PREVIEW / etf_5min / 2012-01-31

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-01-31.parquet
  size:    914 KB
  rows:    37,960

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
2012-01-31 04:00:00	SPY	ETF	131.82	131.82	131.82	131.82	100.0
2012-01-31 04:05:00	SPY	ETF	131.89	131.89	131.89	131.89	200.0
2012-01-31 04:10:00	SPY	ETF	132.0	132.0	132.0	132.0	10000.0
2012-01-31 04:25:00	SPY	ETF	131.95	131.95	131.95	131.95	450.0
2012-01-31 04:50:00	SPY	ETF	131.93	131.93	131.93	131.93	100.0
2012-01-31 05:00:00	SPY	ETF	132.0	132.02	132.0	132.02	530.0
2012-01-31 05:05:00	SPY	ETF	132.01	132.01	131.99	131.99	2000.0
2012-01-31 05:15:00	SPY	ETF	131.94	131.96	131.94	131.96	1400.0
2012-01-31 05:20:00	SPY	ETF	132.0	132.01	132.0	132.01	200.0
2012-01-31 05:30:00	SPY	ETF	132.04	132.09	132.04	132.09	2600.0
2012-01-31 05:40:00	SPY	ETF	132.03	132.03	132.02	132.02	2400.0
2012-01-31 05:45:00	SPY	ETF	132.1	132.1	132.1	132.1	2000.0
2012-01-31 05:50:00	SPY	ETF	132.1	132.1	132.1	132.1	100.0
2012-01-31 05:55:00	SPY	ETF	132.13	132.14	132.13	132.14	500.0
2012-01-31 06:00:00	SPY	ETF	132.11	132.15	132.11	132.15	5200.0
2012-01-31 06:05:00	SPY	ETF	132.14	132.14	132.14	132.14	200.0
2012-01-31 06:10:00	SPY	ETF	132.17	132.17	132.17	132.17	250.0
2012-01-31 06:15:00	SPY	ETF	132.14	132.17	132.09	132.09	51500.0
2012-01-31 06:35:00	SPY	ETF	132.11	132.11	132.11	132.11	1000.0
2012-01-31 06:40:00	SPY	ETF	132.04	132.04	132.04	132.04	2440.0
2012-01-31 06:45:00	SPY	ETF	132.06	132.06	132.01	132.01	9740.0
2012-01-31 06:50:00	SPY	ETF	132.01	132.02	131.99	132.01	10600.0
2012-01-31 06:55:00	SPY	ETF	132.01	132.01	131.91	131.92	2800.0
2012-01-31 07:00:00	SPY	ETF	131.91	131.95	131.87	131.92	6562.0
2012-01-31 07:05:00	SPY	ETF	131.88	131.91	131.87	131.91	6840.0
2012-01-31 07:10:00	SPY	ETF	131.88	131.94	131.87	131.94	13200.0
2012-01-31 07:15:00	SPY	ETF	131.96	131.98	131.95	131.95	5770.0
2012-01-31 07:20:00	SPY	ETF	131.95	131.95	131.84	131.84	182761.0
2012-01-31 07:25:00	SPY	ETF	131.85	131.91	131.83	131.9	9400.0
2012-01-31 07:30:00	SPY	ETF	131.94	132.03	131.92	132.02	27800.0
2012-01-31 07:35:00	SPY	ETF	132.03	132.03	131.95	131.96	6400.0
2012-01-31 07:40:00	SPY	ETF	131.96	132.0	131.95	132.0	4579.0
2012-01-31 07:45:00	SPY	ETF	131.99	132.03	131.99	132.03	7600.0
2012-01-31 07:50:00	SPY	ETF	132.02	132.02	131.96	131.97	22950.0
2012-01-31 07:55:00	SPY	ETF	131.98	131.98	131.9	131.9	2750.0
2012-01-31 08:00:00	SPY	ETF	131.93	131.93	131.8	131.91	282700.0
2012-01-31 08:05:00	SPY	ETF	131.9	131.97	131.86	131.96	1527300.0
2012-01-31 08:10:00	SPY	ETF	131.95	132.0	131.9	131.9	160785.0
2012-01-31 08:15:00	SPY	ETF	131.9	131.95	131.88	131.91	21075.0
2012-01-31 08:20:00	SPY	ETF	131.9	132.0	131.9	131.97	70747.0
2012-01-31 08:25:00	SPY	ETF	131.96	131.98	131.89	131.95	65224.0
2012-01-31 08:30:00	SPY	ETF	131.94	131.97	131.88	131.97	26218.0
2012-01-31 08:35:00	SPY	ETF	131.96	131.96	131.83	131.85	134010.0
2012-01-31 08:40:00	SPY	ETF	131.86	131.97	131.86	131.95	107113.0
2012-01-31 08:45:00	SPY	ETF	131.95	131.96	131.87	131.94	108605.0
2012-01-31 08:50:00	SPY	ETF	131.94	131.98	131.93	131.95	47825.0
2012-01-31 08:55:00	SPY	ETF	131.96	131.96	131.88	131.91	54977.0
2012-01-31 09:00:00	SPY	ETF	131.89	131.94	131.83	131.9	308654.0
2012-01-31 09:05:00	SPY	ETF	131.9	131.98	131.9	131.94	123385.0
2012-01-31 09:10:00	SPY	ETF	131.94	132.04	131.94	132.02	204225.0

> showing 50 of 37,960 rows — these rows as CSV

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