PREVIEW / etf_5min / 2012-05-07

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-07.parquet
  size:    873 KB
  rows:    36,650

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
2012-05-07 04:00:00	SPY	ETF	135.5	135.75	135.5	135.75	1000.0
2012-05-07 04:05:00	SPY	ETF	135.74	135.74	135.74	135.74	120.0
2012-05-07 04:10:00	SPY	ETF	135.71	135.74	135.71	135.74	800.0
2012-05-07 04:15:00	SPY	ETF	135.74	135.82	135.74	135.82	400.0
2012-05-07 04:30:00	SPY	ETF	135.75	135.75	135.75	135.75	832.0
2012-05-07 04:35:00	SPY	ETF	135.71	135.74	135.71	135.74	400.0
2012-05-07 04:45:00	SPY	ETF	135.75	135.82	135.75	135.82	800.0
2012-05-07 04:50:00	SPY	ETF	135.87	135.87	135.85	135.85	400.0
2012-05-07 04:55:00	SPY	ETF	135.85	135.85	135.85	135.85	500.0
2012-05-07 05:00:00	SPY	ETF	135.75	135.75	135.7	135.74	1350.0
2012-05-07 05:05:00	SPY	ETF	135.68	135.7	135.68	135.7	2600.0
2012-05-07 05:15:00	SPY	ETF	135.72	135.72	135.72	135.72	800.0
2012-05-07 05:20:00	SPY	ETF	135.8	135.8	135.78	135.78	1200.0
2012-05-07 05:25:00	SPY	ETF	135.89	135.9	135.84	135.9	4250.0
2012-05-07 05:30:00	SPY	ETF	135.89	135.89	135.89	135.89	200.0
2012-05-07 05:35:00	SPY	ETF	135.92	135.92	135.89	135.89	1326.0
2012-05-07 05:40:00	SPY	ETF	135.85	135.85	135.85	135.85	250.0
2012-05-07 05:45:00	SPY	ETF	135.94	135.95	135.9	135.94	4600.0
2012-05-07 05:55:00	SPY	ETF	135.99	136.05	135.99	136.05	29800.0
2012-05-07 06:00:00	SPY	ETF	136.07	136.07	136.0	136.02	4400.0
2012-05-07 06:05:00	SPY	ETF	136.04	136.08	136.04	136.07	8100.0
2012-05-07 06:10:00	SPY	ETF	136.07	136.07	136.01	136.01	1500.0
2012-05-07 06:15:00	SPY	ETF	136.03	136.07	136.02	136.07	4350.0
2012-05-07 06:20:00	SPY	ETF	136.02	136.07	136.02	136.07	6000.0
2012-05-07 06:25:00	SPY	ETF	136.1	136.1	136.1	136.1	2700.0
2012-05-07 06:30:00	SPY	ETF	136.15	136.19	136.15	136.17	12300.0
2012-05-07 06:35:00	SPY	ETF	136.19	136.19	136.05	136.06	147000.0
2012-05-07 06:40:00	SPY	ETF	136.08	136.2	136.05	136.2	68000.0
2012-05-07 06:45:00	SPY	ETF	136.19	136.2	136.13	136.13	18600.0
2012-05-07 06:50:00	SPY	ETF	136.12	136.15	136.11	136.11	9900.0
2012-05-07 06:55:00	SPY	ETF	136.1	136.17	136.1	136.13	20550.0
2012-05-07 07:00:00	SPY	ETF	136.1	136.13	136.08	136.12	120428.0
2012-05-07 07:05:00	SPY	ETF	136.09	136.09	136.03	136.03	24188.0
2012-05-07 07:10:00	SPY	ETF	136.03	136.06	136.0	136.04	77670.0
2012-05-07 07:15:00	SPY	ETF	136.06	136.11	136.05	136.05	19467.0
2012-05-07 07:20:00	SPY	ETF	136.07	136.16	136.07	136.16	44102.0
2012-05-07 07:25:00	SPY	ETF	136.16	136.35	136.15	136.3	129603.0
2012-05-07 07:30:00	SPY	ETF	136.3	136.34	136.18	136.2	144893.0
2012-05-07 07:35:00	SPY	ETF	136.22	136.28	136.22	136.28	33030.0
2012-05-07 07:40:00	SPY	ETF	136.27	136.28	136.15	136.19	153335.0
2012-05-07 07:45:00	SPY	ETF	136.19	136.24	136.18	136.2	125735.0
2012-05-07 07:50:00	SPY	ETF	136.17	136.18	136.1	136.12	26900.0
2012-05-07 07:55:00	SPY	ETF	136.1	136.15	136.08	136.15	81897.0
2012-05-07 08:00:00	SPY	ETF	136.15	136.24	135.68	136.1347	203140.0
2012-05-07 08:05:00	SPY	ETF	135.38	136.32	135.38	136.26	102825.0
2012-05-07 08:10:00	SPY	ETF	136.24	136.29	136.23	136.26	125983.0
2012-05-07 08:15:00	SPY	ETF	136.26	137.0467	136.26	136.37	1882275.0
2012-05-07 08:20:00	SPY	ETF	136.37	136.43	136.37	136.4	124011.0
2012-05-07 08:25:00	SPY	ETF	136.4	136.42	136.31	136.32	77428.0
2012-05-07 08:30:00	SPY	ETF	136.32	136.32	136.23	136.28	319656.0

> showing 50 of 36,650 rows — these rows as CSV

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