PREVIEW / etf_5min / 2012-05-15

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-15.parquet
  size:    945 KB
  rows:    38,669

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
2012-05-15 04:00:00	SPY	ETF	134.85	135.11	134.85	135.05	6760.0
2012-05-15 04:05:00	SPY	ETF	134.98	134.98	134.93	134.93	15100.0
2012-05-15 04:10:00	SPY	ETF	134.9	134.9	134.9	134.9	500.0
2012-05-15 04:15:00	SPY	ETF	134.85	134.85	134.74	134.78	2400.0
2012-05-15 04:25:00	SPY	ETF	134.8	134.8	134.8	134.8	3750.0
2012-05-15 04:30:00	SPY	ETF	134.74	134.74	134.74	134.74	250.0
2012-05-15 04:35:00	SPY	ETF	134.64	134.64	134.64	134.64	100.0
2012-05-15 04:40:00	SPY	ETF	134.61	134.61	134.61	134.61	100.0
2012-05-15 04:45:00	SPY	ETF	134.59	134.59	134.59	134.59	389.0
2012-05-15 05:00:00	SPY	ETF	134.66	134.66	134.66	134.66	389.0
2012-05-15 05:10:00	SPY	ETF	134.79	134.83	134.79	134.83	613.0
2012-05-15 05:20:00	SPY	ETF	134.77	134.77	134.77	134.77	288.0
2012-05-15 05:25:00	SPY	ETF	134.76	134.78	134.76	134.78	300.0
2012-05-15 05:30:00	SPY	ETF	134.8	134.8	134.8	134.8	200.0
2012-05-15 05:35:00	SPY	ETF	134.74	134.74	134.68	134.68	450.0
2012-05-15 05:40:00	SPY	ETF	134.59	134.59	134.59	134.59	3000.0
2012-05-15 05:45:00	SPY	ETF	134.64	134.65	134.64	134.65	35000.0
2012-05-15 06:00:00	SPY	ETF	134.88	134.88	134.88	134.88	200.0
2012-05-15 06:10:00	SPY	ETF	134.85	134.88	134.85	134.88	4200.0
2012-05-15 06:15:00	SPY	ETF	134.88	134.88	134.82	134.87	11000.0
2012-05-15 06:20:00	SPY	ETF	134.88	134.88	134.88	134.88	4940.0
2012-05-15 06:25:00	SPY	ETF	134.84	134.88	134.84	134.88	5600.0
2012-05-15 06:30:00	SPY	ETF	134.82	134.83	134.7	134.79	85600.0
2012-05-15 06:35:00	SPY	ETF	134.77	134.8	134.76	134.8	27500.0
2012-05-15 06:40:00	SPY	ETF	134.75	134.75	134.7	134.7	4000.0
2012-05-15 06:45:00	SPY	ETF	134.68	134.74	134.68	134.72	6800.0
2012-05-15 06:50:00	SPY	ETF	134.74	134.75	134.74	134.74	11165.0
2012-05-15 06:55:00	SPY	ETF	134.69	134.69	134.61	134.64	14050.0
2012-05-15 07:00:00	SPY	ETF	134.64	134.69	134.6	134.6	28953.0
2012-05-15 07:05:00	SPY	ETF	134.59	134.59	134.51	134.57	13900.0
2012-05-15 07:10:00	SPY	ETF	134.59	134.64	134.56	134.64	26451.0
2012-05-15 07:15:00	SPY	ETF	134.62	134.65	134.59	134.62	12950.0
2012-05-15 07:20:00	SPY	ETF	134.61	134.63	134.52	134.61	9212.0
2012-05-15 07:25:00	SPY	ETF	134.61	134.61	134.53	134.58	19550.0
2012-05-15 07:30:00	SPY	ETF	134.57	134.64	134.54	134.63	4600.0
2012-05-15 07:35:00	SPY	ETF	134.63	134.68	134.62	134.68	3950.0
2012-05-15 07:40:00	SPY	ETF	134.69	134.69	134.65	134.65	9500.0
2012-05-15 07:45:00	SPY	ETF	134.65	134.69	134.64	134.69	16311.0
2012-05-15 07:50:00	SPY	ETF	134.69	134.7	134.59	134.65	20115.0
2012-05-15 07:55:00	SPY	ETF	134.66	134.75	134.65	134.75	36200.0
2012-05-15 08:00:00	SPY	ETF	134.75	134.78	134.7	134.73	134329.0
2012-05-15 08:05:00	SPY	ETF	134.73	134.82	134.73	134.82	96506.0
2012-05-15 08:10:00	SPY	ETF	134.8	134.81	134.71	134.71	41641.0
2012-05-15 08:15:00	SPY	ETF	134.73	134.83	134.7	134.76	144133.0
2012-05-15 08:20:00	SPY	ETF	134.77	134.77	134.6	134.62	49979.0
2012-05-15 08:25:00	SPY	ETF	134.64	134.65	134.58	134.65	148858.0
2012-05-15 08:30:00	SPY	ETF	134.68	134.94	134.63	134.9	484500.0
2012-05-15 08:35:00	SPY	ETF	134.9	134.97	134.88	134.91	194542.0
2012-05-15 08:40:00	SPY	ETF	134.92	134.93	134.83	134.84	115143.0
2012-05-15 08:45:00	SPY	ETF	134.83	134.86	134.79	134.8	171614.0

> showing 50 of 38,669 rows — these rows as CSV

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