PREVIEW / etf_5min / 2012-03-27

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-27.parquet
  size:    869 KB
  rows:    37,198

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
2012-03-27 04:10:00	SPY	ETF	142.29	142.31	142.29	142.31	610.0
2012-03-27 04:25:00	SPY	ETF	142.35	142.35	142.35	142.35	100.0
2012-03-27 04:30:00	SPY	ETF	142.3	142.3	142.3	142.3	100.0
2012-03-27 04:45:00	SPY	ETF	142.25	142.25	142.25	142.25	100.0
2012-03-27 05:05:00	SPY	ETF	142.3	142.39	142.3	142.38	1100.0
2012-03-27 05:10:00	SPY	ETF	142.35	142.36	142.35	142.36	300.0
2012-03-27 05:20:00	SPY	ETF	142.27	142.27	142.27	142.27	200.0
2012-03-27 05:25:00	SPY	ETF	142.24	142.24	142.24	142.24	200.0
2012-03-27 05:35:00	SPY	ETF	142.2	142.2	142.2	142.2	15200.0
2012-03-27 05:40:00	SPY	ETF	142.15	142.15	142.15	142.15	358.0
2012-03-27 05:45:00	SPY	ETF	142.06	142.09	142.05	142.09	1400.0
2012-03-27 05:50:00	SPY	ETF	142.1	142.1	142.05	142.05	20450.0
2012-03-27 05:55:00	SPY	ETF	142.07	142.07	142.03	142.03	2900.0
2012-03-27 06:10:00	SPY	ETF	142.03	142.03	142.03	142.03	32000.0
2012-03-27 06:15:00	SPY	ETF	142.04	142.04	142.04	142.04	200.0
2012-03-27 06:25:00	SPY	ETF	142.1	142.1	142.07	142.08	1300.0
2012-03-27 06:30:00	SPY	ETF	142.08	142.08	142.03	142.03	300.0
2012-03-27 06:35:00	SPY	ETF	141.97	141.97	141.97	141.97	5000.0
2012-03-27 06:45:00	SPY	ETF	141.99	142.02	141.97	142.02	4900.0
2012-03-27 06:55:00	SPY	ETF	142.05	142.1	142.05	142.1	5000.0
2012-03-27 07:00:00	SPY	ETF	141.96	142.0	141.96	141.97	5339.0
2012-03-27 07:05:00	SPY	ETF	141.97	142.02	141.97	141.97	3500.0
2012-03-27 07:10:00	SPY	ETF	141.96	141.98	141.95	141.96	3300.0
2012-03-27 07:15:00	SPY	ETF	141.96	141.96	141.96	141.96	1000.0
2012-03-27 07:20:00	SPY	ETF	142.01	142.05	142.01	142.04	2400.0
2012-03-27 07:25:00	SPY	ETF	142.03	142.03	141.99	142.0	7600.0
2012-03-27 07:30:00	SPY	ETF	142.03	142.03	141.98	141.98	110025.0
2012-03-27 07:35:00	SPY	ETF	141.98	141.98	141.91	141.93	104590.0
2012-03-27 07:40:00	SPY	ETF	141.93	141.93	141.89	141.93	147450.0
2012-03-27 07:45:00	SPY	ETF	141.93	141.93	141.89	141.9	82642.0
2012-03-27 07:50:00	SPY	ETF	141.9	141.9	141.76	141.78	45995.0
2012-03-27 07:55:00	SPY	ETF	141.79	141.79	141.71	141.71	26714.0
2012-03-27 08:00:00	SPY	ETF	141.7	141.98	141.66	141.82	1745754.0
2012-03-27 08:05:00	SPY	ETF	141.75	141.77	141.69	141.72	23122.0
2012-03-27 08:10:00	SPY	ETF	141.72	142.15	141.71	142.15	73295.0
2012-03-27 08:15:00	SPY	ETF	141.79	142.2	141.74	141.74	57170.0
2012-03-27 08:20:00	SPY	ETF	141.75	141.79	141.7	141.71	23265.0
2012-03-27 08:25:00	SPY	ETF	141.7	141.78	141.67	141.78	212412.0
2012-03-27 08:30:00	SPY	ETF	141.78	141.8	141.73	141.8	40836.0
2012-03-27 08:35:00	SPY	ETF	141.77	141.8	141.73	141.74	66702.0
2012-03-27 08:40:00	SPY	ETF	141.74	141.79	141.72	141.79	36589.0
2012-03-27 08:45:00	SPY	ETF	141.79	141.94	141.79	141.94	136082.0
2012-03-27 08:50:00	SPY	ETF	141.94	141.96	141.91	141.92	93315.0
2012-03-27 08:55:00	SPY	ETF	141.91	141.91	141.76	141.85	954534.0
2012-03-27 09:00:00	SPY	ETF	141.87	141.88	141.81	141.84	278782.0
2012-03-27 09:05:00	SPY	ETF	141.84	141.84	141.73	141.76	198235.0
2012-03-27 09:10:00	SPY	ETF	141.76	141.91	141.74	141.91	1556275.0
2012-03-27 09:15:00	SPY	ETF	141.91	141.93	141.85	141.87	210536.0
2012-03-27 09:20:00	SPY	ETF	141.86	141.86	141.77	141.8	251944.0
2012-03-27 09:25:00	SPY	ETF	141.81	141.81	141.7	141.74	868948.0

> showing 50 of 37,198 rows — these rows as CSV

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