PREVIEW / etf_5min / 2012-03-20

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-20.parquet
  size:    877 KB
  rows:    37,394

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
2012-03-20 04:05:00	SPY	ETF	140.57	140.57	140.57	140.57	190.0
2012-03-20 04:10:00	SPY	ETF	140.56	140.56	140.51	140.51	1700.0
2012-03-20 04:15:00	SPY	ETF	140.57	140.58	140.44	140.44	5892.0
2012-03-20 04:20:00	SPY	ETF	140.56	140.56	140.56	140.56	2400.0
2012-03-20 04:25:00	SPY	ETF	140.56	140.56	140.48	140.48	5100.0
2012-03-20 04:30:00	SPY	ETF	140.51	140.51	140.43	140.43	2100.0
2012-03-20 05:00:00	SPY	ETF	140.63	140.63	140.63	140.63	300.0
2012-03-20 05:05:00	SPY	ETF	140.61	140.63	140.61	140.63	9500.0
2012-03-20 05:10:00	SPY	ETF	140.63	140.63	140.54	140.54	5000.0
2012-03-20 05:20:00	SPY	ETF	140.43	140.43	140.42	140.42	1700.0
2012-03-20 05:25:00	SPY	ETF	140.4	140.4	140.25	140.28	9850.0
2012-03-20 05:30:00	SPY	ETF	140.15	140.15	140.15	140.15	200.0
2012-03-20 05:35:00	SPY	ETF	140.18	140.18	140.1	140.1	1000.0
2012-03-20 05:40:00	SPY	ETF	140.05	140.11	140.01	140.08	2497.0
2012-03-20 05:45:00	SPY	ETF	140.07	140.07	140.07	140.07	100.0
2012-03-20 05:50:00	SPY	ETF	140.08	140.08	140.08	140.08	100.0
2012-03-20 05:55:00	SPY	ETF	140.13	140.13	140.13	140.13	2000.0
2012-03-20 06:10:00	SPY	ETF	140.12	140.13	140.1	140.1	10300.0
2012-03-20 06:15:00	SPY	ETF	140.12	140.14	140.07	140.07	8300.0
2012-03-20 06:20:00	SPY	ETF	140.04	140.04	140.04	140.04	500.0
2012-03-20 06:25:00	SPY	ETF	140.08	140.08	140.08	140.08	400.0
2012-03-20 06:30:00	SPY	ETF	140.06	140.06	139.99	140.01	20475.0
2012-03-20 06:35:00	SPY	ETF	140.08	140.1	140.01	140.1	10600.0
2012-03-20 06:40:00	SPY	ETF	140.08	140.11	140.08	140.08	4100.0
2012-03-20 06:45:00	SPY	ETF	140.04	140.06	140.04	140.05	4000.0
2012-03-20 06:50:00	SPY	ETF	140.04	140.06	140.04	140.06	280.0
2012-03-20 06:55:00	SPY	ETF	140.05	140.06	140.03	140.06	1600.0
2012-03-20 07:00:00	SPY	ETF	140.03	140.08	140.02	140.06	22750.0
2012-03-20 07:05:00	SPY	ETF	140.05	140.08	140.04	140.05	13800.0
2012-03-20 07:10:00	SPY	ETF	140.05	140.08	140.03	140.08	17940.0
2012-03-20 07:15:00	SPY	ETF	140.1	140.13	140.07	140.11	124900.0
2012-03-20 07:20:00	SPY	ETF	140.15	140.17	140.15	140.15	3650.0
2012-03-20 07:25:00	SPY	ETF	140.15	140.16	140.15	140.16	3900.0
2012-03-20 07:30:00	SPY	ETF	140.17	140.21	140.13	140.16	13250.0
2012-03-20 07:35:00	SPY	ETF	140.16	140.18	140.14	140.14	23680.0
2012-03-20 07:40:00	SPY	ETF	140.13	140.16	140.1	140.16	16000.0
2012-03-20 07:45:00	SPY	ETF	140.13	140.16	140.1	140.13	27450.0
2012-03-20 07:50:00	SPY	ETF	140.13	140.13	140.11	140.13	3000.0
2012-03-20 07:55:00	SPY	ETF	140.13	140.13	140.05	140.06	57630.0
2012-03-20 08:00:00	SPY	ETF	140.07	140.08	139.96	139.99	894120.0
2012-03-20 08:05:00	SPY	ETF	139.99	140.0	139.91	139.92	85872.0
2012-03-20 08:10:00	SPY	ETF	139.92	139.99	139.9	139.99	62788.0
2012-03-20 08:15:00	SPY	ETF	139.99	140.01	139.91	139.93	43115.0
2012-03-20 08:20:00	SPY	ETF	139.93	140.05	139.93	140.01	122245.0
2012-03-20 08:25:00	SPY	ETF	140.01	140.05	139.99	140.03	53089.0
2012-03-20 08:30:00	SPY	ETF	140.03	140.09	139.97	140.08	206320.0
2012-03-20 08:35:00	SPY	ETF	140.09	140.12	140.08	140.11	88471.0
2012-03-20 08:40:00	SPY	ETF	140.09	140.11	140.02	140.09	833075.0
2012-03-20 08:45:00	SPY	ETF	140.09	140.13	140.03	140.1	85005.0
2012-03-20 08:50:00	SPY	ETF	140.1	140.1	140.07	140.08	59504.0

> showing 50 of 37,394 rows — these rows as CSV

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