PREVIEW / etf_5min / 2012-02-10

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-02-10.parquet
  size:    890 KB
  rows:    38,200

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
2012-02-10 04:00:00	SPY	ETF	134.77	134.77	134.65	134.65	1600.0
2012-02-10 04:05:00	SPY	ETF	134.62	134.62	134.62	134.62	200.0
2012-02-10 04:20:00	SPY	ETF	134.66	134.66	134.65	134.65	300.0
2012-02-10 04:25:00	SPY	ETF	134.59	134.59	134.59	134.59	100.0
2012-02-10 04:40:00	SPY	ETF	134.66	134.67	134.66	134.67	12398.0
2012-02-10 04:45:00	SPY	ETF	134.67	134.67	134.67	134.67	13960.0
2012-02-10 05:00:00	SPY	ETF	134.59	134.59	134.59	134.59	1200.0
2012-02-10 05:05:00	SPY	ETF	134.52	134.52	134.52	134.52	400.0
2012-02-10 05:10:00	SPY	ETF	134.55	134.55	134.55	134.55	15100.0
2012-02-10 05:15:00	SPY	ETF	134.54	134.54	134.47	134.47	10600.0
2012-02-10 05:20:00	SPY	ETF	134.42	134.42	134.42	134.42	100.0
2012-02-10 05:25:00	SPY	ETF	134.44	134.5	134.44	134.45	500.0
2012-02-10 05:30:00	SPY	ETF	134.41	134.41	134.39	134.39	200.0
2012-02-10 05:35:00	SPY	ETF	134.52	134.52	134.52	134.52	100.0
2012-02-10 05:40:00	SPY	ETF	134.55	134.55	134.55	134.55	300.0
2012-02-10 05:45:00	SPY	ETF	134.55	134.55	134.55	134.55	3125.0
2012-02-10 05:55:00	SPY	ETF	134.51	134.51	134.47	134.47	500.0
2012-02-10 06:00:00	SPY	ETF	134.49	134.52	134.49	134.49	6000.0
2012-02-10 06:05:00	SPY	ETF	134.49	134.52	134.49	134.52	2300.0
2012-02-10 06:10:00	SPY	ETF	134.48	134.5	134.48	134.5	3600.0
2012-02-10 06:20:00	SPY	ETF	134.52	134.57	134.52	134.57	8770.0
2012-02-10 06:25:00	SPY	ETF	134.55	134.55	134.55	134.55	4000.0
2012-02-10 06:30:00	SPY	ETF	134.48	134.48	134.44	134.44	20000.0
2012-02-10 06:35:00	SPY	ETF	134.43	134.43	134.39	134.39	60960.0
2012-02-10 06:40:00	SPY	ETF	134.41	134.41	134.38	134.38	1800.0
2012-02-10 06:45:00	SPY	ETF	134.4	134.48	134.4	134.48	25660.0
2012-02-10 06:50:00	SPY	ETF	134.47	134.47	134.36	134.38	13700.0
2012-02-10 06:55:00	SPY	ETF	134.38	134.43	134.38	134.4	3600.0
2012-02-10 07:00:00	SPY	ETF	134.42	134.42	134.26	134.26	625367.0
2012-02-10 07:05:00	SPY	ETF	134.27	134.32	134.26	134.3	198150.0
2012-02-10 07:10:00	SPY	ETF	134.3	134.32	134.06	134.1	181600.0
2012-02-10 07:15:00	SPY	ETF	134.08	134.11	133.95	134.05	276115.0
2012-02-10 07:20:00	SPY	ETF	134.1	134.21	134.1	134.21	25810.0
2012-02-10 07:25:00	SPY	ETF	134.22	134.22	134.15	134.16	99660.0
2012-02-10 07:30:00	SPY	ETF	134.16	134.19	134.12	134.13	39698.0
2012-02-10 07:35:00	SPY	ETF	134.11	134.13	134.06	134.13	32434.0
2012-02-10 07:40:00	SPY	ETF	134.13	134.23	134.13	134.21	28920.0
2012-02-10 07:45:00	SPY	ETF	134.2	134.2	134.11	134.12	54500.0
2012-02-10 07:50:00	SPY	ETF	134.11	134.17	134.1	134.12	118370.0
2012-02-10 07:55:00	SPY	ETF	134.11	134.16	134.05	134.16	309925.0
2012-02-10 08:00:00	SPY	ETF	134.16	134.66	134.1	134.18	1055814.0
2012-02-10 08:05:00	SPY	ETF	134.18	134.31	134.17	134.22	1023807.0
2012-02-10 08:10:00	SPY	ETF	134.6	134.6	134.17	134.18	88305.0
2012-02-10 08:15:00	SPY	ETF	134.17	134.18	134.1	134.11	175060.0
2012-02-10 08:20:00	SPY	ETF	134.1	134.12	134.0	134.04	180672.0
2012-02-10 08:25:00	SPY	ETF	134.03	134.09	133.98	134.04	357495.0
2012-02-10 08:30:00	SPY	ETF	134.05	134.14	133.96	134.14	66628.0
2012-02-10 08:35:00	SPY	ETF	134.13	134.16	134.09	134.12	181248.0
2012-02-10 08:40:00	SPY	ETF	134.12	134.12	133.97	134.06	262293.0
2012-02-10 08:45:00	SPY	ETF	134.05	134.06	133.88	133.93	856564.0

> showing 50 of 38,200 rows — these rows as CSV

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