PREVIEW / etf_5min / 2012-02-29

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-02-29.parquet
  size:    952 KB
  rows:    39,098

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
2012-02-29 04:00:00	SPY	ETF	137.51	137.79	137.51	137.79	2560.0
2012-02-29 04:25:00	SPY	ETF	137.74	137.74	137.73	137.73	3200.0
2012-02-29 04:50:00	SPY	ETF	137.8	137.8	137.8	137.8	2000.0
2012-02-29 04:55:00	SPY	ETF	137.82	137.82	137.82	137.82	2000.0
2012-02-29 05:00:00	SPY	ETF	137.84	137.84	137.84	137.84	200.0
2012-02-29 05:05:00	SPY	ETF	137.85	137.93	137.85	137.93	14500.0
2012-02-29 05:10:00	SPY	ETF	137.86	137.86	137.85	137.85	1500.0
2012-02-29 05:15:00	SPY	ETF	137.92	137.93	137.92	137.93	300.0
2012-02-29 05:20:00	SPY	ETF	137.88	137.88	137.88	137.88	4000.0
2012-02-29 05:25:00	SPY	ETF	137.91	137.98	137.59	137.95	81579.0
2012-02-29 05:30:00	SPY	ETF	137.99	138.11	137.99	138.0	9823.0
2012-02-29 05:35:00	SPY	ETF	137.93	137.93	137.8	137.8	12900.0
2012-02-29 05:40:00	SPY	ETF	137.77	137.77	137.66	137.68	3676.0
2012-02-29 05:45:00	SPY	ETF	137.7	137.7	137.7	137.7	482.0
2012-02-29 06:00:00	SPY	ETF	137.8	137.8	137.8	137.8	12500.0
2012-02-29 06:10:00	SPY	ETF	137.72	137.72	137.72	137.72	100.0
2012-02-29 06:25:00	SPY	ETF	137.7	137.75	137.7	137.75	2834.0
2012-02-29 06:30:00	SPY	ETF	137.73	137.73	137.67	137.67	8000.0
2012-02-29 06:35:00	SPY	ETF	137.66	137.66	137.64	137.64	13000.0
2012-02-29 06:40:00	SPY	ETF	137.61	137.61	137.59	137.6	30000.0
2012-02-29 06:45:00	SPY	ETF	137.77	137.77	137.77	137.77	200.0
2012-02-29 06:50:00	SPY	ETF	137.76	137.76	137.76	137.76	1600.0
2012-02-29 06:55:00	SPY	ETF	137.76	137.77	137.76	137.77	934.0
2012-02-29 07:00:00	SPY	ETF	137.78	137.9	137.78	137.86	47325.0
2012-02-29 07:05:00	SPY	ETF	137.86	137.9	137.85	137.86	5350.0
2012-02-29 07:10:00	SPY	ETF	137.88	137.88	137.84	137.86	2690.0
2012-02-29 07:15:00	SPY	ETF	137.87	137.93	137.8	137.88	98200.0
2012-02-29 07:20:00	SPY	ETF	137.86	137.91	137.84	137.9	115900.0
2012-02-29 07:25:00	SPY	ETF	137.88	137.88	137.84	137.88	7400.0
2012-02-29 07:30:00	SPY	ETF	137.84	137.86	137.79	137.79	74900.0
2012-02-29 07:35:00	SPY	ETF	137.78	137.83	137.77	137.83	56000.0
2012-02-29 07:40:00	SPY	ETF	137.86	137.88	137.83	137.86	48096.0
2012-02-29 07:45:00	SPY	ETF	137.85	137.85	137.76	137.8	31200.0
2012-02-29 07:50:00	SPY	ETF	137.79	137.82	137.76	137.76	27800.0
2012-02-29 07:55:00	SPY	ETF	137.76	137.76	137.72	137.75	4165.0
2012-02-29 08:00:00	SPY	ETF	137.73	137.82	137.64	137.69	112239.0
2012-02-29 08:05:00	SPY	ETF	137.71	137.82	137.71	137.76	69307.0
2012-02-29 08:10:00	SPY	ETF	137.78	137.78	137.74	137.74	5640.0
2012-02-29 08:15:00	SPY	ETF	137.73	137.8	137.72	137.8	54300.0
2012-02-29 08:20:00	SPY	ETF	137.8	137.86	137.78	137.83	122044.0
2012-02-29 08:25:00	SPY	ETF	137.83	137.85	137.74	137.8	52347.0
2012-02-29 08:30:00	SPY	ETF	137.8	138.06	137.77	137.83	305067.0
2012-02-29 08:35:00	SPY	ETF	137.83	137.85	137.79	137.83	170503.0
2012-02-29 08:40:00	SPY	ETF	137.84	137.85	137.81	137.83	85416.0
2012-02-29 08:45:00	SPY	ETF	137.83	137.85	137.78	137.79	154221.0
2012-02-29 08:50:00	SPY	ETF	137.79	137.81	137.75	137.77	68465.0
2012-02-29 08:55:00	SPY	ETF	137.78	137.78	137.7	137.7	46053.0
2012-02-29 09:00:00	SPY	ETF	137.7	137.76	137.65	137.74	245553.0
2012-02-29 09:05:00	SPY	ETF	137.73	137.77	137.73	137.74	87149.0
2012-02-29 09:10:00	SPY	ETF	137.76	137.77	137.7	137.72	155118.0

> showing 50 of 39,098 rows — these rows as CSV

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