PREVIEW / etf_5min / 2012-05-02

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-02.parquet
  size:    825 KB
  rows:    35,537

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
2012-05-02 04:00:00	SPY	ETF	140.5	140.53	140.46	140.53	54000.0
2012-05-02 04:05:00	SPY	ETF	140.5	140.6	140.5	140.6	1000.0
2012-05-02 04:10:00	SPY	ETF	140.58	140.63	140.56	140.56	12225.0
2012-05-02 04:20:00	SPY	ETF	140.55	140.6	140.55	140.6	5500.0
2012-05-02 04:30:00	SPY	ETF	140.58	140.58	140.58	140.58	500.0
2012-05-02 04:45:00	SPY	ETF	140.5	140.5	140.5	140.5	6379.0
2012-05-02 05:15:00	SPY	ETF	140.66	140.67	140.66	140.67	10000.0
2012-05-02 05:20:00	SPY	ETF	140.45	140.45	140.45	140.45	200.0
2012-05-02 05:25:00	SPY	ETF	140.48	140.48	140.43	140.44	750.0
2012-05-02 05:30:00	SPY	ETF	140.43	140.43	140.41	140.41	400.0
2012-05-02 05:35:00	SPY	ETF	140.42	140.42	140.36	140.38	900.0
2012-05-02 05:40:00	SPY	ETF	140.37	140.37	140.31	140.31	1200.0
2012-05-02 05:45:00	SPY	ETF	140.32	140.39	140.32	140.39	2267.0
2012-05-02 06:20:00	SPY	ETF	140.42	140.42	140.42	140.42	200.0
2012-05-02 06:30:00	SPY	ETF	140.39	140.45	140.39	140.45	300.0
2012-05-02 06:40:00	SPY	ETF	140.46	140.46	140.39	140.39	4300.0
2012-05-02 06:45:00	SPY	ETF	140.35	140.39	140.35	140.39	200.0
2012-05-02 06:50:00	SPY	ETF	140.31	140.33	140.25	140.25	3401.0
2012-05-02 06:55:00	SPY	ETF	140.26	140.26	140.18	140.19	6050.0
2012-05-02 07:00:00	SPY	ETF	140.2	140.31	140.2	140.31	37700.0
2012-05-02 07:05:00	SPY	ETF	140.29	140.29	140.23	140.26	3090.0
2012-05-02 07:10:00	SPY	ETF	140.26	140.29	140.14	140.19	447950.0
2012-05-02 07:15:00	SPY	ETF	140.18	140.2	140.11	140.17	349050.0
2012-05-02 07:20:00	SPY	ETF	140.17	140.23	140.17	140.2	168175.0
2012-05-02 07:25:00	SPY	ETF	140.21	140.23	140.16	140.22	44842.0
2012-05-02 07:30:00	SPY	ETF	140.24	140.28	140.23	140.27	38004.0
2012-05-02 07:35:00	SPY	ETF	140.27	140.27	140.2	140.2	161177.0
2012-05-02 07:40:00	SPY	ETF	140.25	140.26	140.25	140.26	3700.0
2012-05-02 07:45:00	SPY	ETF	140.25	140.3	140.25	140.25	67000.0
2012-05-02 07:50:00	SPY	ETF	140.22	140.26	140.22	140.23	72900.0
2012-05-02 07:55:00	SPY	ETF	140.23	140.25	140.18	140.2	21800.0
2012-05-02 08:00:00	SPY	ETF	140.21	140.21	140.14	140.2	939413.0
2012-05-02 08:05:00	SPY	ETF	140.16	140.23	140.15	140.22	29751.0
2012-05-02 08:10:00	SPY	ETF	140.21	140.21	140.0	140.0	171632.0
2012-05-02 08:15:00	SPY	ETF	140.0	140.0	139.77	139.9	719991.0
2012-05-02 08:20:00	SPY	ETF	139.89	139.89	139.75	139.75	247522.0
2012-05-02 08:25:00	SPY	ETF	139.75	139.91	139.72	139.91	339646.0
2012-05-02 08:30:00	SPY	ETF	139.9	139.95	139.87	139.89	174759.0
2012-05-02 08:35:00	SPY	ETF	139.89	139.97	139.89	139.95	982621.0
2012-05-02 08:40:00	SPY	ETF	139.96	139.98	139.9	139.92	105970.0
2012-05-02 08:45:00	SPY	ETF	139.9	139.92	139.85	139.9	117830.0
2012-05-02 08:50:00	SPY	ETF	139.9	139.93	139.81	139.81	75137.0
2012-05-02 08:55:00	SPY	ETF	139.83	139.83	139.75	139.79	94787.0
2012-05-02 09:00:00	SPY	ETF	139.79	139.84	139.75	139.77	222754.0
2012-05-02 09:05:00	SPY	ETF	139.78	139.85	139.77	139.84	114725.0
2012-05-02 09:10:00	SPY	ETF	139.84	139.92	139.84	139.91	108033.0
2012-05-02 09:15:00	SPY	ETF	139.92	139.95	139.89	139.92	126047.0
2012-05-02 09:20:00	SPY	ETF	139.92	139.95	139.9	139.92	177211.0
2012-05-02 09:25:00	SPY	ETF	139.93	139.96	139.91	139.92	134664.0
2012-05-02 09:30:00	SPY	ETF	139.92	139.99	139.81	139.88	4265500.0

> showing 50 of 35,537 rows — these rows as CSV

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