PREVIEW / etf_5min / 2012-03-26

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-26.parquet
  size:    896 KB
  rows:    37,687

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
2012-03-26 04:00:00	SPY	ETF	140.03	140.03	140.03	140.03	190.0
2012-03-26 04:15:00	SPY	ETF	139.88	139.88	139.88	139.88	450.0
2012-03-26 04:45:00	SPY	ETF	139.81	139.81	139.81	139.81	3500.0
2012-03-26 05:05:00	SPY	ETF	139.81	139.81	139.81	139.81	200.0
2012-03-26 05:10:00	SPY	ETF	139.78	139.83	139.78	139.83	300.0
2012-03-26 05:15:00	SPY	ETF	139.86	139.86	139.86	139.86	300.0
2012-03-26 05:20:00	SPY	ETF	139.86	139.86	139.86	139.86	100.0
2012-03-26 05:35:00	SPY	ETF	139.95	139.95	139.95	139.95	3000.0
2012-03-26 05:40:00	SPY	ETF	139.95	140.04	139.95	140.04	17290.0
2012-03-26 05:55:00	SPY	ETF	140.11	140.11	140.11	140.11	200.0
2012-03-26 06:05:00	SPY	ETF	140.07	140.07	140.07	140.07	200.0
2012-03-26 06:15:00	SPY	ETF	140.2	140.2	140.2	140.2	5000.0
2012-03-26 06:20:00	SPY	ETF	140.23	140.23	140.23	140.23	300.0
2012-03-26 06:25:00	SPY	ETF	140.22	140.22	140.22	140.22	200.0
2012-03-26 06:30:00	SPY	ETF	140.26	140.3	140.26	140.3	6200.0
2012-03-26 06:35:00	SPY	ETF	140.28	140.33	140.28	140.32	4400.0
2012-03-26 06:45:00	SPY	ETF	140.24	140.24	140.24	140.24	100.0
2012-03-26 06:50:00	SPY	ETF	140.26	140.26	140.2	140.2	1315.0
2012-03-26 07:00:00	SPY	ETF	140.2	140.33	140.2	140.33	27980.0
2012-03-26 07:05:00	SPY	ETF	140.33	140.4	140.33	140.36	37600.0
2012-03-26 07:10:00	SPY	ETF	140.36	140.41	140.3	140.41	25100.0
2012-03-26 07:15:00	SPY	ETF	140.41	140.46	140.39	140.39	20500.0
2012-03-26 07:20:00	SPY	ETF	140.4	140.4	140.25	140.25	71620.0
2012-03-26 07:25:00	SPY	ETF	140.26	140.3	140.26	140.28	20500.0
2012-03-26 07:30:00	SPY	ETF	140.27	140.32	140.27	140.28	9600.0
2012-03-26 07:35:00	SPY	ETF	140.31	140.36	140.31	140.34	4900.0
2012-03-26 07:40:00	SPY	ETF	140.35	140.39	140.34	140.39	35404.0
2012-03-26 07:45:00	SPY	ETF	140.4	140.41	140.35	140.37	36100.0
2012-03-26 07:50:00	SPY	ETF	140.37	140.38	140.29	140.29	5062.0
2012-03-26 07:55:00	SPY	ETF	140.3	140.3	140.28	140.28	2550.0
2012-03-26 08:00:00	SPY	ETF	140.28	140.81	140.27	140.74	371476.0
2012-03-26 08:05:00	SPY	ETF	140.43	140.74	140.43	140.68	396742.0
2012-03-26 08:10:00	SPY	ETF	140.68	140.74	140.67	140.74	150034.0
2012-03-26 08:15:00	SPY	ETF	140.73	140.78	140.72	140.75	145830.0
2012-03-26 08:20:00	SPY	ETF	140.73	140.85	140.73	140.8	128015.0
2012-03-26 08:25:00	SPY	ETF	140.79	140.81	140.73	140.79	107802.0
2012-03-26 08:30:00	SPY	ETF	140.8	140.83	140.72	140.75	98581.0
2012-03-26 08:35:00	SPY	ETF	140.75	140.75	140.72	140.72	66698.0
2012-03-26 08:40:00	SPY	ETF	140.73	140.75	140.65	140.67	95411.0
2012-03-26 08:45:00	SPY	ETF	140.67	140.77	140.67	140.77	86341.0
2012-03-26 08:50:00	SPY	ETF	140.77	140.77	140.72	140.76	69850.0
2012-03-26 08:55:00	SPY	ETF	140.75	140.76	140.67	140.71	47960.0
2012-03-26 09:00:00	SPY	ETF	140.7	140.75	140.69	140.75	61474.0
2012-03-26 09:05:00	SPY	ETF	140.75	140.77	140.73	140.73	109513.0
2012-03-26 09:10:00	SPY	ETF	140.72	140.78	140.69	140.78	115454.0
2012-03-26 09:15:00	SPY	ETF	140.77	140.81	140.74	140.79	82280.0
2012-03-26 09:20:00	SPY	ETF	140.8	140.8	140.68	140.69	214257.0
2012-03-26 09:25:00	SPY	ETF	140.67	140.7	140.61	140.65	362911.0
2012-03-26 09:30:00	SPY	ETF	140.65	140.76	140.6	140.69	3513016.0
2012-03-26 09:35:00	SPY	ETF	140.7	140.81	140.67	140.81	2329280.0

> showing 50 of 37,687 rows — these rows as CSV

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