PREVIEW / etf_5min / 2012-02-03

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-02-03.parquet
  size:    952 KB
  rows:    40,109

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
2012-02-03 04:00:00	SPY	ETF	132.69	132.69	132.69	132.69	600.0
2012-02-03 04:05:00	SPY	ETF	132.8	132.8	132.72	132.72	6908.0
2012-02-03 04:30:00	SPY	ETF	132.88	132.88	132.88	132.88	150.0
2012-02-03 04:40:00	SPY	ETF	132.89	132.89	132.89	132.89	100.0
2012-02-03 04:45:00	SPY	ETF	132.89	132.89	132.89	132.89	100.0
2012-02-03 04:55:00	SPY	ETF	132.93	132.93	132.93	132.93	150.0
2012-02-03 05:00:00	SPY	ETF	132.96	132.96	132.96	132.96	100.0
2012-02-03 05:10:00	SPY	ETF	132.98	132.98	132.98	132.98	150.0
2012-02-03 05:15:00	SPY	ETF	133.0	133.0	133.0	133.0	4905.0
2012-02-03 05:20:00	SPY	ETF	132.96	132.96	132.96	132.96	100.0
2012-02-03 05:25:00	SPY	ETF	132.98	132.98	132.98	132.98	400.0
2012-02-03 05:30:00	SPY	ETF	133.04	133.04	133.04	133.04	100.0
2012-02-03 06:00:00	SPY	ETF	132.95	132.95	132.95	132.95	125.0
2012-02-03 06:05:00	SPY	ETF	132.95	132.95	132.9	132.9	3142.0
2012-02-03 06:10:00	SPY	ETF	132.95	132.97	132.92	132.97	19500.0
2012-02-03 06:15:00	SPY	ETF	133.02	133.02	133.02	133.02	500.0
2012-02-03 06:25:00	SPY	ETF	132.97	132.97	132.97	132.97	100.0
2012-02-03 06:40:00	SPY	ETF	132.98	132.98	132.96	132.96	700.0
2012-02-03 06:50:00	SPY	ETF	132.95	132.99	132.85	132.93	21600.0
2012-02-03 06:55:00	SPY	ETF	132.96	132.96	132.96	132.96	800.0
2012-02-03 07:00:00	SPY	ETF	132.92	132.92	132.9	132.9	6539.0
2012-02-03 07:05:00	SPY	ETF	132.94	133.04	132.92	133.0	28300.0
2012-02-03 07:10:00	SPY	ETF	133.01	133.01	133.01	133.01	989.0
2012-02-03 07:15:00	SPY	ETF	132.95	132.99	132.94	132.97	20596.0
2012-02-03 07:20:00	SPY	ETF	132.98	132.99	132.9	132.96	13300.0
2012-02-03 07:25:00	SPY	ETF	132.92	132.93	132.92	132.92	7100.0
2012-02-03 07:30:00	SPY	ETF	132.93	132.93	132.92	132.93	27800.0
2012-02-03 07:35:00	SPY	ETF	132.91	132.98	132.91	132.98	7031.0
2012-02-03 07:40:00	SPY	ETF	132.93	132.93	132.9	132.91	12500.0
2012-02-03 07:45:00	SPY	ETF	132.88	132.93	132.88	132.92	17000.0
2012-02-03 07:50:00	SPY	ETF	132.88	132.88	132.79	132.86	23550.0
2012-02-03 07:55:00	SPY	ETF	132.86	132.86	132.72	132.77	10784.0
2012-02-03 08:00:00	SPY	ETF	132.78	132.82	132.75	132.8	29390.0
2012-02-03 08:05:00	SPY	ETF	132.8	132.86	132.78	132.82	199452.0
2012-02-03 08:10:00	SPY	ETF	132.84	132.86	132.81	132.86	41450.0
2012-02-03 08:15:00	SPY	ETF	132.91	132.91	132.82	132.86	25900.0
2012-02-03 08:20:00	SPY	ETF	132.89	132.89	132.72	132.75	108268.0
2012-02-03 08:25:00	SPY	ETF	132.74	132.8	132.68	132.78	286862.0
2012-02-03 08:30:00	SPY	ETF	132.84	133.94	132.84	133.85	4069206.0
2012-02-03 08:35:00	SPY	ETF	133.87	134.12	133.87	134.03	1812462.0
2012-02-03 08:40:00	SPY	ETF	134.03	134.05	133.9	133.97	611923.0
2012-02-03 08:45:00	SPY	ETF	133.97	133.98	133.79	133.81	623124.0
2012-02-03 08:50:00	SPY	ETF	133.81	133.94	133.81	133.84	532089.0
2012-02-03 08:55:00	SPY	ETF	133.83	133.96	133.81	133.94	339878.0
2012-02-03 09:00:00	SPY	ETF	133.94	134.05	133.92	134.0	538406.0
2012-02-03 09:05:00	SPY	ETF	134.0	134.02	133.9	133.93	334914.0
2012-02-03 09:10:00	SPY	ETF	133.92	133.96	133.84	133.92	471985.0
2012-02-03 09:15:00	SPY	ETF	133.93	134.0	133.87	133.95	315018.0
2012-02-03 09:20:00	SPY	ETF	133.93	133.99	133.92	133.98	215380.0
2012-02-03 09:25:00	SPY	ETF	133.98	134.06	133.96	134.0	691183.0

> showing 50 of 40,109 rows — these rows as CSV

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