PREVIEW / etf_5min / 2012-05-03

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-03.parquet
  size:    862 KB
  rows:    36,110

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
2012-05-03 04:00:00	SPY	ETF	140.73	140.73	140.47	140.47	350.0
2012-05-03 04:05:00	SPY	ETF	140.45	140.45	140.45	140.45	150.0
2012-05-03 04:40:00	SPY	ETF	140.36	140.36	140.36	140.36	1000.0
2012-05-03 04:45:00	SPY	ETF	140.24	140.24	140.24	140.24	1000.0
2012-05-03 04:50:00	SPY	ETF	140.22	140.22	140.15	140.15	6000.0
2012-05-03 05:05:00	SPY	ETF	140.3	140.3	140.3	140.3	200.0
2012-05-03 05:10:00	SPY	ETF	140.32	140.32	140.32	140.32	300.0
2012-05-03 05:40:00	SPY	ETF	140.31	140.32	140.31	140.32	40000.0
2012-05-03 06:00:00	SPY	ETF	140.51	140.51	140.44	140.44	10022.0
2012-05-03 06:10:00	SPY	ETF	140.48	140.49	140.46	140.46	2900.0
2012-05-03 06:15:00	SPY	ETF	140.46	140.48	140.46	140.48	600.0
2012-05-03 06:30:00	SPY	ETF	140.53	140.57	140.53	140.57	1500.0
2012-05-03 06:45:00	SPY	ETF	140.56	140.57	140.49	140.57	7600.0
2012-05-03 06:50:00	SPY	ETF	140.52	140.54	140.52	140.54	12500.0
2012-05-03 07:00:00	SPY	ETF	140.56	140.65	140.56	140.63	88150.0
2012-05-03 07:05:00	SPY	ETF	140.6	140.64	140.6	140.63	10700.0
2012-05-03 07:10:00	SPY	ETF	140.62	140.65	140.61	140.63	26560.0
2012-05-03 07:15:00	SPY	ETF	140.61	140.63	140.57	140.57	13655.0
2012-05-03 07:20:00	SPY	ETF	140.57	140.58	140.57	140.58	6700.0
2012-05-03 07:25:00	SPY	ETF	140.6	140.63	140.6	140.63	3300.0
2012-05-03 07:30:00	SPY	ETF	140.58	140.58	140.58	140.58	400.0
2012-05-03 07:35:00	SPY	ETF	140.58	140.63	140.57	140.63	8845.0
2012-05-03 07:40:00	SPY	ETF	140.62	140.69	140.62	140.69	13300.0
2012-05-03 07:45:00	SPY	ETF	140.66	140.66	140.57	140.61	61700.0
2012-05-03 07:50:00	SPY	ETF	140.61	140.65	140.59	140.65	3900.0
2012-05-03 07:55:00	SPY	ETF	140.64	140.67	140.64	140.67	5050.0
2012-05-03 08:00:00	SPY	ETF	140.6	140.64	140.57	140.57	50250.0
2012-05-03 08:05:00	SPY	ETF	140.58	140.58	140.42	140.45	81980.0
2012-05-03 08:10:00	SPY	ETF	140.46	140.51	140.45	140.49	18800.0
2012-05-03 08:15:00	SPY	ETF	140.47	140.48	140.4	140.45	62500.0
2012-05-03 08:20:00	SPY	ETF	140.47	140.49	140.4	140.43	31900.0
2012-05-03 08:25:00	SPY	ETF	140.43	140.51	140.43	140.49	88650.0
2012-05-03 08:30:00	SPY	ETF	140.51	140.81	140.51	140.69	584320.0
2012-05-03 08:35:00	SPY	ETF	140.67	140.76	140.65	140.67	311955.0
2012-05-03 08:40:00	SPY	ETF	140.67	140.73	140.62	140.69	85100.0
2012-05-03 08:45:00	SPY	ETF	140.68	140.73	140.38	140.43	761968.0
2012-05-03 08:50:00	SPY	ETF	140.43	140.46	140.32	140.37	550915.0
2012-05-03 08:55:00	SPY	ETF	140.38	140.46	140.33	140.46	108620.0
2012-05-03 09:00:00	SPY	ETF	140.44	140.47	140.35	140.45	244556.0
2012-05-03 09:05:00	SPY	ETF	140.45	140.5	140.37	140.4	112810.0
2012-05-03 09:10:00	SPY	ETF	140.42	140.47	140.39	140.46	153883.0
2012-05-03 09:15:00	SPY	ETF	140.46	140.46	140.36	140.41	55192.0
2012-05-03 09:20:00	SPY	ETF	140.4	140.43	140.37	140.4	95700.0
2012-05-03 09:25:00	SPY	ETF	140.39	140.39	140.3	140.34	183060.0
2012-05-03 09:30:00	SPY	ETF	140.34	140.43	140.25	140.35	2601105.0
2012-05-03 09:35:00	SPY	ETF	140.34	140.35	140.1	140.24	2848138.0
2012-05-03 09:40:00	SPY	ETF	140.23	140.3	140.17	140.27	1520474.0
2012-05-03 09:45:00	SPY	ETF	140.27	140.39	140.26	140.38	1937474.0
2012-05-03 09:50:00	SPY	ETF	140.38	140.45	140.35	140.37	1114433.0
2012-05-03 09:55:00	SPY	ETF	140.38	140.4	140.19	140.29	2673787.0

> showing 50 of 36,110 rows — these rows as CSV

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