PREVIEW / etf_5min / 2012-01-05

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-05.parquet
  size:    905 KB
  rows:    36,872

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
2012-01-05 04:00:00	SPY	ETF	127.32	127.33	127.04	127.09	2600.0
2012-01-05 04:05:00	SPY	ETF	127.06	127.06	127.06	127.06	150.0
2012-01-05 04:10:00	SPY	ETF	127.0	127.0	127.0	127.0	100.0
2012-01-05 04:20:00	SPY	ETF	126.97	126.97	126.97	126.97	200.0
2012-01-05 04:30:00	SPY	ETF	127.03	127.03	127.03	127.03	500.0
2012-01-05 04:35:00	SPY	ETF	127.08	127.12	127.08	127.12	3000.0
2012-01-05 04:40:00	SPY	ETF	127.14	127.14	127.14	127.14	2000.0
2012-01-05 04:50:00	SPY	ETF	127.03	127.03	126.98	126.98	200.0
2012-01-05 04:55:00	SPY	ETF	126.97	126.97	126.95	126.95	1233.0
2012-01-05 05:00:00	SPY	ETF	126.9	126.95	126.9	126.95	4500.0
2012-01-05 05:10:00	SPY	ETF	126.93	126.93	126.93	126.93	10000.0
2012-01-05 05:15:00	SPY	ETF	126.93	126.93	126.93	126.93	5000.0
2012-01-05 05:25:00	SPY	ETF	127.0	127.0	127.0	127.0	100.0
2012-01-05 05:35:00	SPY	ETF	126.81	126.81	126.8	126.8	1000.0
2012-01-05 05:50:00	SPY	ETF	126.72	126.72	126.7	126.7	2900.0
2012-01-05 05:55:00	SPY	ETF	126.7	126.73	126.59	126.59	8000.0
2012-01-05 06:00:00	SPY	ETF	126.68	126.68	126.65	126.65	8800.0
2012-01-05 06:05:00	SPY	ETF	126.7	126.75	126.7	126.74	5500.0
2012-01-05 06:10:00	SPY	ETF	126.76	126.83	126.75	126.75	2690.0
2012-01-05 06:15:00	SPY	ETF	126.8	126.8	126.78	126.78	1500.0
2012-01-05 06:25:00	SPY	ETF	126.74	126.78	126.67	126.67	12500.0
2012-01-05 06:30:00	SPY	ETF	126.7	126.7	126.62	126.62	8000.0
2012-01-05 06:35:00	SPY	ETF	126.66	126.66	126.56	126.56	7250.0
2012-01-05 06:40:00	SPY	ETF	126.51	126.62	126.49	126.62	27842.0
2012-01-05 06:45:00	SPY	ETF	126.69	126.78	126.69	126.76	5200.0
2012-01-05 06:50:00	SPY	ETF	126.78	126.8	126.72	126.72	61000.0
2012-01-05 06:55:00	SPY	ETF	126.71	126.76	126.7	126.74	46200.0
2012-01-05 07:00:00	SPY	ETF	126.81	126.84	126.77	126.8	64669.0
2012-01-05 07:05:00	SPY	ETF	126.78	126.88	126.78	126.8	29425.0
2012-01-05 07:10:00	SPY	ETF	126.8	126.85	126.77	126.85	40805.0
2012-01-05 07:15:00	SPY	ETF	126.89	126.89	126.78	126.86	9975.0
2012-01-05 07:20:00	SPY	ETF	126.86	126.93	126.86	126.88	28890.0
2012-01-05 07:25:00	SPY	ETF	126.88	127.01	126.88	127.0	61000.0
2012-01-05 07:30:00	SPY	ETF	127.01	127.01	126.92	126.92	19150.0
2012-01-05 07:35:00	SPY	ETF	126.94	126.96	126.91	126.96	9050.0
2012-01-05 07:40:00	SPY	ETF	126.94	126.97	126.91	126.91	101050.0
2012-01-05 07:45:00	SPY	ETF	126.91	126.91	126.83	126.83	86390.0
2012-01-05 07:50:00	SPY	ETF	126.83	126.94	126.83	126.92	35300.0
2012-01-05 07:55:00	SPY	ETF	126.9	126.94	126.89	126.9	14125.0
2012-01-05 08:00:00	SPY	ETF	126.93	126.94	126.85	126.85	72840.0
2012-01-05 08:05:00	SPY	ETF	126.85	127.02	126.85	127.0	41944.0
2012-01-05 08:10:00	SPY	ETF	127.0	127.25	126.92	127.17	235871.0
2012-01-05 08:15:00	SPY	ETF	127.22	127.9	127.11	127.15	1358846.0
2012-01-05 08:20:00	SPY	ETF	127.17	127.37	127.17	127.36	391478.0
2012-01-05 08:25:00	SPY	ETF	127.37	127.54	127.37	127.47	461631.0
2012-01-05 08:30:00	SPY	ETF	127.5	127.62	127.26	127.31	714075.0
2012-01-05 08:35:00	SPY	ETF	127.31	127.44	127.25	127.38	313320.0
2012-01-05 08:40:00	SPY	ETF	127.38	127.57	127.38	127.42	314449.0
2012-01-05 08:45:00	SPY	ETF	127.43	127.45	127.31	127.36	259216.0
2012-01-05 08:50:00	SPY	ETF	127.37	127.39	127.16	127.21	362778.0

> showing 50 of 36,872 rows — these rows as CSV

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