PREVIEW / etf_5min / 2012-04-03

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-04-03.parquet
  size:    876 KB
  rows:    36,895

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
2012-04-03 04:15:00	SPY	ETF	141.72	141.72	141.72	141.72	140.0
2012-04-03 04:25:00	SPY	ETF	141.56	141.56	141.56	141.56	200.0
2012-04-03 04:30:00	SPY	ETF	141.61	141.61	141.61	141.61	200.0
2012-04-03 04:55:00	SPY	ETF	141.55	141.55	141.47	141.47	400.0
2012-04-03 05:05:00	SPY	ETF	141.44	141.44	141.44	141.44	950.0
2012-04-03 05:10:00	SPY	ETF	141.5	141.5	141.49	141.49	10000.0
2012-04-03 05:15:00	SPY	ETF	141.55	141.57	141.55	141.57	400.0
2012-04-03 05:25:00	SPY	ETF	141.62	141.62	141.62	141.62	500.0
2012-04-03 05:45:00	SPY	ETF	141.5	141.5	141.49	141.49	10000.0
2012-04-03 05:50:00	SPY	ETF	141.47	141.47	141.47	141.47	200.0
2012-04-03 05:55:00	SPY	ETF	141.41	141.41	141.41	141.41	100.0
2012-04-03 06:20:00	SPY	ETF	141.42	141.42	141.41	141.41	200.0
2012-04-03 06:30:00	SPY	ETF	141.48	141.48	141.48	141.48	200.0
2012-04-03 06:35:00	SPY	ETF	141.45	141.45	141.45	141.45	3000.0
2012-04-03 06:40:00	SPY	ETF	141.41	141.41	141.39	141.39	8445.0
2012-04-03 06:45:00	SPY	ETF	141.49	141.49	141.49	141.49	5000.0
2012-04-03 06:50:00	SPY	ETF	141.46	141.46	141.46	141.46	10000.0
2012-04-03 06:55:00	SPY	ETF	141.46	141.46	141.45	141.45	2000.0
2012-04-03 07:00:00	SPY	ETF	141.49	141.49	141.48	141.48	740.0
2012-04-03 07:05:00	SPY	ETF	141.52	141.54	141.5	141.54	1450.0
2012-04-03 07:10:00	SPY	ETF	141.55	141.56	141.48	141.48	12800.0
2012-04-03 07:15:00	SPY	ETF	141.46	141.46	141.36	141.4	36628.0
2012-04-03 07:20:00	SPY	ETF	141.4	141.41	141.35	141.35	53400.0
2012-04-03 07:25:00	SPY	ETF	141.33	141.34	141.27	141.32	13100.0
2012-04-03 07:30:00	SPY	ETF	141.25	141.38	141.25	141.34	20200.0
2012-04-03 07:35:00	SPY	ETF	141.34	141.39	141.32	141.37	7700.0
2012-04-03 07:40:00	SPY	ETF	141.37	141.41	141.37	141.41	43060.0
2012-04-03 07:45:00	SPY	ETF	141.37	141.39	141.35	141.36	26400.0
2012-04-03 07:50:00	SPY	ETF	141.37	141.37	141.3	141.36	39108.0
2012-04-03 07:55:00	SPY	ETF	141.36	141.38	141.31	141.33	83300.0
2012-04-03 08:00:00	SPY	ETF	141.33	141.48	141.32	141.48	480610.0
2012-04-03 08:05:00	SPY	ETF	141.48	141.5	141.42	141.43	48273.0
2012-04-03 08:10:00	SPY	ETF	141.44	141.46	141.43	141.46	60321.0
2012-04-03 08:15:00	SPY	ETF	141.46	141.5	141.41	141.47	20439.0
2012-04-03 08:20:00	SPY	ETF	141.46	141.46	141.38	141.4	22305.0
2012-04-03 08:25:00	SPY	ETF	141.4	141.51	141.4	141.48	58964.0
2012-04-03 08:30:00	SPY	ETF	141.47	141.49	141.42	141.42	38640.0
2012-04-03 08:35:00	SPY	ETF	141.41	141.415	141.29	141.37	158954.0
2012-04-03 08:40:00	SPY	ETF	141.37	141.47	141.37	141.47	46825.0
2012-04-03 08:45:00	SPY	ETF	141.47	141.5	141.47	141.48	60516.0
2012-04-03 08:50:00	SPY	ETF	141.48	141.48	141.43	141.45	60400.0
2012-04-03 08:55:00	SPY	ETF	141.45	141.49	141.44	141.49	43422.0
2012-04-03 09:00:00	SPY	ETF	141.48	141.62	141.45	141.59	818780.0
2012-04-03 09:05:00	SPY	ETF	141.58	141.61	141.54	141.55	966678.0
2012-04-03 09:10:00	SPY	ETF	141.55	141.71	141.53	141.67	138912.0
2012-04-03 09:15:00	SPY	ETF	141.66	141.7	141.63	141.63	109675.0
2012-04-03 09:20:00	SPY	ETF	141.65	141.65	141.62	141.65	28595.0
2012-04-03 09:25:00	SPY	ETF	141.64	141.7	141.63	141.64	224679.0
2012-04-03 09:30:00	SPY	ETF	141.64	141.78	141.6	141.63	2968337.0
2012-04-03 09:35:00	SPY	ETF	141.63	141.78	141.61	141.75	2206444.0

> showing 50 of 36,895 rows — these rows as CSV

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