PREVIEW / etf_5min / 2012-03-01

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-01.parquet
  size:    913 KB
  rows:    38,677

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
2012-03-01 04:00:00	SPY	ETF	136.98	136.98	136.98	136.98	372.0
2012-03-01 04:05:00	SPY	ETF	136.89	136.89	136.89	136.89	380.0
2012-03-01 04:10:00	SPY	ETF	136.81	136.81	136.81	136.81	128.0
2012-03-01 04:15:00	SPY	ETF	136.92	136.98	136.92	136.98	828.0
2012-03-01 04:20:00	SPY	ETF	136.98	136.98	136.98	136.98	200.0
2012-03-01 04:30:00	SPY	ETF	137.03	137.03	137.03	137.03	100.0
2012-03-01 04:35:00	SPY	ETF	137.1	137.1	137.1	137.1	10000.0
2012-03-01 04:45:00	SPY	ETF	136.98	136.98	136.98	136.98	150.0
2012-03-01 04:50:00	SPY	ETF	137.06	137.08	137.06	137.08	50000.0
2012-03-01 04:55:00	SPY	ETF	137.06	137.06	137.06	137.06	1200.0
2012-03-01 05:00:00	SPY	ETF	136.98	137.0	136.98	137.0	8100.0
2012-03-01 05:10:00	SPY	ETF	136.96	136.96	136.96	136.96	200.0
2012-03-01 05:20:00	SPY	ETF	137.06	137.08	137.06	137.08	10000.0
2012-03-01 05:25:00	SPY	ETF	137.06	137.16	137.06	137.16	5530.0
2012-03-01 05:35:00	SPY	ETF	136.98	136.98	136.95	136.95	11850.0
2012-03-01 05:50:00	SPY	ETF	137.08	137.08	137.06	137.06	300.0
2012-03-01 05:55:00	SPY	ETF	137.0	137.02	137.0	137.02	12500.0
2012-03-01 06:10:00	SPY	ETF	137.08	137.08	137.08	137.08	1500.0
2012-03-01 06:15:00	SPY	ETF	137.03	137.03	137.03	137.03	1000.0
2012-03-01 06:20:00	SPY	ETF	137.08	137.1	137.02	137.05	38200.0
2012-03-01 06:25:00	SPY	ETF	137.05	137.11	137.03	137.11	27200.0
2012-03-01 06:35:00	SPY	ETF	137.12	137.23	137.12	137.21	27588.0
2012-03-01 06:40:00	SPY	ETF	137.18	137.24	137.18	137.23	4800.0
2012-03-01 06:45:00	SPY	ETF	137.2	137.2	137.16	137.2	11100.0
2012-03-01 06:50:00	SPY	ETF	137.19	137.22	137.19	137.22	25100.0
2012-03-01 06:55:00	SPY	ETF	137.23	137.31	137.2	137.31	42000.0
2012-03-01 07:00:00	SPY	ETF	137.25	137.28	137.22	137.24	9850.0
2012-03-01 07:05:00	SPY	ETF	137.27	137.34	137.27	137.29	5015.0
2012-03-01 07:10:00	SPY	ETF	137.28	137.29	137.24	137.29	45700.0
2012-03-01 07:15:00	SPY	ETF	137.27	137.31	137.24	137.27	93700.0
2012-03-01 07:20:00	SPY	ETF	137.27	137.29	137.23	137.26	30400.0
2012-03-01 07:25:00	SPY	ETF	137.31	137.31	137.17	137.17	4200.0
2012-03-01 07:30:00	SPY	ETF	137.2	137.24	137.18	137.19	53327.0
2012-03-01 07:35:00	SPY	ETF	137.19	137.24	137.08	137.15	32568.0
2012-03-01 07:40:00	SPY	ETF	137.13	137.2	137.08	137.13	45600.0
2012-03-01 07:45:00	SPY	ETF	137.18	137.18	137.07	137.14	10083.0
2012-03-01 07:50:00	SPY	ETF	137.14	137.24	137.14	137.2	15000.0
2012-03-01 07:55:00	SPY	ETF	137.2	137.26	137.2	137.26	22870.0
2012-03-01 08:00:00	SPY	ETF	137.2	137.3	137.2	137.24	42125.0
2012-03-01 08:05:00	SPY	ETF	137.23	137.33	137.23	137.33	82320.0
2012-03-01 08:10:00	SPY	ETF	137.33	137.34	137.23	137.3	124540.0
2012-03-01 08:15:00	SPY	ETF	137.28	137.39	137.28	137.34	227442.0
2012-03-01 08:20:00	SPY	ETF	137.33	137.4	137.33	137.39	259025.0
2012-03-01 08:25:00	SPY	ETF	137.39	137.4	137.35	137.36	48746.0
2012-03-01 08:30:00	SPY	ETF	137.36	137.38	137.24	137.3	557408.0
2012-03-01 08:35:00	SPY	ETF	137.3	137.33	137.26	137.27	195745.0
2012-03-01 08:40:00	SPY	ETF	137.27	137.37	137.27	137.3	362855.0
2012-03-01 08:45:00	SPY	ETF	137.3	137.33	137.22	137.25	334976.0
2012-03-01 08:50:00	SPY	ETF	137.26	137.33	137.22	137.33	138600.0
2012-03-01 08:55:00	SPY	ETF	137.33	137.33	137.26	137.29	68700.0

> showing 50 of 38,677 rows — these rows as CSV

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