PREVIEW / etf_5min / 2012-04-24

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-04-24.parquet
  size:    836 KB
  rows:    35,627

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
2012-04-24 04:10:00	SPY	ETF	137.25	137.25	137.25	137.25	100.0
2012-04-24 04:20:00	SPY	ETF	137.26	137.26	137.26	137.26	100.0
2012-04-24 04:30:00	SPY	ETF	137.32	137.32	137.32	137.32	800.0
2012-04-24 05:10:00	SPY	ETF	137.32	137.32	137.32	137.32	200.0
2012-04-24 05:25:00	SPY	ETF	137.32	137.32	137.32	137.32	10000.0
2012-04-24 06:00:00	SPY	ETF	137.22	137.22	137.22	137.22	100.0
2012-04-24 06:15:00	SPY	ETF	137.15	137.15	137.12	137.12	300.0
2012-04-24 06:30:00	SPY	ETF	137.19	137.19	137.19	137.19	2500.0
2012-04-24 06:40:00	SPY	ETF	137.14	137.14	137.14	137.14	100.0
2012-04-24 06:50:00	SPY	ETF	137.29	137.29	137.29	137.29	400.0
2012-04-24 06:55:00	SPY	ETF	137.28	137.28	137.24	137.26	1100.0
2012-04-24 07:00:00	SPY	ETF	137.22	137.23	137.19	137.19	8090.0
2012-04-24 07:05:00	SPY	ETF	137.26	137.33	137.24	137.33	21375.0
2012-04-24 07:10:00	SPY	ETF	137.3	137.35	137.29	137.33	18000.0
2012-04-24 07:15:00	SPY	ETF	137.35	137.35	137.33	137.35	3500.0
2012-04-24 07:20:00	SPY	ETF	137.31	137.31	137.3	137.3	900.0
2012-04-24 07:25:00	SPY	ETF	137.3	137.3	137.25	137.25	16100.0
2012-04-24 07:30:00	SPY	ETF	137.22	137.32	137.22	137.29	19800.0
2012-04-24 07:35:00	SPY	ETF	137.31	137.33	137.28	137.32	14700.0
2012-04-24 07:40:00	SPY	ETF	137.34	137.34	137.21	137.3	35600.0
2012-04-24 07:45:00	SPY	ETF	137.28	137.28	137.19	137.22	12064.0
2012-04-24 07:50:00	SPY	ETF	137.21	137.22	137.18	137.21	20786.0
2012-04-24 07:55:00	SPY	ETF	137.23	137.25	137.22	137.25	42600.0
2012-04-24 08:00:00	SPY	ETF	137.24	137.43	137.19	137.31	141336.0
2012-04-24 08:05:00	SPY	ETF	137.32	137.35	137.29	137.31	22920.0
2012-04-24 08:10:00	SPY	ETF	137.3	137.3	137.25	137.25	27200.0
2012-04-24 08:15:00	SPY	ETF	137.28	137.28	137.17	137.19	74537.0
2012-04-24 08:20:00	SPY	ETF	137.21	137.21	137.05	137.08	93556.0
2012-04-24 08:25:00	SPY	ETF	137.08	137.12	136.97	137.01	145045.0
2012-04-24 08:30:00	SPY	ETF	137.01	137.02	136.88	137.01	142273.0
2012-04-24 08:35:00	SPY	ETF	137.0	137.01	136.9	136.9	46500.0
2012-04-24 08:40:00	SPY	ETF	136.9	136.96	136.88	136.93	172518.0
2012-04-24 08:45:00	SPY	ETF	136.93	136.94	136.77	136.85	185941.0
2012-04-24 08:50:00	SPY	ETF	136.85	136.88	136.73	136.74	97120.0
2012-04-24 08:55:00	SPY	ETF	136.76	136.8	136.73	136.75	224578.0
2012-04-24 09:00:00	SPY	ETF	136.75	136.77	136.64	136.69	349122.0
2012-04-24 09:05:00	SPY	ETF	136.69	136.82	136.69	136.81	71479.0
2012-04-24 09:10:00	SPY	ETF	136.82	136.91	136.78	136.86	315718.0
2012-04-24 09:15:00	SPY	ETF	136.86	136.88	136.81	136.82	42817.0
2012-04-24 09:20:00	SPY	ETF	136.81	136.92	136.81	136.87	67850.0
2012-04-24 09:25:00	SPY	ETF	136.87	136.94	136.87	136.91	344747.0
2012-04-24 09:30:00	SPY	ETF	136.91	137.06	136.87	136.98	3895166.0
2012-04-24 09:35:00	SPY	ETF	136.98	137.06	136.83	137.05	3377048.0
2012-04-24 09:40:00	SPY	ETF	137.05	137.08	136.8	136.98	4510727.0
2012-04-24 09:45:00	SPY	ETF	136.98	137.19	136.91	137.15	3486167.0
2012-04-24 09:50:00	SPY	ETF	137.141	137.18	137.04	137.04	2173273.0
2012-04-24 09:55:00	SPY	ETF	137.05	137.08	136.92	136.95	2220794.0
2012-04-24 10:00:00	SPY	ETF	136.95	137.38	136.9	137.35	5007278.0
2012-04-24 10:05:00	SPY	ETF	137.34	137.59	137.33	137.5	4522760.0
2012-04-24 10:10:00	SPY	ETF	137.49	137.55	137.36	137.39	2750977.0

> showing 50 of 35,627 rows — these rows as CSV

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