PREVIEW / etf_5min / 2012-03-09

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-09.parquet
  size:    854 KB
  rows:    36,024

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
2012-03-09 04:05:00	SPY	ETF	137.0	137.0	137.0	137.0	5000.0
2012-03-09 04:10:00	SPY	ETF	137.0	137.0	137.0	137.0	145.0
2012-03-09 04:20:00	SPY	ETF	137.04	137.06	137.04	137.06	300.0
2012-03-09 04:45:00	SPY	ETF	137.0	137.0	137.0	137.0	100.0
2012-03-09 04:50:00	SPY	ETF	136.95	136.95	136.95	136.95	100.0
2012-03-09 05:05:00	SPY	ETF	136.97	136.97	136.97	136.97	4000.0
2012-03-09 05:10:00	SPY	ETF	136.95	136.95	136.9	136.9	6000.0
2012-03-09 05:15:00	SPY	ETF	136.97	136.97	136.97	136.97	1000.0
2012-03-09 05:20:00	SPY	ETF	136.95	136.95	136.92	136.92	300.0
2012-03-09 05:40:00	SPY	ETF	137.03	137.03	137.03	137.03	4000.0
2012-03-09 05:45:00	SPY	ETF	137.01	137.01	137.01	137.01	100.0
2012-03-09 06:00:00	SPY	ETF	136.96	136.96	136.96	136.96	1000.0
2012-03-09 06:05:00	SPY	ETF	136.99	136.99	136.99	136.99	100.0
2012-03-09 06:10:00	SPY	ETF	136.92	136.92	136.92	136.92	4000.0
2012-03-09 06:15:00	SPY	ETF	136.98	136.98	136.98	136.98	145.0
2012-03-09 06:40:00	SPY	ETF	137.05	137.05	137.05	137.05	3300.0
2012-03-09 06:50:00	SPY	ETF	137.02	137.03	137.02	137.03	3000.0
2012-03-09 06:55:00	SPY	ETF	137.04	137.09	137.04	137.09	374.0
2012-03-09 07:00:00	SPY	ETF	137.07	137.09	137.03	137.05	6200.0
2012-03-09 07:05:00	SPY	ETF	137.07	137.12	137.04	137.12	17700.0
2012-03-09 07:10:00	SPY	ETF	137.09	137.09	137.04	137.08	204200.0
2012-03-09 07:15:00	SPY	ETF	137.09	137.1	137.09	137.09	41115.0
2012-03-09 07:20:00	SPY	ETF	137.12	137.12	137.08	137.08	3600.0
2012-03-09 07:25:00	SPY	ETF	137.09	137.12	137.06	137.08	4249.0
2012-03-09 07:30:00	SPY	ETF	137.09	137.09	137.06	137.07	25800.0
2012-03-09 07:35:00	SPY	ETF	137.07	137.07	137.0	137.0	26300.0
2012-03-09 07:40:00	SPY	ETF	136.99	136.99	136.98	136.99	9049.0
2012-03-09 07:45:00	SPY	ETF	137.01	137.09	137.01	137.06	4800.0
2012-03-09 07:50:00	SPY	ETF	137.06	137.1	137.06	137.1	4405.0
2012-03-09 07:55:00	SPY	ETF	137.1	137.1	137.06	137.06	39571.0
2012-03-09 08:00:00	SPY	ETF	137.06	137.09	137.02	137.08	384555.0
2012-03-09 08:05:00	SPY	ETF	137.06	137.09	137.06	137.09	15414.0
2012-03-09 08:10:00	SPY	ETF	137.06	137.1	137.06	137.08	25959.0
2012-03-09 08:15:00	SPY	ETF	137.08	137.17	137.08	137.15	29424.0
2012-03-09 08:20:00	SPY	ETF	137.15	137.21	137.13	137.21	145582.0
2012-03-09 08:25:00	SPY	ETF	137.21	137.29	137.2	137.26	217538.0
2012-03-09 08:30:00	SPY	ETF	137.27	137.74	137.2	137.41	3283660.0
2012-03-09 08:35:00	SPY	ETF	137.41	137.54	137.31	137.52	476060.0
2012-03-09 08:40:00	SPY	ETF	137.53	137.58	137.4	137.5	624084.0
2012-03-09 08:45:00	SPY	ETF	137.51	137.53	137.36	137.42	283091.0
2012-03-09 08:50:00	SPY	ETF	137.44	137.46	137.32	137.34	189747.0
2012-03-09 08:55:00	SPY	ETF	137.35	137.49	137.33	137.46	204149.0
2012-03-09 09:00:00	SPY	ETF	137.45	137.45	137.27	137.29	122210.0
2012-03-09 09:05:00	SPY	ETF	137.29	137.33	137.25	137.33	161043.0
2012-03-09 09:10:00	SPY	ETF	137.33	137.36	137.25	137.35	232439.0
2012-03-09 09:15:00	SPY	ETF	137.35	137.36	137.3	137.33	78929.0
2012-03-09 09:20:00	SPY	ETF	137.34	137.37	137.32	137.35	64850.0
2012-03-09 09:25:00	SPY	ETF	137.35	137.37	137.3	137.31	191891.0
2012-03-09 09:30:00	SPY	ETF	137.3	137.43	137.22	137.25	2876381.0
2012-03-09 09:35:00	SPY	ETF	137.25	137.4	137.13	137.345	3459600.0

> showing 50 of 36,024 rows — these rows as CSV

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