PREVIEW / etf_5min / 2012-02-28

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-02-28.parquet
  size:    894 KB
  rows:    37,793

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
2012-02-28 04:00:00	SPY	ETF	137.47	137.72	137.47	137.72	1630.0
2012-02-28 04:05:00	SPY	ETF	137.6	137.7	137.6	137.65	13000.0
2012-02-28 04:10:00	SPY	ETF	137.64	137.64	137.6	137.6	2200.0
2012-02-28 04:15:00	SPY	ETF	137.6	137.65	137.6	137.65	5000.0
2012-02-28 04:20:00	SPY	ETF	137.66	137.7	137.64	137.7	54200.0
2012-02-28 04:25:00	SPY	ETF	137.58	137.58	137.58	137.58	2500.0
2012-02-28 04:30:00	SPY	ETF	137.62	137.66	137.46	137.66	6400.0
2012-02-28 04:40:00	SPY	ETF	137.65	137.7	137.65	137.7	4160.0
2012-02-28 04:45:00	SPY	ETF	137.7	137.7	137.7	137.7	240.0
2012-02-28 04:50:00	SPY	ETF	137.68	137.68	137.68	137.68	5000.0
2012-02-28 04:55:00	SPY	ETF	137.66	137.66	137.66	137.66	155.0
2012-02-28 05:05:00	SPY	ETF	137.62	137.62	137.62	137.62	4000.0
2012-02-28 05:10:00	SPY	ETF	137.64	137.68	137.64	137.68	6400.0
2012-02-28 05:15:00	SPY	ETF	137.64	137.64	137.64	137.64	300.0
2012-02-28 05:25:00	SPY	ETF	137.63	137.63	137.61	137.61	4000.0
2012-02-28 05:30:00	SPY	ETF	137.6	137.63	137.6	137.63	600.0
2012-02-28 05:45:00	SPY	ETF	137.63	137.69	137.63	137.69	10100.0
2012-02-28 05:50:00	SPY	ETF	137.62	137.62	137.62	137.62	300.0
2012-02-28 05:55:00	SPY	ETF	137.67	137.67	137.65	137.65	5000.0
2012-02-28 06:00:00	SPY	ETF	137.7	137.7	137.68	137.7	10030.0
2012-02-28 06:15:00	SPY	ETF	137.66	137.75	137.66	137.75	101700.0
2012-02-28 06:25:00	SPY	ETF	137.73	137.73	137.73	137.73	200.0
2012-02-28 06:30:00	SPY	ETF	137.71	137.71	137.71	137.71	100.0
2012-02-28 06:35:00	SPY	ETF	137.7	137.7	137.7	137.7	100.0
2012-02-28 06:40:00	SPY	ETF	137.69	137.69	137.69	137.69	2000.0
2012-02-28 06:45:00	SPY	ETF	137.62	137.64	137.61	137.63	12500.0
2012-02-28 06:50:00	SPY	ETF	137.65	137.69	137.65	137.69	1000.0
2012-02-28 06:55:00	SPY	ETF	137.69	137.71	137.69	137.71	4000.0
2012-02-28 07:00:00	SPY	ETF	137.62	137.65	137.62	137.63	7355.0
2012-02-28 07:05:00	SPY	ETF	137.64	137.69	137.64	137.69	5980.0
2012-02-28 07:10:00	SPY	ETF	137.67	137.69	137.67	137.69	3800.0
2012-02-28 07:15:00	SPY	ETF	137.7	137.72	137.7	137.72	6300.0
2012-02-28 07:20:00	SPY	ETF	137.72	137.75	137.69	137.69	21625.0
2012-02-28 07:25:00	SPY	ETF	137.69	137.74	137.67	137.71	44200.0
2012-02-28 07:30:00	SPY	ETF	137.73	137.78	137.7	137.78	87970.0
2012-02-28 07:35:00	SPY	ETF	137.77	137.78	137.75	137.75	26400.0
2012-02-28 07:40:00	SPY	ETF	137.75	137.8	137.71	137.71	17400.0
2012-02-28 07:45:00	SPY	ETF	137.71	137.75	137.69	137.74	32518.0
2012-02-28 07:50:00	SPY	ETF	137.75	137.75	137.69	137.72	11698.0
2012-02-28 07:55:00	SPY	ETF	137.71	137.74	137.69	137.69	4000.0
2012-02-28 08:00:00	SPY	ETF	137.67	137.7	137.6	137.68	135690.0
2012-02-28 08:05:00	SPY	ETF	137.66	137.72	137.62	137.62	49637.0
2012-02-28 08:10:00	SPY	ETF	137.62	137.68	137.6	137.64	165795.0
2012-02-28 08:15:00	SPY	ETF	137.63	137.66	137.61	137.64	23080.0
2012-02-28 08:20:00	SPY	ETF	137.66	137.69	137.64	137.67	41877.0
2012-02-28 08:25:00	SPY	ETF	137.68	137.7	137.63	137.7	87007.0
2012-02-28 08:30:00	SPY	ETF	137.7	137.7	137.29	137.4	1862319.0
2012-02-28 08:35:00	SPY	ETF	137.39	137.45	137.34	137.36	479167.0
2012-02-28 08:40:00	SPY	ETF	137.36	137.4	137.17	137.18	536700.0
2012-02-28 08:45:00	SPY	ETF	137.18	137.19	137.11	137.19	589556.0

> showing 50 of 37,793 rows — these rows as CSV

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