PREVIEW / etf_5min / 2012-03-30

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-03-30.parquet
  size:    836 KB
  rows:    35,549

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
2012-03-30 04:00:00	SPY	ETF	140.66	140.66	140.66	140.66	2160.0
2012-03-30 04:05:00	SPY	ETF	140.63	140.64	140.61	140.61	1390.0
2012-03-30 04:10:00	SPY	ETF	140.58	140.58	140.58	140.58	100.0
2012-03-30 04:20:00	SPY	ETF	140.51	140.51	140.51	140.51	500.0
2012-03-30 04:40:00	SPY	ETF	140.7	140.75	140.7	140.75	5600.0
2012-03-30 04:55:00	SPY	ETF	140.78	140.78	140.78	140.78	1090.0
2012-03-30 05:05:00	SPY	ETF	140.72	140.72	140.72	140.72	400.0
2012-03-30 05:20:00	SPY	ETF	140.76	140.76	140.76	140.76	1800.0
2012-03-30 05:25:00	SPY	ETF	140.76	140.76	140.76	140.76	500.0
2012-03-30 05:35:00	SPY	ETF	140.93	141.01	140.93	141.01	1600.0
2012-03-30 05:40:00	SPY	ETF	140.98	140.98	140.98	140.98	100.0
2012-03-30 05:50:00	SPY	ETF	140.98	141.01	140.98	141.01	300.0
2012-03-30 05:55:00	SPY	ETF	141.01	141.01	141.01	141.01	4000.0
2012-03-30 06:00:00	SPY	ETF	140.98	140.98	140.96	140.96	10000.0
2012-03-30 06:10:00	SPY	ETF	140.93	140.93	140.93	140.93	1000.0
2012-03-30 06:15:00	SPY	ETF	140.96	140.96	140.94	140.94	400.0
2012-03-30 06:20:00	SPY	ETF	140.96	140.96	140.96	140.96	80500.0
2012-03-30 06:25:00	SPY	ETF	140.91	140.91	140.88	140.88	2700.0
2012-03-30 06:30:00	SPY	ETF	140.91	140.91	140.83	140.83	700.0
2012-03-30 06:35:00	SPY	ETF	140.88	140.88	140.88	140.88	2000.0
2012-03-30 06:40:00	SPY	ETF	140.93	140.93	140.91	140.91	400.0
2012-03-30 06:45:00	SPY	ETF	140.94	140.96	140.94	140.94	20700.0
2012-03-30 06:50:00	SPY	ETF	140.85	140.93	140.85	140.93	46400.0
2012-03-30 06:55:00	SPY	ETF	140.9	140.9	140.9	140.9	500.0
2012-03-30 07:00:00	SPY	ETF	140.87	140.92	140.87	140.91	46012.0
2012-03-30 07:05:00	SPY	ETF	140.91	140.94	140.89	140.94	36200.0
2012-03-30 07:10:00	SPY	ETF	140.9	140.95	140.88	140.89	24830.0
2012-03-30 07:15:00	SPY	ETF	140.91	140.94	140.89	140.94	14295.0
2012-03-30 07:20:00	SPY	ETF	140.92	140.98	140.92	140.93	34500.0
2012-03-30 07:25:00	SPY	ETF	140.93	140.96	140.91	140.96	22280.0
2012-03-30 07:30:00	SPY	ETF	140.96	140.97	140.92	140.92	8860.0
2012-03-30 07:35:00	SPY	ETF	140.91	140.97	140.91	140.97	6400.0
2012-03-30 07:40:00	SPY	ETF	140.93	140.95	140.93	140.93	7200.0
2012-03-30 07:45:00	SPY	ETF	140.9	141.03	140.9	140.99	44586.0
2012-03-30 07:50:00	SPY	ETF	140.98	141.0	140.96	141.0	21500.0
2012-03-30 07:55:00	SPY	ETF	141.01	141.03	140.99	141.0	32643.0
2012-03-30 08:00:00	SPY	ETF	140.98	141.05	140.97	141.05	225801.0
2012-03-30 08:05:00	SPY	ETF	141.0383	141.0383	140.98	141.0	45524.0
2012-03-30 08:10:00	SPY	ETF	141.0	141.02	140.99	141.01	16546.0
2012-03-30 08:15:00	SPY	ETF	140.99	141.0	140.87	140.87	28376.0
2012-03-30 08:20:00	SPY	ETF	140.9	140.9	140.82	140.84	406704.0
2012-03-30 08:25:00	SPY	ETF	140.84	140.87	140.81	140.86	75449.0
2012-03-30 08:30:00	SPY	ETF	140.86	140.89	140.74	140.77	183525.0
2012-03-30 08:35:00	SPY	ETF	140.79	140.9	140.77	140.89	133562.0
2012-03-30 08:40:00	SPY	ETF	140.88	140.91	140.84	140.85	50310.0
2012-03-30 08:45:00	SPY	ETF	140.85	140.86	140.82	140.84	118930.0
2012-03-30 08:50:00	SPY	ETF	140.84	140.89	140.84	140.88	113700.0
2012-03-30 08:55:00	SPY	ETF	140.88	140.9	140.83	140.84	61125.0
2012-03-30 09:00:00	SPY	ETF	140.86	140.89	140.82	140.89	70810.0
2012-03-30 09:05:00	SPY	ETF	140.9	140.93	140.89	140.92	44608.0

> showing 50 of 35,549 rows — these rows as CSV

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