PREVIEW / etf_5min / 2012-02-23

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-02-23.parquet
  size:    885 KB
  rows:    36,617

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
2012-02-23 04:00:00	SPY	ETF	136.2	136.64	136.2	136.58	1580.0
2012-02-23 04:05:00	SPY	ETF	136.48	136.6	136.48	136.6	12000.0
2012-02-23 04:15:00	SPY	ETF	136.59	136.59	136.59	136.59	5000.0
2012-02-23 04:25:00	SPY	ETF	136.51	136.6	136.51	136.6	17100.0
2012-02-23 04:30:00	SPY	ETF	136.6	136.6	136.6	136.6	13000.0
2012-02-23 04:35:00	SPY	ETF	136.65	136.65	136.65	136.65	100.0
2012-02-23 04:40:00	SPY	ETF	136.64	136.65	136.64	136.65	6150.0
2012-02-23 04:45:00	SPY	ETF	136.58	136.58	136.5	136.5	624.0
2012-02-23 04:50:00	SPY	ETF	136.43	136.43	136.43	136.43	1100.0
2012-02-23 04:55:00	SPY	ETF	136.39	136.43	136.39	136.43	300.0
2012-02-23 05:00:00	SPY	ETF	136.4	136.47	136.4	136.47	2200.0
2012-02-23 05:10:00	SPY	ETF	136.43	136.43	136.32	136.32	700.0
2012-02-23 05:15:00	SPY	ETF	136.15	136.15	136.12	136.12	200.0
2012-02-23 05:20:00	SPY	ETF	136.19	136.19	136.15	136.15	200.0
2012-02-23 05:25:00	SPY	ETF	136.1	136.13	136.1	136.1	11850.0
2012-02-23 05:35:00	SPY	ETF	136.15	136.18	136.15	136.18	200.0
2012-02-23 05:40:00	SPY	ETF	136.18	136.18	136.18	136.18	100.0
2012-02-23 05:45:00	SPY	ETF	136.22	136.25	136.22	136.22	15100.0
2012-02-23 05:50:00	SPY	ETF	136.2	136.2	136.2	136.2	10000.0
2012-02-23 05:55:00	SPY	ETF	136.16	136.16	136.16	136.16	700.0
2012-02-23 06:10:00	SPY	ETF	136.16	136.16	136.16	136.16	500.0
2012-02-23 06:40:00	SPY	ETF	136.1	136.1	136.1	136.1	100.0
2012-02-23 06:45:00	SPY	ETF	136.12	136.12	136.1	136.1	525.0
2012-02-23 07:00:00	SPY	ETF	136.13	136.16	136.08	136.08	15500.0
2012-02-23 07:05:00	SPY	ETF	136.12	136.12	136.0	136.0	516399.0
2012-02-23 07:10:00	SPY	ETF	135.99	136.03	135.97	136.03	122326.0
2012-02-23 07:15:00	SPY	ETF	136.05	136.14	136.05	136.14	59000.0
2012-02-23 07:20:00	SPY	ETF	136.13	136.14	136.09	136.12	26900.0
2012-02-23 07:25:00	SPY	ETF	136.1	136.15	136.1	136.12	2570.0
2012-02-23 07:30:00	SPY	ETF	136.16	136.19	136.15	136.16	47500.0
2012-02-23 07:35:00	SPY	ETF	136.15	136.16	136.11	136.15	6348.0
2012-02-23 07:40:00	SPY	ETF	136.13	136.13	136.13	136.13	100.0
2012-02-23 07:45:00	SPY	ETF	136.17	136.2	136.13	136.14	9290.0
2012-02-23 07:50:00	SPY	ETF	136.1	136.16	136.1	136.16	12628.0
2012-02-23 07:55:00	SPY	ETF	136.16	136.19	136.09	136.1	13200.0
2012-02-23 08:00:00	SPY	ETF	136.1	136.16	136.07	136.11	98194.0
2012-02-23 08:05:00	SPY	ETF	136.07	136.21	136.07	136.19	828800.0
2012-02-23 08:10:00	SPY	ETF	136.18	136.23	136.17	136.19	84600.0
2012-02-23 08:15:00	SPY	ETF	136.18	136.19	136.15	136.17	27320.0
2012-02-23 08:20:00	SPY	ETF	136.18	136.29	136.18	136.29	119868.0
2012-02-23 08:25:00	SPY	ETF	136.29	136.36	136.27	136.27	174869.0
2012-02-23 08:30:00	SPY	ETF	136.28	136.35	136.21	136.3	225225.0
2012-02-23 08:35:00	SPY	ETF	136.3	136.31	136.2	136.2	80150.0
2012-02-23 08:40:00	SPY	ETF	136.2	136.29	136.2	136.28	75193.0
2012-02-23 08:45:00	SPY	ETF	136.27	136.34	136.27	136.325	120115.0
2012-02-23 08:50:00	SPY	ETF	136.32	136.34	136.27	136.27	62632.0
2012-02-23 08:55:00	SPY	ETF	136.26	136.29	136.25	136.27	173446.0
2012-02-23 09:00:00	SPY	ETF	136.26	136.27	136.19	136.22	76650.0
2012-02-23 09:05:00	SPY	ETF	136.22	136.22	136.06	136.08	268707.0
2012-02-23 09:10:00	SPY	ETF	136.08	136.13	136.06	136.11	155580.0

> showing 50 of 36,617 rows — these rows as CSV

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