PREVIEW / etf_5min / 2012-01-20

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-20.parquet
  size:    860 KB
  rows:    36,620

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
2012-01-20 04:00:00	SPY	ETF	131.18	131.18	131.16	131.16	600.0
2012-01-20 04:55:00	SPY	ETF	131.1	131.1	131.07	131.07	500.0
2012-01-20 05:00:00	SPY	ETF	131.06	131.06	131.01	131.01	300.0
2012-01-20 05:10:00	SPY	ETF	131.14	131.14	131.14	131.14	100.0
2012-01-20 05:30:00	SPY	ETF	131.31	131.31	131.31	131.31	10000.0
2012-01-20 05:35:00	SPY	ETF	131.33	131.33	131.33	131.33	100.0
2012-01-20 05:40:00	SPY	ETF	131.36	131.36	131.36	131.36	1000.0
2012-01-20 05:50:00	SPY	ETF	131.2	131.2	131.2	131.2	5000.0
2012-01-20 05:55:00	SPY	ETF	131.19	131.19	131.18	131.18	600.0
2012-01-20 06:00:00	SPY	ETF	131.18	131.28	131.18	131.28	1600.0
2012-01-20 06:05:00	SPY	ETF	131.23	131.23	131.16	131.16	700.0
2012-01-20 06:10:00	SPY	ETF	131.19	131.19	131.15	131.18	27100.0
2012-01-20 06:15:00	SPY	ETF	131.15	131.15	131.13	131.13	600.0
2012-01-20 06:20:00	SPY	ETF	131.13	131.13	131.13	131.13	100.0
2012-01-20 06:25:00	SPY	ETF	131.13	131.2	131.1	131.2	11500.0
2012-01-20 06:30:00	SPY	ETF	131.1	131.16	131.1	131.16	42500.0
2012-01-20 06:35:00	SPY	ETF	131.23	131.28	131.19	131.19	27600.0
2012-01-20 06:40:00	SPY	ETF	131.21	131.24	131.21	131.24	17000.0
2012-01-20 06:45:00	SPY	ETF	131.26	131.27	131.15	131.15	40440.0
2012-01-20 06:50:00	SPY	ETF	131.17	131.17	131.15	131.17	2000.0
2012-01-20 06:55:00	SPY	ETF	131.18	131.21	131.14	131.14	30550.0
2012-01-20 07:00:00	SPY	ETF	131.11	131.25	131.05	131.25	56150.0
2012-01-20 07:05:00	SPY	ETF	131.23	131.3	131.21	131.3	32400.0
2012-01-20 07:10:00	SPY	ETF	131.32	131.32	131.26	131.26	32010.0
2012-01-20 07:15:00	SPY	ETF	131.27	131.3	131.23	131.3	11100.0
2012-01-20 07:20:00	SPY	ETF	131.28	131.3	131.24	131.24	3400.0
2012-01-20 07:25:00	SPY	ETF	131.21	131.3	131.21	131.3	13801.0
2012-01-20 07:30:00	SPY	ETF	131.31	131.32	131.28	131.28	9037.0
2012-01-20 07:35:00	SPY	ETF	131.29	131.35	131.28	131.33	39100.0
2012-01-20 07:40:00	SPY	ETF	131.34	131.4	131.34	131.34	21630.0
2012-01-20 07:45:00	SPY	ETF	131.36	131.4	131.3	131.3	9395.0
2012-01-20 07:50:00	SPY	ETF	131.33	131.36	131.29	131.29	165980.0
2012-01-20 07:55:00	SPY	ETF	131.28	131.31	131.23	131.24	136505.0
2012-01-20 08:00:00	SPY	ETF	131.25	131.26	131.15	131.18	825855.0
2012-01-20 08:05:00	SPY	ETF	131.3	131.34	131.11	131.14	1101560.0
2012-01-20 08:10:00	SPY	ETF	131.14	131.16	131.11	131.16	37900.0
2012-01-20 08:15:00	SPY	ETF	131.16	131.17	131.1	131.16	76609.0
2012-01-20 08:20:00	SPY	ETF	131.16	131.19	131.14	131.15	12736.0
2012-01-20 08:25:00	SPY	ETF	131.15	131.16	131.12	131.15	9639.0
2012-01-20 08:30:00	SPY	ETF	131.13	131.14	131.04	131.08	126898.0
2012-01-20 08:35:00	SPY	ETF	131.08	131.1	131.03	131.08	105905.0
2012-01-20 08:40:00	SPY	ETF	131.08	131.12	131.05	131.09	72864.0
2012-01-20 08:45:00	SPY	ETF	131.09	131.16	131.08	131.16	94799.0
2012-01-20 08:50:00	SPY	ETF	131.14	131.18	131.09	131.17	1781601.0
2012-01-20 08:55:00	SPY	ETF	131.16	131.19	131.13	131.17	155250.0
2012-01-20 09:00:00	SPY	ETF	131.16	131.24	131.16	131.22	159626.0
2012-01-20 09:05:00	SPY	ETF	131.22	131.25	131.18	131.23	157263.0
2012-01-20 09:10:00	SPY	ETF	131.23	131.23	131.17	131.17	73601.0
2012-01-20 09:15:00	SPY	ETF	131.18	131.24	131.15	131.2	129627.0
2012-01-20 09:20:00	SPY	ETF	131.21	131.22	131.08	131.11	266871.0

> showing 50 of 36,620 rows — these rows as CSV

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