PREVIEW / etf_5min / 2012-05-04

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-04.parquet
  size:    889 KB
  rows:    37,190

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
2012-05-04 04:00:00	SPY	ETF	139.25	139.25	139.25	139.25	1500.0
2012-05-04 04:20:00	SPY	ETF	139.08	139.08	139.08	139.08	250.0
2012-05-04 04:50:00	SPY	ETF	138.97	138.97	138.97	138.97	100.0
2012-05-04 05:05:00	SPY	ETF	138.89	138.89	138.89	138.89	100.0
2012-05-04 05:20:00	SPY	ETF	139.08	139.08	139.08	139.08	200.0
2012-05-04 05:25:00	SPY	ETF	139.08	139.08	139.04	139.07	5500.0
2012-05-04 05:45:00	SPY	ETF	139.06	139.06	139.06	139.06	500.0
2012-05-04 05:50:00	SPY	ETF	139.0	139.0	139.0	139.0	200.0
2012-05-04 05:55:00	SPY	ETF	138.95	138.95	138.95	138.95	250.0
2012-05-04 06:00:00	SPY	ETF	138.91	138.91	138.91	138.91	250.0
2012-05-04 06:05:00	SPY	ETF	138.98	138.98	138.98	138.98	2500.0
2012-05-04 06:10:00	SPY	ETF	139.0	139.0	139.0	139.0	500.0
2012-05-04 06:15:00	SPY	ETF	139.02	139.02	139.02	139.02	200.0
2012-05-04 06:35:00	SPY	ETF	139.05	139.13	139.05	139.11	1400.0
2012-05-04 06:40:00	SPY	ETF	139.16	139.16	139.16	139.16	100.0
2012-05-04 06:45:00	SPY	ETF	139.25	139.25	139.25	139.25	5000.0
2012-05-04 06:55:00	SPY	ETF	139.28	139.36	139.28	139.36	1100.0
2012-05-04 07:00:00	SPY	ETF	139.35	139.4	139.35	139.35	32500.0
2012-05-04 07:05:00	SPY	ETF	139.31	139.37	139.31	139.33	500.0
2012-05-04 07:10:00	SPY	ETF	139.33	139.33	139.3	139.32	3560.0
2012-05-04 07:15:00	SPY	ETF	139.31	139.31	139.2	139.24	10760.0
2012-05-04 07:20:00	SPY	ETF	139.24	139.24	139.21	139.21	13480.0
2012-05-04 07:25:00	SPY	ETF	139.17	139.21	139.16	139.2	25900.0
2012-05-04 07:30:00	SPY	ETF	139.21	139.22	139.13	139.13	68091.0
2012-05-04 07:35:00	SPY	ETF	139.13	139.2	139.13	139.18	8600.0
2012-05-04 07:40:00	SPY	ETF	139.15	139.16	139.07	139.13	66120.0
2012-05-04 07:45:00	SPY	ETF	139.13	139.17	139.13	139.13	15500.0
2012-05-04 07:50:00	SPY	ETF	139.11	139.16	139.09	139.09	15350.0
2012-05-04 07:55:00	SPY	ETF	139.1	139.1	139.03	139.1	46400.0
2012-05-04 08:00:00	SPY	ETF	139.1	139.18	139.06	139.15	2103102.0
2012-05-04 08:05:00	SPY	ETF	139.14	139.19	139.11	139.12	63950.0
2012-05-04 08:10:00	SPY	ETF	139.13	139.17	139.12	139.15	40700.0
2012-05-04 08:15:00	SPY	ETF	139.15	139.26	139.15	139.22	149750.0
2012-05-04 08:20:00	SPY	ETF	139.21	139.25	139.08	139.13	148935.0
2012-05-04 08:25:00	SPY	ETF	139.13	139.28	138.55	139.05	402623.0
2012-05-04 08:30:00	SPY	ETF	139.05	139.43	138.36	139.28	3605385.0
2012-05-04 08:35:00	SPY	ETF	139.26	139.3	139.0	139.07	1068723.0
2012-05-04 08:40:00	SPY	ETF	139.08	139.08	138.8	138.8	708260.0
2012-05-04 08:45:00	SPY	ETF	138.81	138.89	138.63	138.74	419955.0
2012-05-04 08:50:00	SPY	ETF	138.72	138.8	138.65	138.76	257162.0
2012-05-04 08:55:00	SPY	ETF	138.76	138.84	138.65	138.77	420891.0
2012-05-04 09:00:00	SPY	ETF	138.77	138.86	138.73	138.74	1086862.0
2012-05-04 09:05:00	SPY	ETF	138.74	138.775	138.5	138.52	1062178.0
2012-05-04 09:10:00	SPY	ETF	138.52	138.61	138.46	138.59	306709.0
2012-05-04 09:15:00	SPY	ETF	138.59	138.64	138.55	138.61	243419.0
2012-05-04 09:20:00	SPY	ETF	138.6	138.66	138.58	138.63	100127.0
2012-05-04 09:25:00	SPY	ETF	138.63	138.66	138.46	138.51	249197.0
2012-05-04 09:30:00	SPY	ETF	138.515	138.66	138.4	138.53	5244900.0
2012-05-04 09:35:00	SPY	ETF	138.53	138.56	138.23	138.29	3857308.0
2012-05-04 09:40:00	SPY	ETF	138.2901	138.3	138.13	138.1963	3807675.0

> showing 50 of 37,190 rows — these rows as CSV

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