PREVIEW / etf_5min / 2012-01-23

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-23.parquet
  size:    904 KB
  rows:    37,563

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
2012-01-23 04:00:00	SPY	ETF	131.16	131.2	131.11	131.11	1049.0
2012-01-23 04:05:00	SPY	ETF	131.15	131.32	131.15	131.32	5400.0
2012-01-23 04:10:00	SPY	ETF	131.09	131.09	131.09	131.09	100.0
2012-01-23 04:30:00	SPY	ETF	131.29	131.29	131.29	131.29	530.0
2012-01-23 04:45:00	SPY	ETF	131.1	131.1	131.08	131.08	600.0
2012-01-23 05:00:00	SPY	ETF	131.21	131.21	131.21	131.21	200.0
2012-01-23 05:40:00	SPY	ETF	131.37	131.37	131.37	131.37	100.0
2012-01-23 05:45:00	SPY	ETF	131.45	131.48	131.45	131.48	600.0
2012-01-23 05:55:00	SPY	ETF	131.42	131.42	131.4	131.4	20000.0
2012-01-23 06:05:00	SPY	ETF	131.65	131.65	131.65	131.65	10000.0
2012-01-23 06:10:00	SPY	ETF	131.73	131.73	131.73	131.73	200.0
2012-01-23 06:15:00	SPY	ETF	131.74	131.78	131.73	131.73	2500.0
2012-01-23 06:20:00	SPY	ETF	131.75	131.78	131.73	131.73	16500.0
2012-01-23 06:25:00	SPY	ETF	131.76	131.76	131.76	131.76	2500.0
2012-01-23 06:30:00	SPY	ETF	131.7	131.7	131.7	131.7	500.0
2012-01-23 06:35:00	SPY	ETF	131.8	131.8	131.8	131.8	185.0
2012-01-23 06:40:00	SPY	ETF	131.8	131.8	131.8	131.8	2500.0
2012-01-23 06:45:00	SPY	ETF	131.8	131.8	131.8	131.8	2500.0
2012-01-23 06:55:00	SPY	ETF	131.67	131.67	131.59	131.61	69890.0
2012-01-23 07:00:00	SPY	ETF	131.63	131.65	131.58	131.59	29161.0
2012-01-23 07:05:00	SPY	ETF	131.65	131.65	131.65	131.65	2500.0
2012-01-23 07:10:00	SPY	ETF	131.65	131.65	131.57	131.57	27100.0
2012-01-23 07:15:00	SPY	ETF	131.64	131.67	131.63	131.63	16385.0
2012-01-23 07:20:00	SPY	ETF	131.62	131.62	131.59	131.6	18000.0
2012-01-23 07:25:00	SPY	ETF	131.59	131.64	131.58	131.61	40700.0
2012-01-23 07:30:00	SPY	ETF	131.62	131.63	131.59	131.61	12000.0
2012-01-23 07:35:00	SPY	ETF	131.66	131.72	131.66	131.72	35800.0
2012-01-23 07:40:00	SPY	ETF	131.69	131.72	131.66	131.66	50600.0
2012-01-23 07:45:00	SPY	ETF	131.69	131.69	131.66	131.68	15966.0
2012-01-23 07:50:00	SPY	ETF	131.66	131.67	131.57	131.61	9236.0
2012-01-23 07:55:00	SPY	ETF	131.62	131.64	131.61	131.64	9640.0
2012-01-23 08:00:00	SPY	ETF	131.67	131.74	131.1	131.68	552376.0
2012-01-23 08:05:00	SPY	ETF	131.68	131.69	131.62	131.67	42109.0
2012-01-23 08:10:00	SPY	ETF	131.64	131.69	131.61	131.62	43004.0
2012-01-23 08:15:00	SPY	ETF	131.6	131.68	131.58	131.6	35614.0
2012-01-23 08:20:00	SPY	ETF	131.66	131.66	131.47	131.48	39966.0
2012-01-23 08:25:00	SPY	ETF	131.47	131.54	131.44	131.48	87228.0
2012-01-23 08:30:00	SPY	ETF	131.47	131.5	131.4	131.44	113015.0
2012-01-23 08:35:00	SPY	ETF	131.42	131.5	131.4	131.5	19493.0
2012-01-23 08:40:00	SPY	ETF	131.51	131.54	131.46	131.48	32956.0
2012-01-23 08:45:00	SPY	ETF	131.46	131.52	131.45	131.5	20397.0
2012-01-23 08:50:00	SPY	ETF	131.51	131.51	131.45	131.5	12736.0
2012-01-23 08:55:00	SPY	ETF	131.49	131.5	131.47	131.5	20160.0
2012-01-23 09:00:00	SPY	ETF	131.48	131.53	131.41	131.51	143808.0
2012-01-23 09:05:00	SPY	ETF	131.51	131.57	131.49	131.53	86709.0
2012-01-23 09:10:00	SPY	ETF	131.53	131.55	131.52	131.53	53980.0
2012-01-23 09:15:00	SPY	ETF	131.53	131.54	131.43	131.45	169388.0
2012-01-23 09:20:00	SPY	ETF	131.45	131.53	131.42	131.53	30759.0
2012-01-23 09:25:00	SPY	ETF	131.51	131.52	131.47	131.48	121491.0
2012-01-23 09:30:00	SPY	ETF	131.51	131.66	131.47	131.6486	3102341.0

> showing 50 of 37,563 rows — these rows as CSV

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