PREVIEW / etf_5min / 2012-01-13

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-13.parquet
  size:    875 KB
  rows:    36,432

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
2012-01-13 04:25:00	SPY	ETF	129.7	129.7	129.7	129.7	200.0
2012-01-13 04:30:00	SPY	ETF	129.62	129.62	129.62	129.62	100.0
2012-01-13 04:35:00	SPY	ETF	129.63	129.63	129.52	129.52	400.0
2012-01-13 04:45:00	SPY	ETF	129.61	129.61	129.61	129.61	100.0
2012-01-13 04:55:00	SPY	ETF	129.66	129.68	129.66	129.68	600.0
2012-01-13 05:05:00	SPY	ETF	129.65	129.65	129.65	129.65	100.0
2012-01-13 05:15:00	SPY	ETF	129.74	129.74	129.74	129.74	2000.0
2012-01-13 05:20:00	SPY	ETF	129.51	129.51	129.45	129.45	3370.0
2012-01-13 05:25:00	SPY	ETF	129.49	129.49	129.49	129.49	2000.0
2012-01-13 05:30:00	SPY	ETF	129.54	129.62	129.54	129.62	2200.0
2012-01-13 05:35:00	SPY	ETF	129.54	129.54	129.54	129.54	2000.0
2012-01-13 05:40:00	SPY	ETF	129.44	129.44	129.44	129.44	100.0
2012-01-13 05:50:00	SPY	ETF	129.52	129.52	129.52	129.52	10000.0
2012-01-13 06:10:00	SPY	ETF	129.58	129.58	129.58	129.58	569.0
2012-01-13 06:15:00	SPY	ETF	129.58	129.58	129.58	129.58	500.0
2012-01-13 06:35:00	SPY	ETF	129.56	129.56	129.56	129.56	200.0
2012-01-13 06:45:00	SPY	ETF	129.52	129.52	129.48	129.48	600.0
2012-01-13 06:50:00	SPY	ETF	129.48	129.52	129.48	129.52	50000.0
2012-01-13 06:55:00	SPY	ETF	129.44	129.55	129.42	129.44	21500.0
2012-01-13 07:00:00	SPY	ETF	129.49	129.49	129.28	129.28	169064.0
2012-01-13 07:05:00	SPY	ETF	129.33	129.4	129.32	129.4	16000.0
2012-01-13 07:10:00	SPY	ETF	129.42	129.44	129.36	129.39	8400.0
2012-01-13 07:15:00	SPY	ETF	129.44	129.44	129.4	129.4	5900.0
2012-01-13 07:20:00	SPY	ETF	129.39	129.39	129.27	129.37	41550.0
2012-01-13 07:25:00	SPY	ETF	129.35	129.41	129.31	129.41	69671.0
2012-01-13 07:30:00	SPY	ETF	129.41	129.43	129.36	129.41	114700.0
2012-01-13 07:35:00	SPY	ETF	129.44	129.47	129.42	129.44	18500.0
2012-01-13 07:40:00	SPY	ETF	129.44	129.5	129.43	129.46	27800.0
2012-01-13 07:45:00	SPY	ETF	129.43	129.45	129.41	129.41	2237.0
2012-01-13 07:50:00	SPY	ETF	129.37	129.37	129.19	129.22	77475.0
2012-01-13 07:55:00	SPY	ETF	129.2	129.22	129.11	129.15	89675.0
2012-01-13 08:00:00	SPY	ETF	129.22	129.29	129.18	129.28	41900.0
2012-01-13 08:05:00	SPY	ETF	129.45	129.45	129.19	129.23	112280.0
2012-01-13 08:10:00	SPY	ETF	129.23	129.27	129.16	129.18	129942.0
2012-01-13 08:15:00	SPY	ETF	129.18	129.27	129.18	129.23	48800.0
2012-01-13 08:20:00	SPY	ETF	129.21	129.26	129.2	129.25	26744.0
2012-01-13 08:25:00	SPY	ETF	129.25	129.3	129.23	129.26	24500.0
2012-01-13 08:30:00	SPY	ETF	129.26	129.26	129.1	129.15	118248.0
2012-01-13 08:35:00	SPY	ETF	129.15	129.19	129.1	129.17	97577.0
2012-01-13 08:40:00	SPY	ETF	129.17	129.22	129.11	129.14	133378.0
2012-01-13 08:45:00	SPY	ETF	129.14	129.14	128.87	128.95	345207.0
2012-01-13 08:50:00	SPY	ETF	128.96	128.99	128.88	128.96	313938.0
2012-01-13 08:55:00	SPY	ETF	128.97	129.02	128.52	128.76	1447810.0
2012-01-13 09:00:00	SPY	ETF	128.75	128.8	128.6	128.73	1114376.0
2012-01-13 09:05:00	SPY	ETF	128.72	128.8	128.63	128.72	778845.0
2012-01-13 09:10:00	SPY	ETF	128.73	128.73	128.43	128.55	732512.0
2012-01-13 09:15:00	SPY	ETF	128.55	128.66	128.53	128.59	347580.0
2012-01-13 09:20:00	SPY	ETF	128.58	128.68	128.54	128.65	348298.0
2012-01-13 09:25:00	SPY	ETF	128.65	128.68	128.5	128.62	472153.0
2012-01-13 09:30:00	SPY	ETF	128.64	128.66	128.32	128.44	6367639.0

> showing 50 of 36,432 rows — these rows as CSV

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