PREVIEW / etf_5min / 2012-03-29

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-29.parquet
  size:    890 KB
  rows:    37,082

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
2012-03-29 04:00:00	SPY	ETF	140.52	140.7	140.5	140.55	8300.0
2012-03-29 04:35:00	SPY	ETF	140.49	140.49	140.49	140.49	200.0
2012-03-29 04:40:00	SPY	ETF	140.48	140.48	140.48	140.48	402.0
2012-03-29 05:05:00	SPY	ETF	140.36	140.36	140.3	140.35	75830.0
2012-03-29 05:20:00	SPY	ETF	140.3	140.3	140.12	140.12	17020.0
2012-03-29 05:25:00	SPY	ETF	140.12	140.12	140.12	140.12	5000.0
2012-03-29 05:40:00	SPY	ETF	140.16	140.16	140.08	140.08	540.0
2012-03-29 05:45:00	SPY	ETF	140.09	140.09	140.09	140.09	10000.0
2012-03-29 06:00:00	SPY	ETF	140.0	140.04	139.97	139.98	38700.0
2012-03-29 06:05:00	SPY	ETF	139.98	139.99	139.95	139.99	15000.0
2012-03-29 06:10:00	SPY	ETF	139.99	139.99	139.97	139.97	19100.0
2012-03-29 06:15:00	SPY	ETF	140.0	140.0	139.98	140.0	8200.0
2012-03-29 06:25:00	SPY	ETF	140.05	140.05	140.05	140.05	214.0
2012-03-29 06:35:00	SPY	ETF	140.03	140.03	140.03	140.03	7500.0
2012-03-29 06:40:00	SPY	ETF	140.03	140.03	139.98	139.98	17500.0
2012-03-29 06:45:00	SPY	ETF	140.02	140.02	140.0	140.0	9500.0
2012-03-29 07:00:00	SPY	ETF	140.0	140.06	139.98	140.05	10800.0
2012-03-29 07:05:00	SPY	ETF	140.0	140.0	139.93	139.93	15150.0
2012-03-29 07:10:00	SPY	ETF	140.0	140.05	140.0	140.03	1316.0
2012-03-29 07:15:00	SPY	ETF	140.04	140.1	140.04	140.1	5600.0
2012-03-29 07:20:00	SPY	ETF	140.09	140.14	140.09	140.14	10710.0
2012-03-29 07:25:00	SPY	ETF	140.12	140.12	140.08	140.11	9000.0
2012-03-29 07:30:00	SPY	ETF	140.14	140.16	140.13	140.14	8657.0
2012-03-29 07:35:00	SPY	ETF	140.16	140.16	140.12	140.12	5105.0
2012-03-29 07:40:00	SPY	ETF	140.17	140.17	140.15	140.15	4507.0
2012-03-29 07:45:00	SPY	ETF	140.16	140.16	140.07	140.1	20063.0
2012-03-29 07:50:00	SPY	ETF	140.1	140.1	140.04	140.07	19306.0
2012-03-29 07:55:00	SPY	ETF	140.1	140.18	140.1	140.14	110900.0
2012-03-29 08:00:00	SPY	ETF	140.15	140.17	140.12	140.14	64970.0
2012-03-29 08:05:00	SPY	ETF	140.14	140.2	140.13	140.13	32508.0
2012-03-29 08:10:00	SPY	ETF	140.11	140.12	140.07	140.08	53267.0
2012-03-29 08:15:00	SPY	ETF	140.07	140.11	140.05	140.1	135953.0
2012-03-29 08:20:00	SPY	ETF	140.1	140.12	140.1	140.12	15150.0
2012-03-29 08:25:00	SPY	ETF	140.12	140.13	140.06	140.13	109774.0
2012-03-29 08:30:00	SPY	ETF	140.07	140.12	139.82	139.89	430607.0
2012-03-29 08:35:00	SPY	ETF	139.9	139.95	139.86	139.9	124517.0
2012-03-29 08:40:00	SPY	ETF	139.9	139.97	139.86	139.96	224701.0
2012-03-29 08:45:00	SPY	ETF	139.96	140.01	139.94	140.0	169237.0
2012-03-29 08:50:00	SPY	ETF	139.99	139.99	139.92	139.94	80630.0
2012-03-29 08:55:00	SPY	ETF	139.94	140.35	139.94	140.03	308041.0
2012-03-29 09:00:00	SPY	ETF	140.04	140.04	139.89	139.93	250717.0
2012-03-29 09:05:00	SPY	ETF	139.92	139.96	139.82	139.85	101401.0
2012-03-29 09:10:00	SPY	ETF	139.84	139.93	139.74	139.8	222767.0
2012-03-29 09:15:00	SPY	ETF	139.81	139.82	139.74	139.74	375214.0
2012-03-29 09:20:00	SPY	ETF	139.75	139.77	139.66	139.69	531240.0
2012-03-29 09:25:00	SPY	ETF	139.69	139.7	139.51	139.63	631375.0
2012-03-29 09:30:00	SPY	ETF	139.64	139.73	139.62	139.71	3242305.0
2012-03-29 09:35:00	SPY	ETF	139.7	139.76	139.64	139.66	1987873.0
2012-03-29 09:40:00	SPY	ETF	139.66	139.66	139.54	139.555	2582865.0
2012-03-29 09:45:00	SPY	ETF	139.555	139.88	139.531	139.83	3170631.0

> showing 50 of 37,082 rows — these rows as CSV

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