PREVIEW / etf_5min / 2012-03-02

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-02.parquet
  size:    854 KB
  rows:    36,416

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
2012-03-02 04:00:00	SPY	ETF	137.69	137.75	137.63	137.75	12750.0
2012-03-02 04:05:00	SPY	ETF	137.74	137.74	137.7	137.7	4380.0
2012-03-02 04:10:00	SPY	ETF	137.69	137.69	137.69	137.69	100.0
2012-03-02 04:20:00	SPY	ETF	137.62	137.62	137.62	137.62	500.0
2012-03-02 04:25:00	SPY	ETF	137.62	137.65	137.62	137.65	700.0
2012-03-02 04:30:00	SPY	ETF	137.65	137.65	137.64	137.64	1200.0
2012-03-02 04:35:00	SPY	ETF	137.63	137.63	137.6	137.6	1000.0
2012-03-02 04:45:00	SPY	ETF	137.63	137.63	137.62	137.62	300.0
2012-03-02 04:50:00	SPY	ETF	137.65	137.65	137.65	137.65	800.0
2012-03-02 04:55:00	SPY	ETF	137.64	137.64	137.64	137.64	3000.0
2012-03-02 05:00:00	SPY	ETF	137.62	137.66	137.62	137.66	100000.0
2012-03-02 05:05:00	SPY	ETF	137.7	137.7	137.7	137.7	300.0
2012-03-02 05:15:00	SPY	ETF	137.71	137.71	137.71	137.71	100.0
2012-03-02 05:40:00	SPY	ETF	137.65	137.65	137.65	137.65	200.0
2012-03-02 05:45:00	SPY	ETF	137.67	137.67	137.65	137.65	4400.0
2012-03-02 05:50:00	SPY	ETF	137.61	137.65	137.58	137.65	16076.0
2012-03-02 06:00:00	SPY	ETF	137.65	137.66	137.64	137.64	5500.0
2012-03-02 06:10:00	SPY	ETF	137.65	137.65	137.65	137.65	6300.0
2012-03-02 06:20:00	SPY	ETF	137.64	137.64	137.64	137.64	100.0
2012-03-02 06:35:00	SPY	ETF	137.68	137.75	137.66	137.75	5525.0
2012-03-02 06:45:00	SPY	ETF	137.66	137.7	137.65	137.7	6500.0
2012-03-02 06:50:00	SPY	ETF	137.65	137.65	137.6	137.6	6000.0
2012-03-02 06:55:00	SPY	ETF	137.61	137.66	137.61	137.65	1500.0
2012-03-02 07:00:00	SPY	ETF	137.65	137.65	137.48	137.52	24700.0
2012-03-02 07:05:00	SPY	ETF	137.5	137.51	137.43	137.44	30200.0
2012-03-02 07:10:00	SPY	ETF	137.49	137.5	137.45	137.47	37100.0
2012-03-02 07:15:00	SPY	ETF	137.47	137.5	137.45	137.47	8900.0
2012-03-02 07:20:00	SPY	ETF	137.48	137.5	137.47	137.49	22489.0
2012-03-02 07:25:00	SPY	ETF	137.5	137.5	137.44	137.44	5800.0
2012-03-02 07:30:00	SPY	ETF	137.43	137.48	137.43	137.47	2520.0
2012-03-02 07:35:00	SPY	ETF	137.45	137.45	137.36	137.36	60966.0
2012-03-02 07:40:00	SPY	ETF	137.36	137.39	137.32	137.39	71520.0
2012-03-02 07:45:00	SPY	ETF	137.36	137.38	137.33	137.34	17900.0
2012-03-02 07:50:00	SPY	ETF	137.38	137.45	137.35	137.45	12175.0
2012-03-02 07:55:00	SPY	ETF	137.42	137.47	137.41	137.47	12915.0
2012-03-02 08:00:00	SPY	ETF	137.47	137.48	137.37	137.45	140370.0
2012-03-02 08:05:00	SPY	ETF	137.47	137.47	137.43	137.45	11795.0
2012-03-02 08:10:00	SPY	ETF	137.45	137.59	137.45	137.58	51961.0
2012-03-02 08:15:00	SPY	ETF	137.6	137.6	137.54	137.55	77960.0
2012-03-02 08:20:00	SPY	ETF	137.55	137.6	137.51	137.52	54166.0
2012-03-02 08:25:00	SPY	ETF	137.53	137.59	137.53	137.55	23255.0
2012-03-02 08:30:00	SPY	ETF	137.55	137.57	137.53	137.55	30500.0
2012-03-02 08:35:00	SPY	ETF	137.56	137.56	137.52	137.54	62375.0
2012-03-02 08:40:00	SPY	ETF	137.53	137.53	137.46	137.47	79710.0
2012-03-02 08:45:00	SPY	ETF	137.48	137.64	137.47	137.63	105389.0
2012-03-02 08:50:00	SPY	ETF	137.63	137.63	137.57	137.59	59812.0
2012-03-02 08:55:00	SPY	ETF	137.6	137.63	137.57	137.61	107578.0
2012-03-02 09:00:00	SPY	ETF	137.62	137.62	137.58	137.58	45615.0
2012-03-02 09:05:00	SPY	ETF	137.59	137.6	137.56	137.58	29200.0
2012-03-02 09:10:00	SPY	ETF	137.58	137.6	137.55	137.6	54106.0

> showing 50 of 36,416 rows — these rows as CSV

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