PREVIEW / etf_5min / 2012-01-06

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-06.parquet
  size:    839 KB
  rows:    35,770

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
2012-01-06 04:00:00	SPY	ETF	127.69	127.69	127.69	127.69	100.0
2012-01-06 04:20:00	SPY	ETF	127.8	127.86	127.8	127.86	300.0
2012-01-06 04:30:00	SPY	ETF	127.73	127.73	127.73	127.73	100.0
2012-01-06 04:50:00	SPY	ETF	127.8	127.8	127.8	127.8	500.0
2012-01-06 05:40:00	SPY	ETF	127.84	127.84	127.84	127.84	100.0
2012-01-06 05:45:00	SPY	ETF	127.76	127.76	127.76	127.76	800.0
2012-01-06 05:50:00	SPY	ETF	127.78	127.78	127.78	127.78	5000.0
2012-01-06 05:55:00	SPY	ETF	127.8	127.8	127.8	127.8	100.0
2012-01-06 06:00:00	SPY	ETF	127.75	127.75	127.65	127.65	1250.0
2012-01-06 06:05:00	SPY	ETF	127.61	127.66	127.61	127.66	599.0
2012-01-06 06:15:00	SPY	ETF	127.75	127.75	127.75	127.75	300.0
2012-01-06 06:20:00	SPY	ETF	127.75	127.75	127.75	127.75	5000.0
2012-01-06 06:30:00	SPY	ETF	127.76	127.82	127.76	127.82	3000.0
2012-01-06 06:40:00	SPY	ETF	127.92	127.92	127.92	127.92	500.0
2012-01-06 06:45:00	SPY	ETF	127.89	127.95	127.89	127.93	5100.0
2012-01-06 06:50:00	SPY	ETF	127.9	127.95	127.88	127.95	1100.0
2012-01-06 06:55:00	SPY	ETF	127.95	127.95	127.94	127.94	200.0
2012-01-06 07:00:00	SPY	ETF	127.95	128.07	127.95	128.03	60200.0
2012-01-06 07:05:00	SPY	ETF	128.0	128.03	127.98	127.98	8200.0
2012-01-06 07:10:00	SPY	ETF	127.99	127.99	127.96	127.96	3400.0
2012-01-06 07:15:00	SPY	ETF	127.92	127.92	127.9	127.9	1400.0
2012-01-06 07:20:00	SPY	ETF	127.89	127.92	127.88	127.88	1900.0
2012-01-06 07:25:00	SPY	ETF	127.91	127.91	127.91	127.91	200.0
2012-01-06 07:30:00	SPY	ETF	127.94	127.99	127.94	127.97	1300.0
2012-01-06 07:35:00	SPY	ETF	127.98	127.99	127.95	127.99	5700.0
2012-01-06 07:40:00	SPY	ETF	128.01	128.05	127.99	128.0	47450.0
2012-01-06 07:45:00	SPY	ETF	127.96	128.01	127.96	127.97	9800.0
2012-01-06 07:50:00	SPY	ETF	127.97	128.01	127.95	128.01	13900.0
2012-01-06 07:55:00	SPY	ETF	127.98	127.98	127.93	127.95	19467.0
2012-01-06 08:00:00	SPY	ETF	127.95	128.12	127.4	128.07	334120.0
2012-01-06 08:05:00	SPY	ETF	128.08	128.14	128.07	128.1	44510.0
2012-01-06 08:10:00	SPY	ETF	128.09	128.1	127.97	128.03	73965.0
2012-01-06 08:15:00	SPY	ETF	128.03	128.06	128.02	128.05	45411.0
2012-01-06 08:20:00	SPY	ETF	128.05	128.15	128.05	128.1	157824.0
2012-01-06 08:25:00	SPY	ETF	128.1	128.11	127.94	128.11	1034372.0
2012-01-06 08:30:00	SPY	ETF	128.05	128.7	128.05	128.41	3329511.0
2012-01-06 08:35:00	SPY	ETF	128.41	128.59	128.23	128.29	1307763.0
2012-01-06 08:40:00	SPY	ETF	128.3	128.37	128.15	128.31	802738.0
2012-01-06 08:45:00	SPY	ETF	128.31	128.47	128.26	128.46	506932.0
2012-01-06 08:50:00	SPY	ETF	128.46	128.46	128.26	128.33	368349.0
2012-01-06 08:55:00	SPY	ETF	128.33	128.33	128.02	128.11	556867.0
2012-01-06 09:00:00	SPY	ETF	128.11	128.14	127.91	128.03	945932.0
2012-01-06 09:05:00	SPY	ETF	128.03	128.19	128.01	128.14	405951.0
2012-01-06 09:10:00	SPY	ETF	128.15	128.27	128.14	128.23	176857.0
2012-01-06 09:15:00	SPY	ETF	128.23	128.23	128.11	128.16	125676.0
2012-01-06 09:20:00	SPY	ETF	128.16	128.23	128.11	128.15	157456.0
2012-01-06 09:25:00	SPY	ETF	128.16	128.2	128.11	128.2	336403.0
2012-01-06 09:30:00	SPY	ETF	128.2	128.22	127.83	127.85	4618978.0
2012-01-06 09:35:00	SPY	ETF	127.86	128.01	127.84	127.85	3430859.0
2012-01-06 09:40:00	SPY	ETF	127.84	127.84	127.49	127.65	4847226.0

> showing 50 of 35,770 rows — these rows as CSV

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