PREVIEW / etf_5min / 2012-02-09

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-02-09.parquet
  size:    895 KB
  rows:    37,737

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
2012-02-09 04:00:00	SPY	ETF	135.12	135.12	135.12	135.12	289.0
2012-02-09 04:05:00	SPY	ETF	135.13	135.13	135.13	135.13	200.0
2012-02-09 04:10:00	SPY	ETF	135.15	135.15	135.02	135.02	5200.0
2012-02-09 04:15:00	SPY	ETF	135.07	135.07	135.07	135.07	100.0
2012-02-09 04:30:00	SPY	ETF	135.18	135.18	135.18	135.18	100.0
2012-02-09 04:35:00	SPY	ETF	135.23	135.28	135.23	135.28	651.0
2012-02-09 04:40:00	SPY	ETF	135.3	135.33	135.3	135.33	7500.0
2012-02-09 04:45:00	SPY	ETF	135.32	135.32	135.32	135.32	100.0
2012-02-09 04:50:00	SPY	ETF	135.33	135.33	135.2	135.2	8600.0
2012-02-09 04:55:00	SPY	ETF	135.04	135.04	135.04	135.04	500.0
2012-02-09 05:00:00	SPY	ETF	135.05	135.05	135.05	135.05	600.0
2012-02-09 05:05:00	SPY	ETF	135.0	135.0	135.0	135.0	100.0
2012-02-09 05:10:00	SPY	ETF	134.96	134.96	134.96	134.96	100.0
2012-02-09 05:15:00	SPY	ETF	135.02	135.02	135.02	135.02	100.0
2012-02-09 05:20:00	SPY	ETF	134.99	134.99	134.99	134.99	100.0
2012-02-09 05:40:00	SPY	ETF	134.97	135.0	134.97	135.0	6225.0
2012-02-09 05:45:00	SPY	ETF	134.94	134.94	134.87	134.87	3430.0
2012-02-09 05:50:00	SPY	ETF	134.88	134.88	134.88	134.88	100.0
2012-02-09 05:55:00	SPY	ETF	134.91	134.91	134.91	134.91	5000.0
2012-02-09 06:10:00	SPY	ETF	134.97	134.97	134.97	134.97	200.0
2012-02-09 06:20:00	SPY	ETF	135.0	135.0	135.0	135.0	200.0
2012-02-09 06:25:00	SPY	ETF	134.94	134.94	134.94	134.94	4950.0
2012-02-09 06:30:00	SPY	ETF	134.92	134.98	134.92	134.98	7800.0
2012-02-09 06:35:00	SPY	ETF	134.9	134.9	134.9	134.9	700.0
2012-02-09 06:40:00	SPY	ETF	134.92	134.92	134.92	134.92	1000.0
2012-02-09 06:45:00	SPY	ETF	134.8	134.83	134.79	134.83	800.0
2012-02-09 06:50:00	SPY	ETF	134.79	134.82	134.79	134.82	3500.0
2012-02-09 07:00:00	SPY	ETF	134.84	134.89	134.8	134.82	5700.0
2012-02-09 07:05:00	SPY	ETF	134.8	134.84	134.76	134.84	59205.0
2012-02-09 07:10:00	SPY	ETF	134.85	134.92	134.83	134.92	12400.0
2012-02-09 07:15:00	SPY	ETF	134.91	134.92	134.91	134.92	3000.0
2012-02-09 07:20:00	SPY	ETF	134.87	134.87	134.81	134.81	8600.0
2012-02-09 07:25:00	SPY	ETF	134.87	134.92	134.81	134.91	17700.0
2012-02-09 07:30:00	SPY	ETF	134.87	134.92	134.83	134.89	3900.0
2012-02-09 07:35:00	SPY	ETF	134.88	134.9	134.83	134.9	43385.0
2012-02-09 07:40:00	SPY	ETF	134.94	134.97	134.92	134.97	23600.0
2012-02-09 07:45:00	SPY	ETF	134.93	134.97	134.87	134.92	12200.0
2012-02-09 07:50:00	SPY	ETF	134.95	135.04	134.95	135.04	39352.0
2012-02-09 07:55:00	SPY	ETF	135.04	135.04	134.98	135.01	36700.0
2012-02-09 08:00:00	SPY	ETF	135.01	135.02	134.93	134.98	62775.0
2012-02-09 08:05:00	SPY	ETF	134.98	135.17	134.98	135.1	132850.0
2012-02-09 08:10:00	SPY	ETF	135.13	135.52	135.13	135.38	522319.0
2012-02-09 08:15:00	SPY	ETF	135.39	135.5	135.24	135.42	391303.0
2012-02-09 08:20:00	SPY	ETF	135.41	135.47	135.39	135.43	333970.0
2012-02-09 08:25:00	SPY	ETF	135.44	135.51	135.42	135.49	313819.0
2012-02-09 08:30:00	SPY	ETF	135.51	135.71	135.22	135.34	1548078.0
2012-02-09 08:35:00	SPY	ETF	135.35	135.35	135.08	135.24	722056.0
2012-02-09 08:40:00	SPY	ETF	135.25	135.4	135.2	135.36	573181.0
2012-02-09 08:45:00	SPY	ETF	135.38	135.39	135.3	135.33	383671.0
2012-02-09 08:50:00	SPY	ETF	135.32	135.45	135.3	135.4	315057.0

> showing 50 of 37,737 rows — these rows as CSV

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