PREVIEW / etf_5min / 2012-01-26

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-26.parquet
  size:    934 KB
  rows:    38,167

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
2012-01-26 04:00:00	SPY	ETF	132.4	132.4	132.2	132.2	5081.0
2012-01-26 04:05:00	SPY	ETF	132.28	132.28	132.28	132.28	181.0
2012-01-26 04:15:00	SPY	ETF	132.33	132.34	132.31	132.31	1400.0
2012-01-26 04:20:00	SPY	ETF	132.33	132.33	132.33	132.33	1300.0
2012-01-26 04:25:00	SPY	ETF	132.35	132.35	132.35	132.35	100.0
2012-01-26 04:30:00	SPY	ETF	132.33	132.33	132.33	132.33	200.0
2012-01-26 04:35:00	SPY	ETF	132.39	132.39	132.39	132.39	1000.0
2012-01-26 04:40:00	SPY	ETF	132.49	132.53	132.49	132.53	300.0
2012-01-26 04:45:00	SPY	ETF	132.64	132.64	132.64	132.64	200.0
2012-01-26 04:55:00	SPY	ETF	132.74	132.74	132.74	132.74	100.0
2012-01-26 05:00:00	SPY	ETF	132.71	132.86	132.71	132.86	35400.0
2012-01-26 05:05:00	SPY	ETF	132.88	132.89	132.87	132.87	5450.0
2012-01-26 05:15:00	SPY	ETF	132.77	132.8	132.77	132.8	300.0
2012-01-26 05:25:00	SPY	ETF	132.83	132.83	132.83	132.83	400.0
2012-01-26 05:30:00	SPY	ETF	132.8	132.84	132.8	132.84	21000.0
2012-01-26 05:35:00	SPY	ETF	132.82	132.84	132.81	132.81	22600.0
2012-01-26 05:45:00	SPY	ETF	132.83	132.89	132.83	132.89	101250.0
2012-01-26 05:50:00	SPY	ETF	132.74	132.74	132.72	132.72	900.0
2012-01-26 06:00:00	SPY	ETF	132.72	132.72	132.72	132.72	350.0
2012-01-26 06:10:00	SPY	ETF	132.75	132.75	132.75	132.75	13000.0
2012-01-26 06:15:00	SPY	ETF	132.82	132.82	132.8	132.8	10200.0
2012-01-26 06:20:00	SPY	ETF	132.75	132.75	132.75	132.75	950.0
2012-01-26 06:25:00	SPY	ETF	132.8	132.8	132.74	132.74	10500.0
2012-01-26 06:30:00	SPY	ETF	132.77	132.77	132.77	132.77	3000.0
2012-01-26 06:35:00	SPY	ETF	132.72	132.72	132.72	132.72	1500.0
2012-01-26 06:40:00	SPY	ETF	132.69	132.69	132.64	132.64	33150.0
2012-01-26 06:50:00	SPY	ETF	132.75	132.78	132.68	132.78	15200.0
2012-01-26 06:55:00	SPY	ETF	132.78	132.86	132.78	132.85	10200.0
2012-01-26 07:00:00	SPY	ETF	132.8	132.81	132.79	132.81	3100.0
2012-01-26 07:05:00	SPY	ETF	132.88	132.88	132.8	132.82	33300.0
2012-01-26 07:10:00	SPY	ETF	132.85	132.88	132.82	132.84	18600.0
2012-01-26 07:15:00	SPY	ETF	132.83	132.83	132.79	132.83	39700.0
2012-01-26 07:20:00	SPY	ETF	132.83	132.83	132.78	132.8	1150.0
2012-01-26 07:25:00	SPY	ETF	132.81	132.81	132.77	132.8	18372.0
2012-01-26 07:30:00	SPY	ETF	132.81	132.94	132.81	132.9	42216.0
2012-01-26 07:35:00	SPY	ETF	132.91	132.91	132.85	132.91	11340.0
2012-01-26 07:40:00	SPY	ETF	132.91	133.02	132.91	132.98	112356.0
2012-01-26 07:45:00	SPY	ETF	132.96	132.98	132.93	132.93	51785.0
2012-01-26 07:50:00	SPY	ETF	132.96	132.96	132.88	132.91	27800.0
2012-01-26 07:55:00	SPY	ETF	132.9	132.91	132.85	132.85	8300.0
2012-01-26 08:00:00	SPY	ETF	132.9	132.91	132.85	132.91	44898.0
2012-01-26 08:05:00	SPY	ETF	132.91	132.96	132.9	132.94	54014.0
2012-01-26 08:10:00	SPY	ETF	132.93	132.94	132.88	132.9	29380.0
2012-01-26 08:15:00	SPY	ETF	132.91	132.92	132.88	132.91	24380.0
2012-01-26 08:20:00	SPY	ETF	132.91	132.96	132.91	132.96	54406.0
2012-01-26 08:25:00	SPY	ETF	132.96	133.04	132.81	132.91	197667.0
2012-01-26 08:30:00	SPY	ETF	132.92	133.12	132.85	133.06	853325.0
2012-01-26 08:35:00	SPY	ETF	133.06	133.1	133.05	133.08	290370.0
2012-01-26 08:40:00	SPY	ETF	133.08	133.1	133.05	133.05	191855.0
2012-01-26 08:45:00	SPY	ETF	133.05	133.1	133.02	133.09	109223.0

> showing 50 of 38,167 rows — these rows as CSV

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