PREVIEW / etf_5min / 2012-05-22

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-22.parquet
  size:    930 KB
  rows:    38,233

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
2012-05-22 04:05:00	SPY	ETF	132.35	132.37	132.35	132.37	632.0
2012-05-22 04:10:00	SPY	ETF	132.38	132.38	132.38	132.38	500.0
2012-05-22 04:25:00	SPY	ETF	132.29	132.29	132.29	132.29	2500.0
2012-05-22 04:40:00	SPY	ETF	132.27	132.27	132.27	132.27	200.0
2012-05-22 05:00:00	SPY	ETF	131.95	131.95	131.95	131.95	200.0
2012-05-22 05:05:00	SPY	ETF	131.91	132.09	131.91	132.09	500.0
2012-05-22 05:15:00	SPY	ETF	132.1	132.1	132.1	132.1	100.0
2012-05-22 05:20:00	SPY	ETF	132.14	132.14	132.14	132.14	15000.0
2012-05-22 05:25:00	SPY	ETF	132.08	132.08	131.98	131.99	1470.0
2012-05-22 05:30:00	SPY	ETF	132.09	132.09	132.09	132.09	900.0
2012-05-22 05:35:00	SPY	ETF	131.98	131.99	131.98	131.99	750.0
2012-05-22 05:45:00	SPY	ETF	132.1	132.1	132.1	132.1	100.0
2012-05-22 05:50:00	SPY	ETF	132.05	132.09	132.01	132.01	1100.0
2012-05-22 06:10:00	SPY	ETF	131.9	131.96	131.9	131.9	17500.0
2012-05-22 06:15:00	SPY	ETF	131.94	131.94	131.8	131.8	5290.0
2012-05-22 06:20:00	SPY	ETF	131.82	131.84	131.82	131.84	1900.0
2012-05-22 06:25:00	SPY	ETF	131.86	131.9	131.86	131.9	700.0
2012-05-22 06:35:00	SPY	ETF	131.94	131.94	131.94	131.94	2000.0
2012-05-22 06:45:00	SPY	ETF	131.88	131.88	131.88	131.88	2000.0
2012-05-22 07:00:00	SPY	ETF	131.99	132.06	131.99	132.03	28500.0
2012-05-22 07:05:00	SPY	ETF	132.03	132.08	132.03	132.08	103527.0
2012-05-22 07:10:00	SPY	ETF	132.08	132.11	132.08	132.11	81300.0
2012-05-22 07:15:00	SPY	ETF	132.13	132.17	132.13	132.17	2350.0
2012-05-22 07:20:00	SPY	ETF	132.18	132.47	132.16	132.45	232616.0
2012-05-22 07:25:00	SPY	ETF	132.43	132.47	132.39	132.45	391315.0
2012-05-22 07:30:00	SPY	ETF	132.45	132.45	132.37	132.39	107660.0
2012-05-22 07:35:00	SPY	ETF	132.39	132.44	132.37	132.4	25713.0
2012-05-22 07:40:00	SPY	ETF	132.4	132.53	132.37	132.51	238600.0
2012-05-22 07:45:00	SPY	ETF	132.51	132.51	132.47	132.49	69267.0
2012-05-22 07:50:00	SPY	ETF	132.5	132.5	132.45	132.45	18848.0
2012-05-22 07:55:00	SPY	ETF	132.47	132.56	132.47	132.54	67334.0
2012-05-22 08:00:00	SPY	ETF	132.5	132.57	132.37	132.5	1462384.0
2012-05-22 08:05:00	SPY	ETF	132.53	132.6	132.52	132.56	28361.0
2012-05-22 08:10:00	SPY	ETF	132.55	132.57	132.47	132.47	16670.0
2012-05-22 08:15:00	SPY	ETF	132.48	132.53	132.47	132.52	230472.0
2012-05-22 08:20:00	SPY	ETF	132.53	132.54	132.48	132.51	253325.0
2012-05-22 08:25:00	SPY	ETF	132.5	132.5	132.43	132.5	83197.0
2012-05-22 08:30:00	SPY	ETF	132.5	132.5	132.22	132.23	183232.0
2012-05-22 08:35:00	SPY	ETF	132.23	132.28	132.22	132.22	145238.0
2012-05-22 08:40:00	SPY	ETF	132.23	132.25	132.14	132.19	110666.0
2012-05-22 08:45:00	SPY	ETF	132.19	132.23	132.16	132.21	151638.0
2012-05-22 08:50:00	SPY	ETF	132.21	132.21	132.12	132.13	83247.0
2012-05-22 08:55:00	SPY	ETF	132.12	132.2	132.1	132.17	156838.0
2012-05-22 09:00:00	SPY	ETF	132.18	132.19	132.12	132.16	174710.0
2012-05-22 09:05:00	SPY	ETF	132.16	132.23	132.14	132.19	80435.0
2012-05-22 09:10:00	SPY	ETF	132.18	132.19	131.88	132.17	192718.0
2012-05-22 09:15:00	SPY	ETF	132.18	132.36	132.18	132.35	257285.0
2012-05-22 09:20:00	SPY	ETF	132.34	132.35	132.21	132.23	465819.0
2012-05-22 09:25:00	SPY	ETF	132.22	132.34	132.02	132.31	663178.0
2012-05-22 09:30:00	SPY	ETF	132.31	132.34	132.19	132.26	3499533.0

> showing 50 of 38,233 rows — these rows as CSV

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