PREVIEW / etf_5min / 2012-01-27

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-27.parquet
  size:    870 KB
  rows:    36,485

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
2012-01-27 04:15:00	SPY	ETF	132.04	132.04	132.04	132.04	100.0
2012-01-27 04:25:00	SPY	ETF	132.02	132.02	131.97	131.97	200.0
2012-01-27 04:45:00	SPY	ETF	132.02	132.08	132.02	132.08	1100.0
2012-01-27 04:50:00	SPY	ETF	132.11	132.11	132.11	132.11	100.0
2012-01-27 05:10:00	SPY	ETF	132.19	132.2	132.19	132.2	500.0
2012-01-27 05:15:00	SPY	ETF	132.22	132.22	132.22	132.22	800.0
2012-01-27 05:20:00	SPY	ETF	132.14	132.14	132.12	132.12	650.0
2012-01-27 05:30:00	SPY	ETF	132.22	132.24	132.22	132.24	17600.0
2012-01-27 05:35:00	SPY	ETF	132.25	132.25	132.25	132.25	200.0
2012-01-27 05:40:00	SPY	ETF	132.19	132.19	132.14	132.14	3800.0
2012-01-27 05:50:00	SPY	ETF	132.2	132.2	132.2	132.2	250.0
2012-01-27 05:55:00	SPY	ETF	132.2	132.33	132.2	132.32	38350.0
2012-01-27 06:10:00	SPY	ETF	132.22	132.22	132.19	132.19	15250.0
2012-01-27 06:15:00	SPY	ETF	132.16	132.16	132.16	132.16	100.0
2012-01-27 06:30:00	SPY	ETF	132.19	132.19	132.19	132.19	200.0
2012-01-27 06:35:00	SPY	ETF	132.18	132.18	132.18	132.18	100.0
2012-01-27 06:40:00	SPY	ETF	132.12	132.14	132.12	132.14	1300.0
2012-01-27 06:45:00	SPY	ETF	132.14	132.15	132.14	132.15	4500.0
2012-01-27 06:50:00	SPY	ETF	132.12	132.12	132.06	132.06	7587.0
2012-01-27 07:00:00	SPY	ETF	132.1	132.1	131.97	131.98	16620.0
2012-01-27 07:05:00	SPY	ETF	131.97	132.0	131.97	132.0	2000.0
2012-01-27 07:10:00	SPY	ETF	132.01	132.06	132.01	132.03	3400.0
2012-01-27 07:15:00	SPY	ETF	132.06	132.09	132.06	132.08	800.0
2012-01-27 07:20:00	SPY	ETF	132.05	132.09	132.05	132.09	27000.0
2012-01-27 07:25:00	SPY	ETF	132.09	132.11	132.04	132.04	53800.0
2012-01-27 07:30:00	SPY	ETF	132.03	132.04	131.95	131.95	32750.0
2012-01-27 07:35:00	SPY	ETF	131.95	132.07	131.95	132.07	26600.0
2012-01-27 07:40:00	SPY	ETF	132.1	132.17	132.08	132.17	30000.0
2012-01-27 07:45:00	SPY	ETF	132.15	132.19	132.13	132.13	44800.0
2012-01-27 07:50:00	SPY	ETF	132.14	132.14	132.05	132.09	33060.0
2012-01-27 07:55:00	SPY	ETF	132.11	132.17	132.11	132.17	5400.0
2012-01-27 08:00:00	SPY	ETF	132.14	132.15	132.06	132.13	25170.0
2012-01-27 08:05:00	SPY	ETF	132.19	132.19	132.03	132.09	81238.0
2012-01-27 08:10:00	SPY	ETF	132.09	132.12	132.06	132.11	130900.0
2012-01-27 08:15:00	SPY	ETF	132.13	132.13	132.07	132.07	28825.0
2012-01-27 08:20:00	SPY	ETF	132.07	132.08	131.97	132.0	109040.0
2012-01-27 08:25:00	SPY	ETF	132.0	132.16	131.98	132.1	211426.0
2012-01-27 08:30:00	SPY	ETF	132.12	132.12	131.41	131.58	863756.0
2012-01-27 08:35:00	SPY	ETF	131.58	131.77	131.57	131.72	386486.0
2012-01-27 08:40:00	SPY	ETF	131.72	131.74	131.42	131.44	557623.0
2012-01-27 08:45:00	SPY	ETF	131.45	131.52	131.31	131.35	380021.0
2012-01-27 08:50:00	SPY	ETF	131.35	132.11	131.2	131.2	466699.0
2012-01-27 08:55:00	SPY	ETF	131.2	131.3	131.14	131.23	512406.0
2012-01-27 09:00:00	SPY	ETF	131.23	131.31	131.21	131.28	197787.0
2012-01-27 09:05:00	SPY	ETF	131.27	131.32	131.26	131.32	93908.0
2012-01-27 09:10:00	SPY	ETF	131.32	131.36	131.3	131.33	107757.0
2012-01-27 09:15:00	SPY	ETF	131.33	131.42	131.3	131.39	362825.0
2012-01-27 09:20:00	SPY	ETF	131.4	131.42	131.32	131.37	247766.0
2012-01-27 09:25:00	SPY	ETF	131.38	131.39	131.24	131.24	445926.0
2012-01-27 09:30:00	SPY	ETF	131.24	131.54	131.15	131.53	3546761.0

> showing 50 of 36,485 rows — these rows as CSV

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