PREVIEW / etf_5min / 2012-03-28

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-28.parquet
  size:    903 KB
  rows:    37,027

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
2012-03-28 04:00:00	SPY	ETF	141.47	141.47	141.43	141.43	505.0
2012-03-28 04:10:00	SPY	ETF	141.52	141.6	141.52	141.6	4700.0
2012-03-28 04:15:00	SPY	ETF	141.57	141.6	141.57	141.6	3900.0
2012-03-28 04:40:00	SPY	ETF	141.43	141.43	141.43	141.43	190.0
2012-03-28 04:45:00	SPY	ETF	141.4	141.4	141.4	141.4	11668.0
2012-03-28 04:50:00	SPY	ETF	141.31	141.31	141.29	141.29	1200.0
2012-03-28 04:55:00	SPY	ETF	141.23	141.25	141.23	141.25	1100.0
2012-03-28 05:40:00	SPY	ETF	141.39	141.39	141.39	141.39	20000.0
2012-03-28 06:10:00	SPY	ETF	141.29	141.29	141.2	141.2	5300.0
2012-03-28 06:25:00	SPY	ETF	141.31	141.38	141.31	141.38	6180.0
2012-03-28 06:30:00	SPY	ETF	141.4	141.4	141.39	141.39	1000.0
2012-03-28 06:40:00	SPY	ETF	141.36	141.36	141.36	141.36	100.0
2012-03-28 06:45:00	SPY	ETF	141.35	141.35	141.35	141.35	4900.0
2012-03-28 06:50:00	SPY	ETF	141.33	141.35	141.33	141.35	3920.0
2012-03-28 06:55:00	SPY	ETF	141.38	141.42	141.38	141.42	2200.0
2012-03-28 07:00:00	SPY	ETF	141.38	141.39	141.32	141.34	1912.0
2012-03-28 07:05:00	SPY	ETF	141.36	141.4	141.34	141.4	6300.0
2012-03-28 07:10:00	SPY	ETF	141.36	141.47	141.35	141.43	27650.0
2012-03-28 07:15:00	SPY	ETF	141.46	141.52	141.46	141.47	21200.0
2012-03-28 07:20:00	SPY	ETF	141.45	141.47	141.44	141.47	4700.0
2012-03-28 07:25:00	SPY	ETF	141.47	141.47	141.43	141.45	34000.0
2012-03-28 07:30:00	SPY	ETF	141.45	141.49	141.43	141.43	15490.0
2012-03-28 07:35:00	SPY	ETF	141.46	141.52	141.46	141.49	5700.0
2012-03-28 07:40:00	SPY	ETF	141.5	141.5	141.41	141.41	13772.0
2012-03-28 07:45:00	SPY	ETF	141.41	141.42	141.39	141.39	4363.0
2012-03-28 07:50:00	SPY	ETF	141.38	141.38	141.34	141.35	70400.0
2012-03-28 07:55:00	SPY	ETF	141.38	141.38	141.31	141.35	10725.0
2012-03-28 08:00:00	SPY	ETF	141.33	141.35	141.32	141.33	10220.0
2012-03-28 08:05:00	SPY	ETF	141.31	141.35	141.29	141.29	31790.0
2012-03-28 08:10:00	SPY	ETF	141.3	141.3	141.16	141.19	145365.0
2012-03-28 08:15:00	SPY	ETF	141.2	141.29	141.18	141.28	11025.0
2012-03-28 08:20:00	SPY	ETF	141.29	141.4	141.28	141.4	43610.0
2012-03-28 08:25:00	SPY	ETF	141.41	141.46	141.36	141.4	106635.0
2012-03-28 08:30:00	SPY	ETF	141.39	141.4	141.08	141.18	300234.0
2012-03-28 08:35:00	SPY	ETF	141.19	141.22	141.11	141.13	97120.0
2012-03-28 08:40:00	SPY	ETF	141.13	141.17	141.1	141.16	93491.0
2012-03-28 08:45:00	SPY	ETF	141.15	141.21	141.08	141.1	1110635.0
2012-03-28 08:50:00	SPY	ETF	141.1	141.14	141.09	141.12	71573.0
2012-03-28 08:55:00	SPY	ETF	141.11	141.13	140.95	140.96	339357.0
2012-03-28 09:00:00	SPY	ETF	140.95	141.01	140.94	140.99	172162.0
2012-03-28 09:05:00	SPY	ETF	141.0	141.03	140.97	141.02	275608.0
2012-03-28 09:10:00	SPY	ETF	141.01	141.04	140.99	141.03	101103.0
2012-03-28 09:15:00	SPY	ETF	141.03	141.11	140.99	141.09	121010.0
2012-03-28 09:20:00	SPY	ETF	141.1	141.15	141.09	141.1	137197.0
2012-03-28 09:25:00	SPY	ETF	141.1	141.14	141.07	141.1	172236.0
2012-03-28 09:30:00	SPY	ETF	141.1	141.2	141.06	141.13	2676876.0
2012-03-28 09:35:00	SPY	ETF	141.14	141.31	141.09	141.3	1995242.0
2012-03-28 09:40:00	SPY	ETF	141.3	141.32	140.92	140.92	3840291.0
2012-03-28 09:45:00	SPY	ETF	140.92	140.99	140.86	140.87	2833717.0
2012-03-28 09:50:00	SPY	ETF	140.87	141.06	140.83	141.05	2265946.0

> showing 50 of 37,027 rows — these rows as CSV

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