PREVIEW / etf_5min / 2012-01-11

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-11.parquet
  size:    858 KB
  rows:    36,815

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
2012-01-11 04:55:00	SPY	ETF	129.17	129.22	129.17	129.22	1800.0
2012-01-11 05:25:00	SPY	ETF	129.1	129.1	129.1	129.1	1000.0
2012-01-11 05:50:00	SPY	ETF	129.07	129.07	129.07	129.07	400.0
2012-01-11 06:10:00	SPY	ETF	129.07	129.07	129.07	129.07	1500.0
2012-01-11 06:15:00	SPY	ETF	129.03	129.03	129.03	129.03	1600.0
2012-01-11 06:20:00	SPY	ETF	128.87	128.87	128.8	128.8	1300.0
2012-01-11 06:25:00	SPY	ETF	128.8	128.8	128.76	128.76	1100.0
2012-01-11 06:30:00	SPY	ETF	128.63	128.71	128.63	128.65	55000.0
2012-01-11 06:35:00	SPY	ETF	128.7	128.75	128.7	128.75	16600.0
2012-01-11 06:40:00	SPY	ETF	128.61	128.63	128.61	128.63	300.0
2012-01-11 06:45:00	SPY	ETF	128.63	128.66	128.62	128.66	16800.0
2012-01-11 06:55:00	SPY	ETF	128.62	128.65	128.62	128.65	850.0
2012-01-11 07:00:00	SPY	ETF	128.62	128.64	128.47	128.47	27085.0
2012-01-11 07:05:00	SPY	ETF	128.46	128.46	128.36	128.41	83387.0
2012-01-11 07:10:00	SPY	ETF	128.48	128.53	128.48	128.53	30250.0
2012-01-11 07:15:00	SPY	ETF	128.53	128.6	128.53	128.55	19769.0
2012-01-11 07:20:00	SPY	ETF	128.57	128.63	128.57	128.6	63400.0
2012-01-11 07:25:00	SPY	ETF	128.6	128.64	128.6	128.61	45654.0
2012-01-11 07:30:00	SPY	ETF	128.63	128.66	128.61	128.62	10800.0
2012-01-11 07:35:00	SPY	ETF	128.62	128.64	128.57	128.59	15100.0
2012-01-11 07:40:00	SPY	ETF	128.58	128.62	128.56	128.61	33105.0
2012-01-11 07:45:00	SPY	ETF	128.62	128.71	128.62	128.7	54089.0
2012-01-11 07:50:00	SPY	ETF	128.71	128.75	128.53	128.75	90690.0
2012-01-11 07:55:00	SPY	ETF	128.75	128.95	128.75	128.78	82834.0
2012-01-11 08:00:00	SPY	ETF	128.8	128.86	128.75	128.81	52745.0
2012-01-11 08:05:00	SPY	ETF	128.83	128.85	128.72	128.72	46433.0
2012-01-11 08:10:00	SPY	ETF	128.7	128.77	128.67	128.73	24310.0
2012-01-11 08:15:00	SPY	ETF	128.76	128.78	128.67	128.74	102100.0
2012-01-11 08:20:00	SPY	ETF	128.72	128.73	128.51	128.58	124460.0
2012-01-11 08:25:00	SPY	ETF	128.58	128.6	128.5	128.57	382366.0
2012-01-11 08:30:00	SPY	ETF	128.57	128.62	128.51	128.58	254343.0
2012-01-11 08:35:00	SPY	ETF	128.58	128.67	128.58	128.61	170950.0
2012-01-11 08:40:00	SPY	ETF	128.61	128.81	128.61	128.73	169464.0
2012-01-11 08:45:00	SPY	ETF	128.73	128.76	128.67	128.73	107391.0
2012-01-11 08:50:00	SPY	ETF	128.72	128.82	128.63	128.8	59300.0
2012-01-11 08:55:00	SPY	ETF	128.79	128.82	128.67	128.73	166004.0
2012-01-11 09:00:00	SPY	ETF	128.73	128.82	128.72	128.79	140840.0
2012-01-11 09:05:00	SPY	ETF	128.79	128.85	128.75	128.84	313488.0
2012-01-11 09:10:00	SPY	ETF	128.84	128.85	128.73	128.73	55421.0
2012-01-11 09:15:00	SPY	ETF	128.73	128.78	128.7	128.71	88915.0
2012-01-11 09:20:00	SPY	ETF	128.71	128.72	128.61	128.67	111509.0
2012-01-11 09:25:00	SPY	ETF	128.67	128.75	128.63	128.73	221040.0
2012-01-11 09:30:00	SPY	ETF	128.73	128.79	128.57	128.66	3350988.0
2012-01-11 09:35:00	SPY	ETF	128.66	128.8	128.6	128.69	2344168.0
2012-01-11 09:40:00	SPY	ETF	128.68	128.92	128.67	128.85	2711644.0
2012-01-11 09:45:00	SPY	ETF	128.85	129.05	128.84	128.93	3334136.0
2012-01-11 09:50:00	SPY	ETF	128.93	128.99	128.8	128.81	1899093.0
2012-01-11 09:55:00	SPY	ETF	128.82	128.83	128.61	128.64	1923134.0
2012-01-11 10:00:00	SPY	ETF	128.63	128.66	128.52	128.61	2341541.0
2012-01-11 10:05:00	SPY	ETF	128.6	128.72	128.55	128.71	1609790.0

> showing 50 of 36,815 rows — these rows as CSV

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