PREVIEW / etf_5min / 2012-02-02

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-02-02.parquet
  size:    890 KB
  rows:    37,670

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
2012-02-02 04:00:00	SPY	ETF	132.5	132.5	132.48	132.48	9094.0
2012-02-02 04:05:00	SPY	ETF	132.47	132.47	132.43	132.43	15000.0
2012-02-02 04:15:00	SPY	ETF	132.42	132.42	132.38	132.38	14970.0
2012-02-02 04:20:00	SPY	ETF	132.37	132.37	132.34	132.34	12400.0
2012-02-02 04:30:00	SPY	ETF	132.4	132.4	132.4	132.4	9100.0
2012-02-02 04:40:00	SPY	ETF	132.39	132.39	132.34	132.34	3200.0
2012-02-02 04:45:00	SPY	ETF	132.33	132.43	132.32	132.43	7000.0
2012-02-02 04:50:00	SPY	ETF	132.43	132.43	132.33	132.33	10300.0
2012-02-02 05:00:00	SPY	ETF	132.48	132.48	132.48	132.48	200.0
2012-02-02 05:05:00	SPY	ETF	132.48	132.49	132.48	132.49	10000.0
2012-02-02 05:10:00	SPY	ETF	132.43	132.44	132.43	132.44	3000.0
2012-02-02 05:15:00	SPY	ETF	132.41	132.41	132.4	132.4	400.0
2012-02-02 05:20:00	SPY	ETF	132.38	132.38	132.38	132.38	200.0
2012-02-02 05:30:00	SPY	ETF	132.51	132.67	132.51	132.66	28100.0
2012-02-02 05:50:00	SPY	ETF	132.53	132.57	132.53	132.57	1600.0
2012-02-02 05:55:00	SPY	ETF	132.53	132.54	132.53	132.54	5000.0
2012-02-02 06:00:00	SPY	ETF	132.46	132.47	132.46	132.47	10000.0
2012-02-02 06:05:00	SPY	ETF	132.48	132.48	132.46	132.46	6100.0
2012-02-02 06:20:00	SPY	ETF	132.44	132.46	132.44	132.46	4900.0
2012-02-02 06:25:00	SPY	ETF	132.5	132.53	132.5	132.53	400.0
2012-02-02 06:30:00	SPY	ETF	132.6	132.6	132.58	132.58	350.0
2012-02-02 06:55:00	SPY	ETF	132.47	132.49	132.47	132.49	1800.0
2012-02-02 07:00:00	SPY	ETF	137.0	137.0	132.33	132.34	19544.0
2012-02-02 07:05:00	SPY	ETF	132.36	132.38	132.29	132.29	34800.0
2012-02-02 07:10:00	SPY	ETF	132.29	132.29	132.17	132.27	24950.0
2012-02-02 07:15:00	SPY	ETF	132.27	132.28	132.19	132.25	24970.0
2012-02-02 07:20:00	SPY	ETF	132.3	132.35	132.26	132.3	20436.0
2012-02-02 07:25:00	SPY	ETF	132.29	132.36	132.27	132.36	22000.0
2012-02-02 07:30:00	SPY	ETF	132.35	132.35	132.25	132.29	37266.0
2012-02-02 07:35:00	SPY	ETF	132.27	132.27	132.19	132.21	23600.0
2012-02-02 07:40:00	SPY	ETF	132.23	132.28	132.19	132.28	71070.0
2012-02-02 07:45:00	SPY	ETF	132.26	132.35	132.21	132.32	28990.0
2012-02-02 07:50:00	SPY	ETF	132.3	132.37	132.3	132.32	11900.0
2012-02-02 07:55:00	SPY	ETF	132.35	132.35	132.26	132.26	12500.0
2012-02-02 08:00:00	SPY	ETF	132.29	132.31	132.23	132.25	150761.0
2012-02-02 08:05:00	SPY	ETF	132.23	132.3	132.22	132.3	50280.0
2012-02-02 08:10:00	SPY	ETF	132.3	132.33	132.24	132.27	23400.0
2012-02-02 08:15:00	SPY	ETF	132.32	132.38	132.31	132.32	167919.0
2012-02-02 08:20:00	SPY	ETF	132.33	132.37	132.29	132.35	13840.0
2012-02-02 08:25:00	SPY	ETF	132.33	132.36	132.29	132.35	81950.0
2012-02-02 08:30:00	SPY	ETF	132.36	132.5	132.35	132.49	224591.0
2012-02-02 08:35:00	SPY	ETF	132.49	132.63	132.48	132.58	245856.0
2012-02-02 08:40:00	SPY	ETF	132.59	132.64	132.33	132.59	143731.0
2012-02-02 08:45:00	SPY	ETF	132.6	132.6	132.48	132.49	77830.0
2012-02-02 08:50:00	SPY	ETF	132.49	132.58	132.48	132.58	81477.0
2012-02-02 08:55:00	SPY	ETF	132.56	132.59	132.51	132.57	67210.0
2012-02-02 09:00:00	SPY	ETF	132.57	132.57	132.49	132.51	66273.0
2012-02-02 09:05:00	SPY	ETF	132.51	132.59	132.5	132.57	43125.0
2012-02-02 09:10:00	SPY	ETF	132.57	132.63	132.54	132.61	96952.0
2012-02-02 09:15:00	SPY	ETF	132.6	132.6	132.54	132.54	173195.0

> showing 50 of 37,670 rows — these rows as CSV

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