PREVIEW / etf_5min / 2012-05-01

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-01.parquet
  size:    878 KB
  rows:    36,547

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
2012-05-01 04:25:00	SPY	ETF	140.0	140.0	139.96	139.96	500.0
2012-05-01 04:30:00	SPY	ETF	139.95	139.95	139.95	139.95	100.0
2012-05-01 04:55:00	SPY	ETF	139.93	139.93	139.93	139.93	200.0
2012-05-01 05:00:00	SPY	ETF	139.9	139.9	139.9	139.9	400.0
2012-05-01 05:20:00	SPY	ETF	139.87	139.87	139.87	139.87	5000.0
2012-05-01 05:50:00	SPY	ETF	139.76	139.76	139.76	139.76	20000.0
2012-05-01 06:00:00	SPY	ETF	139.75	139.75	139.75	139.75	200.0
2012-05-01 06:15:00	SPY	ETF	139.7	139.7	139.7	139.7	2600.0
2012-05-01 06:20:00	SPY	ETF	139.72	139.72	139.7	139.7	4800.0
2012-05-01 06:25:00	SPY	ETF	139.74	139.74	139.74	139.74	2500.0
2012-05-01 06:30:00	SPY	ETF	139.76	139.76	139.76	139.76	500.0
2012-05-01 06:35:00	SPY	ETF	139.76	139.76	139.76	139.76	6500.0
2012-05-01 06:40:00	SPY	ETF	139.78	139.83	139.78	139.83	10800.0
2012-05-01 06:45:00	SPY	ETF	139.83	139.9	139.83	139.9	5400.0
2012-05-01 06:50:00	SPY	ETF	139.92	139.95	139.91	139.91	85600.0
2012-05-01 06:55:00	SPY	ETF	139.92	139.92	139.92	139.92	500.0
2012-05-01 07:00:00	SPY	ETF	139.94	139.94	139.91	139.91	1600.0
2012-05-01 07:05:00	SPY	ETF	139.94	139.94	139.94	139.94	500.0
2012-05-01 07:10:00	SPY	ETF	139.91	139.93	139.91	139.92	4584.0
2012-05-01 07:15:00	SPY	ETF	139.92	139.92	139.92	139.92	1000.0
2012-05-01 07:20:00	SPY	ETF	139.93	140.02	139.92	140.02	42510.0
2012-05-01 07:25:00	SPY	ETF	139.99	139.99	139.99	139.99	11200.0
2012-05-01 07:30:00	SPY	ETF	140.02	140.05	139.99	140.05	27499.0
2012-05-01 07:35:00	SPY	ETF	140.02	140.06	140.02	140.05	10499.0
2012-05-01 07:40:00	SPY	ETF	140.02	140.05	140.02	140.05	33500.0
2012-05-01 07:45:00	SPY	ETF	140.02	140.05	140.02	140.04	2200.0
2012-05-01 07:50:00	SPY	ETF	140.06	140.09	140.06	140.09	5900.0
2012-05-01 07:55:00	SPY	ETF	140.1	140.1	139.99	139.99	49872.0
2012-05-01 08:00:00	SPY	ETF	140.0	140.04	139.94	139.97	79611.0
2012-05-01 08:05:00	SPY	ETF	139.98	140.15	139.96	140.15	230100.0
2012-05-01 08:10:00	SPY	ETF	139.98	139.98	139.96	139.97	4100.0
2012-05-01 08:15:00	SPY	ETF	139.97	139.98	139.89	139.9	366331.0
2012-05-01 08:20:00	SPY	ETF	139.91	139.92	139.89	139.89	25213.0
2012-05-01 08:25:00	SPY	ETF	139.9	139.9	139.86	139.87	55796.0
2012-05-01 08:30:00	SPY	ETF	139.86	139.95	139.83	139.95	51114.0
2012-05-01 08:35:00	SPY	ETF	139.94	139.97	139.93	139.96	24268.0
2012-05-01 08:40:00	SPY	ETF	139.96	139.97	139.96	139.96	8670.0
2012-05-01 08:45:00	SPY	ETF	139.97	139.98	139.93	139.94	26172.0
2012-05-01 08:50:00	SPY	ETF	139.95	139.96	139.92	139.96	80620.0
2012-05-01 08:55:00	SPY	ETF	139.95	139.95	139.77	139.91	40055.0
2012-05-01 09:00:00	SPY	ETF	139.9	139.91	139.85	139.86	178070.0
2012-05-01 09:05:00	SPY	ETF	139.85	139.92	139.83	139.87	603966.0
2012-05-01 09:10:00	SPY	ETF	139.77	139.89	139.77	139.89	120864.0
2012-05-01 09:15:00	SPY	ETF	139.89	139.91	139.77	139.91	106441.0
2012-05-01 09:20:00	SPY	ETF	139.89	139.92	139.87	139.88	35215.0
2012-05-01 09:25:00	SPY	ETF	139.89	139.89	139.76	139.78	177661.0
2012-05-01 09:30:00	SPY	ETF	139.79	139.92	139.75	139.89	2121901.0
2012-05-01 09:35:00	SPY	ETF	139.89	140.05	139.89	139.93	2105809.0
2012-05-01 09:40:00	SPY	ETF	139.94	140.08	139.93	139.94	2828950.0
2012-05-01 09:45:00	SPY	ETF	139.94	139.99	139.85	139.9	1138345.0

> showing 50 of 36,547 rows — these rows as CSV

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