PREVIEW / etf_5min / 2012-03-23

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-23.parquet
  size:    841 KB
  rows:    35,295

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
2012-03-23 04:00:00	SPY	ETF	139.48	139.66	139.48	139.66	540.0
2012-03-23 04:10:00	SPY	ETF	139.66	139.7	139.66	139.7	2925.0
2012-03-23 04:15:00	SPY	ETF	139.73	139.77	139.73	139.77	800.0
2012-03-23 04:25:00	SPY	ETF	139.81	139.81	139.81	139.81	7500.0
2012-03-23 04:30:00	SPY	ETF	139.79	139.92	139.79	139.92	19570.0
2012-03-23 04:35:00	SPY	ETF	139.91	139.97	139.91	139.91	7500.0
2012-03-23 04:40:00	SPY	ETF	139.93	139.94	139.93	139.94	7731.0
2012-03-23 04:50:00	SPY	ETF	139.8	139.8	139.8	139.8	500.0
2012-03-23 05:00:00	SPY	ETF	139.94	139.95	139.94	139.95	6500.0
2012-03-23 05:20:00	SPY	ETF	139.72	139.72	139.62	139.62	8700.0
2012-03-23 05:30:00	SPY	ETF	139.6	139.6	139.6	139.6	200.0
2012-03-23 05:40:00	SPY	ETF	139.57	139.57	139.55	139.55	5000.0
2012-03-23 05:45:00	SPY	ETF	139.55	139.55	139.46	139.46	6100.0
2012-03-23 05:50:00	SPY	ETF	139.4	139.41	139.4	139.41	13500.0
2012-03-23 06:10:00	SPY	ETF	139.46	139.46	139.46	139.46	1000.0
2012-03-23 06:15:00	SPY	ETF	139.45	139.45	139.41	139.41	360.0
2012-03-23 06:20:00	SPY	ETF	139.36	139.36	139.36	139.36	1940.0
2012-03-23 06:30:00	SPY	ETF	139.45	139.45	139.4	139.4	25000.0
2012-03-23 06:35:00	SPY	ETF	139.35	139.35	139.35	139.35	3200.0
2012-03-23 06:45:00	SPY	ETF	139.35	139.38	139.35	139.38	600.0
2012-03-23 06:50:00	SPY	ETF	139.35	139.35	139.31	139.31	800.0
2012-03-23 06:55:00	SPY	ETF	139.4	139.4	139.4	139.4	2950.0
2012-03-23 07:00:00	SPY	ETF	139.41	139.52	139.39	139.52	690630.0
2012-03-23 07:05:00	SPY	ETF	139.52	139.57	139.41	139.42	221035.0
2012-03-23 07:10:00	SPY	ETF	139.41	139.43	139.41	139.43	14500.0
2012-03-23 07:15:00	SPY	ETF	139.44	139.44	139.36	139.36	10142.0
2012-03-23 07:25:00	SPY	ETF	139.35	139.39	139.32	139.32	15600.0
2012-03-23 07:30:00	SPY	ETF	139.3	139.31	139.18	139.18	39750.0
2012-03-23 07:35:00	SPY	ETF	139.21	139.25	139.21	139.22	4750.0
2012-03-23 07:40:00	SPY	ETF	139.23	139.27	139.22	139.27	36200.0
2012-03-23 07:45:00	SPY	ETF	139.26	139.29	139.22	139.22	4714.0
2012-03-23 07:50:00	SPY	ETF	139.28	139.28	139.2	139.22	34359.0
2012-03-23 07:55:00	SPY	ETF	139.22	139.22	139.09	139.09	59615.0
2012-03-23 08:00:00	SPY	ETF	139.11	139.475	139.05	139.475	902293.0
2012-03-23 08:05:00	SPY	ETF	139.08	139.16	139.07	139.16	18249.0
2012-03-23 08:10:00	SPY	ETF	139.12	139.21	139.12	139.17	17335.0
2012-03-23 08:15:00	SPY	ETF	139.16	139.21	139.15	139.19	55500.0
2012-03-23 08:20:00	SPY	ETF	139.2	139.23	139.18	139.22	50358.0
2012-03-23 08:25:00	SPY	ETF	139.23	139.3	139.21	139.27	154306.0
2012-03-23 08:30:00	SPY	ETF	139.28	139.31	139.2	139.23	158205.0
2012-03-23 08:35:00	SPY	ETF	139.23	139.28	139.23	139.23	123086.0
2012-03-23 08:40:00	SPY	ETF	139.23	139.26	139.21	139.23	277773.0
2012-03-23 08:45:00	SPY	ETF	139.23	139.25	139.21	139.24	46726.0
2012-03-23 08:50:00	SPY	ETF	139.24	139.35	139.24	139.34	92135.0
2012-03-23 08:55:00	SPY	ETF	139.34	139.38	139.32	139.36	170963.0
2012-03-23 09:00:00	SPY	ETF	139.36	139.37	139.3	139.34	204146.0
2012-03-23 09:05:00	SPY	ETF	139.34	139.34	139.24	139.28	197988.0
2012-03-23 09:10:00	SPY	ETF	139.28	139.28	139.25	139.25	77115.0
2012-03-23 09:15:00	SPY	ETF	139.25	139.32	139.25	139.29	140948.0
2012-03-23 09:20:00	SPY	ETF	139.29	139.36	139.29	139.35	154010.0

> showing 50 of 35,295 rows — these rows as CSV

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