PREVIEW / etf_5min / 2012-03-16

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-16.parquet
  size:    827 KB
  rows:    35,494

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
2012-03-16 04:00:00	SPY	ETF	140.3	140.38	140.0	140.0	1899.0
2012-03-16 04:05:00	SPY	ETF	139.98	139.98	139.96	139.96	400.0
2012-03-16 04:15:00	SPY	ETF	140.02	140.02	140.02	140.02	100.0
2012-03-16 04:20:00	SPY	ETF	140.04	140.04	140.04	140.04	104.0
2012-03-16 04:55:00	SPY	ETF	140.09	140.09	140.09	140.09	500.0
2012-03-16 05:10:00	SPY	ETF	140.01	140.01	140.0	140.0	700.0
2012-03-16 05:15:00	SPY	ETF	140.0	140.0	140.0	140.0	4500.0
2012-03-16 05:45:00	SPY	ETF	140.04	140.04	140.04	140.04	2500.0
2012-03-16 05:50:00	SPY	ETF	140.05	140.05	140.03	140.03	450.0
2012-03-16 06:00:00	SPY	ETF	140.08	140.1	140.08	140.1	900.0
2012-03-16 06:20:00	SPY	ETF	140.09	140.09	140.09	140.09	100.0
2012-03-16 06:25:00	SPY	ETF	140.1	140.1	140.1	140.1	1385.0
2012-03-16 06:35:00	SPY	ETF	140.1	140.15	140.1	140.15	7700.0
2012-03-16 06:40:00	SPY	ETF	140.15	140.15	140.1	140.1	1000.0
2012-03-16 06:45:00	SPY	ETF	140.14	140.14	140.14	140.14	1000.0
2012-03-16 06:50:00	SPY	ETF	140.1	140.1	140.05	140.09	4300.0
2012-03-16 06:55:00	SPY	ETF	140.05	140.1	140.05	140.1	4600.0
2012-03-16 07:00:00	SPY	ETF	140.06	140.1	140.03	140.03	3000.0
2012-03-16 07:05:00	SPY	ETF	140.1	140.15	140.1	140.1	11700.0
2012-03-16 07:10:00	SPY	ETF	140.18	140.18	140.18	140.18	5000.0
2012-03-16 07:15:00	SPY	ETF	140.18	140.19	140.16	140.16	1190.0
2012-03-16 07:20:00	SPY	ETF	140.16	140.18	140.11	140.15	9600.0
2012-03-16 07:25:00	SPY	ETF	140.13	140.15	140.13	140.14	21600.0
2012-03-16 07:30:00	SPY	ETF	140.19	140.24	140.19	140.22	36000.0
2012-03-16 07:35:00	SPY	ETF	140.22	140.24	140.2	140.22	39400.0
2012-03-16 07:40:00	SPY	ETF	140.23	140.24	140.23	140.23	56125.0
2012-03-16 07:45:00	SPY	ETF	140.23	140.33	140.23	140.31	64710.0
2012-03-16 07:50:00	SPY	ETF	140.3	140.33	140.28	140.31	14020.0
2012-03-16 07:55:00	SPY	ETF	140.31	140.32	140.28	140.31	4200.0
2012-03-16 08:00:00	SPY	ETF	140.31	140.34	140.19	140.34	54580.0
2012-03-16 08:05:00	SPY	ETF	140.31	140.32	140.24	140.27	69425.0
2012-03-16 08:10:00	SPY	ETF	140.27	140.28	140.27	140.27	22200.0
2012-03-16 08:15:00	SPY	ETF	140.27	140.33	140.27	140.3	18025.0
2012-03-16 08:20:00	SPY	ETF	140.28	140.28	140.25	140.26	5520.0
2012-03-16 08:25:00	SPY	ETF	140.25	140.28	140.24	140.24	28105.0
2012-03-16 08:30:00	SPY	ETF	140.27	140.4	140.25	140.32	149700.0
2012-03-16 08:35:00	SPY	ETF	140.33	140.41	140.33	140.38	108840.0
2012-03-16 08:40:00	SPY	ETF	140.37	140.4	140.34	140.35	97750.0
2012-03-16 08:45:00	SPY	ETF	140.34	140.43	140.31	140.41	195939.0
2012-03-16 08:50:00	SPY	ETF	140.41	140.46	140.4	140.41	105599.0
2012-03-16 08:55:00	SPY	ETF	140.43	140.44	140.4	140.42	64344.0
2012-03-16 09:00:00	SPY	ETF	140.4	140.426	140.35	140.37	144152.0
2012-03-16 09:05:00	SPY	ETF	140.37	140.39	140.33	140.38	143808.0
2012-03-16 09:10:00	SPY	ETF	140.38	140.39	140.35	140.37	105086.0
2012-03-16 09:15:00	SPY	ETF	140.35	140.36	140.29	140.36	553560.0
2012-03-16 09:20:00	SPY	ETF	140.37	140.41	140.34	140.37	567110.0
2012-03-16 09:25:00	SPY	ETF	140.36	140.44	140.35	140.36	1251333.0
2012-03-16 09:30:00	SPY	ETF	140.36	140.43	140.3	140.37	6130019.0
2012-03-16 09:35:00	SPY	ETF	140.37	140.41	140.29	140.395	3961165.0
2012-03-16 09:40:00	SPY	ETF	140.4	140.45	140.31	140.34	3559682.0

> showing 50 of 35,494 rows — these rows as CSV

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