-01-04 08:05:00	SPY	ETF	127.25	127.25	127.12	127.16	104507.0
2012-01-04 08:10:00	SPY	ETF	127.16	127.2	127.09	127.15	127090.0
2012-01-04 08:15:00	SPY	ETF	127.14	127.17	127.09	127.12	29440.0
2012-01-04 08:20:00	SPY	ETF	127.12	127.19	127.05	127.15	110000.0
2012-01-04 08:25:00	SPY	ETF	127.14	127.16	127.09	127.13	53558.0
2012-01-04 08:30:00	SPY	ETF	127.14	127.24	127.13	127.21	65012.0
2012-01-04 08:35:00	SPY	ETF	127.21	127.27	127.16	127.26	184769.0
2012-01-04 08:40:00	SPY	ETF	127.27	127.33	127.25	127.26	140820.0
2012-01-04 08:45:00	SPY	ETF	127.25	127.34	127.25	127.27	163028.0
2012-01-04 08:50:00	SPY	ETF	127.28	127.29	127.13	127.19	246452.0
2012-01-04 08:55:00	SPY	ETF	127.2	127.21	127.03	127.08	306951.0
2012-01-04 09:00:00	SPY	ETF	127.08	127.16	127.06	127.14	144626.0
2012-01-04 09:05:00	SPY	ETF	127.13	127.2	127.06	127.11	314369.0
2012-01-04 09:10:00	SPY	ETF	127.1	127.12	127.07	127.11	51143.0
2012-01-04 09:15:00	SPY	ETF	127.1	127.14	127.09	127.13	86853.0
2012-01-04 09:20:00	SPY	ETF	127.13	127.17	127.1	127.12	130720.0
2012-01-04 09:25:00	SPY	ETF	127.12	127.22	127.12	127.2	524283.0
2012-01-04 09:30:00	SPY	ETF	127.2	127.37	127.17	127.249	4064889.0
2012-01-04 09:35:00	SPY	ETF	127.24	127.25	127.04	127.22	4940158.0
2012-01-04 09:40:00	SPY	ETF	127.21	127.3	127.11	127.27	2733919.0
2012-01-04 09:45:00	SPY	ETF	127.27	127.33	127.13	127.32	1795990.0
2012-01-04 09:50:00	SPY	ETF	127.31	127.36	127.24	127.33	1394414.0
2012-01-04 09:55:00	SPY	ETF	127.32	127.45	127.3	127.35	2004532.0
2012-01-04 10:00:00	SPY	ETF	127.35	127.36	127.1	127.12	2402296.0
2012-01-04 10:05:00	SPY	ETF	127.13	127.2	127.07	127.13	1665413.0
2012-01-04 10:10:00	SPY	ETF	127.13	127.14	126.93	126.9699	2378307.0
2012-01-04 10:15:00	SPY	ETF	126.96	127.02	126.86	126.96	2350553.0

> showing 50 of 36,368 rows — these rows as CSV

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