PREVIEW / etf_5min / 2012-01-18

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-18.parquet
  size:    917 KB
  rows:    38,264

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
2012-01-18 04:00:00	SPY	ETF	129.47	129.47	129.47	129.47	100.0
2012-01-18 04:10:00	SPY	ETF	129.45	129.45	129.37	129.37	1200.0
2012-01-18 04:15:00	SPY	ETF	129.42	129.42	129.42	129.42	6352.0
2012-01-18 04:25:00	SPY	ETF	129.32	129.32	129.32	129.32	100.0
2012-01-18 04:30:00	SPY	ETF	129.33	129.33	129.33	129.33	300.0
2012-01-18 04:40:00	SPY	ETF	129.55	129.64	129.55	129.64	800.0
2012-01-18 04:55:00	SPY	ETF	129.52	129.52	129.52	129.52	500.0
2012-01-18 05:10:00	SPY	ETF	129.83	130.06	129.83	130.06	1367.0
2012-01-18 05:15:00	SPY	ETF	130.2	130.2	130.04	130.12	700.0
2012-01-18 05:20:00	SPY	ETF	130.02	130.02	129.95	129.95	8500.0
2012-01-18 05:25:00	SPY	ETF	130.0	130.08	130.0	130.08	1970.0
2012-01-18 05:30:00	SPY	ETF	130.06	130.06	130.05	130.05	600.0
2012-01-18 05:45:00	SPY	ETF	129.94	129.96	129.9	129.9	4190.0
2012-01-18 05:50:00	SPY	ETF	129.9	130.0	129.9	130.0	10400.0
2012-01-18 05:55:00	SPY	ETF	130.0	130.0	130.0	130.0	100.0
2012-01-18 06:15:00	SPY	ETF	129.75	129.75	129.75	129.75	6000.0
2012-01-18 06:35:00	SPY	ETF	129.85	129.85	129.84	129.84	500.0
2012-01-18 06:55:00	SPY	ETF	129.77	129.82	129.77	129.82	1596.0
2012-01-18 07:00:00	SPY	ETF	129.89	129.89	129.84	129.88	2300.0
2012-01-18 07:05:00	SPY	ETF	129.86	129.86	129.75	129.75	21600.0
2012-01-18 07:10:00	SPY	ETF	129.73	129.73	129.57	129.61	23950.0
2012-01-18 07:15:00	SPY	ETF	129.61	129.61	129.48	129.54	16827.0
2012-01-18 07:20:00	SPY	ETF	129.51	129.63	129.48	129.61	62870.0
2012-01-18 07:25:00	SPY	ETF	129.59	129.62	129.59	129.62	400.0
2012-01-18 07:30:00	SPY	ETF	129.58	129.65	129.56	129.56	8500.0
2012-01-18 07:35:00	SPY	ETF	129.53	129.6	129.53	129.6	29500.0
2012-01-18 07:40:00	SPY	ETF	129.61	129.75	129.61	129.73	74050.0
2012-01-18 07:45:00	SPY	ETF	129.7	129.82	129.69	129.8	21300.0
2012-01-18 07:50:00	SPY	ETF	129.8	129.8	129.73	129.8	8526.0
2012-01-18 07:55:00	SPY	ETF	129.75	129.75	129.65	129.65	39600.0
2012-01-18 08:00:00	SPY	ETF	129.63	129.7	129.58	129.58	80124.0
2012-01-18 08:05:00	SPY	ETF	129.57	129.57	129.51	129.54	57033.0
2012-01-18 08:10:00	SPY	ETF	129.54	129.66	129.54	129.65	68377.0
2012-01-18 08:15:00	SPY	ETF	129.64	129.71	129.64	129.66	24890.0
2012-01-18 08:20:00	SPY	ETF	129.67	129.72	129.62	129.67	78010.0
2012-01-18 08:25:00	SPY	ETF	129.67	129.7	129.6	129.69	71813.0
2012-01-18 08:30:00	SPY	ETF	129.68	130.07	129.25	129.7	167462.0
2012-01-18 08:35:00	SPY	ETF	129.72	129.78	129.7	129.74	69675.0
2012-01-18 08:40:00	SPY	ETF	129.74	129.75	129.67	129.67	47144.0
2012-01-18 08:45:00	SPY	ETF	129.67	129.71	129.52	129.54	160257.0
2012-01-18 08:50:00	SPY	ETF	129.54	129.54	129.29	129.36	314474.0
2012-01-18 08:55:00	SPY	ETF	129.36	129.4	129.26	129.29	254388.0
2012-01-18 09:00:00	SPY	ETF	129.27	129.35	129.21	129.29	269926.0
2012-01-18 09:05:00	SPY	ETF	129.28	129.3	129.16	129.22	121254.0
2012-01-18 09:10:00	SPY	ETF	129.22	129.25	129.17	129.2	169640.0
2012-01-18 09:15:00	SPY	ETF	129.2	129.32	129.14	129.28	255683.0
2012-01-18 09:20:00	SPY	ETF	129.28	129.35	129.26	129.29	184411.0
2012-01-18 09:25:00	SPY	ETF	129.29	129.32	129.21	129.31	115030.0
2012-01-18 09:30:00	SPY	ETF	129.31	129.35	129.08	129.18	4484723.0
2012-01-18 09:35:00	SPY	ETF	129.18	129.32	129.17	129.28	2529106.0

> showing 50 of 38,264 rows — these rows as CSV

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