PREVIEW / etf_5min / 2012-05-23

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-23.parquet
  size:    952 KB
  rows:    39,435

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
2012-05-23 04:05:00	SPY	ETF	131.67	131.67	131.67	131.67	100.0
2012-05-23 04:20:00	SPY	ETF	131.38	131.38	131.3	131.3	700.0
2012-05-23 04:25:00	SPY	ETF	131.2	131.2	131.2	131.2	190.0
2012-05-23 04:55:00	SPY	ETF	131.27	131.27	131.27	131.27	260.0
2012-05-23 05:00:00	SPY	ETF	131.24	131.25	131.24	131.25	500.0
2012-05-23 05:10:00	SPY	ETF	131.12	131.26	131.12	131.26	400.0
2012-05-23 05:20:00	SPY	ETF	131.19	131.22	131.13	131.13	20700.0
2012-05-23 05:25:00	SPY	ETF	131.16	131.16	131.1	131.1	600.0
2012-05-23 05:40:00	SPY	ETF	131.21	131.21	131.21	131.21	400.0
2012-05-23 05:45:00	SPY	ETF	131.16	131.17	131.16	131.17	1400.0
2012-05-23 05:50:00	SPY	ETF	131.19	131.19	131.13	131.13	10300.0
2012-05-23 06:00:00	SPY	ETF	131.07	131.08	131.07	131.07	400.0
2012-05-23 06:05:00	SPY	ETF	131.06	131.07	131.0	131.0	7923.0
2012-05-23 06:10:00	SPY	ETF	131.03	131.16	131.03	131.14	83342.0
2012-05-23 06:15:00	SPY	ETF	131.16	131.16	131.16	131.16	1000.0
2012-05-23 06:20:00	SPY	ETF	131.16	131.16	131.1	131.1	1000.0
2012-05-23 06:25:00	SPY	ETF	131.11	131.11	131.11	131.11	1000.0
2012-05-23 06:30:00	SPY	ETF	131.05	131.06	131.02	131.02	9220.0
2012-05-23 06:35:00	SPY	ETF	131.0	131.04	130.99	131.04	16290.0
2012-05-23 06:40:00	SPY	ETF	131.02	131.09	130.97	131.08	28200.0
2012-05-23 06:45:00	SPY	ETF	131.09	131.09	131.01	131.06	30200.0
2012-05-23 06:50:00	SPY	ETF	131.04	131.14	131.04	131.12	21300.0
2012-05-23 06:55:00	SPY	ETF	131.18	131.18	131.15	131.15	13190.0
2012-05-23 07:00:00	SPY	ETF	131.16	131.16	131.07	131.1	50647.0
2012-05-23 07:05:00	SPY	ETF	131.11	131.19	131.11	131.13	21500.0
2012-05-23 07:10:00	SPY	ETF	131.15	131.17	131.1	131.15	84700.0
2012-05-23 07:15:00	SPY	ETF	131.18	131.21	131.14	131.17	22750.0
2012-05-23 07:20:00	SPY	ETF	131.2	131.21	131.18	131.19	13150.0
2012-05-23 07:25:00	SPY	ETF	131.19	131.19	131.14	131.18	22850.0
2012-05-23 07:30:00	SPY	ETF	131.16	131.16	131.09	131.13	34110.0
2012-05-23 07:35:00	SPY	ETF	131.13	131.13	131.1	131.13	30800.0
2012-05-23 07:40:00	SPY	ETF	131.16	131.27	131.14	131.26	22109.0
2012-05-23 07:45:00	SPY	ETF	131.24	131.33	131.19	131.32	20157.0
2012-05-23 07:50:00	SPY	ETF	131.33	131.36	131.24	131.26	38088.0
2012-05-23 07:55:00	SPY	ETF	131.25	131.31	131.24	131.3	201820.0
2012-05-23 08:00:00	SPY	ETF	131.27	131.3	131.15	131.21	79930.0
2012-05-23 08:05:00	SPY	ETF	131.22	131.26	131.1113	131.1113	117405.0
2012-05-23 08:10:00	SPY	ETF	131.22	131.25	131.11	131.16	82867.0
2012-05-23 08:15:00	SPY	ETF	131.15	131.34	131.01	131.02	61928.0
2012-05-23 08:20:00	SPY	ETF	131.02	131.02	130.84	130.94	256479.0
2012-05-23 08:25:00	SPY	ETF	130.92	131.07	130.92	131.06	83595.0
2012-05-23 08:30:00	SPY	ETF	131.06	131.08	130.98	130.99	38593.0
2012-05-23 08:35:00	SPY	ETF	130.98	131.04	130.91	131.03	82453.0
2012-05-23 08:40:00	SPY	ETF	131.01	131.09	130.99	131.09	174621.0
2012-05-23 08:45:00	SPY	ETF	131.09	131.09	130.98	131.03	94297.0
2012-05-23 08:50:00	SPY	ETF	131.02	131.16	131.02	131.14	227739.0
2012-05-23 08:55:00	SPY	ETF	131.14	131.46	131.14	131.38	411535.0
2012-05-23 09:00:00	SPY	ETF	131.39	131.52	131.28	131.47	199457.0
2012-05-23 09:05:00	SPY	ETF	131.47	131.48	131.31	131.31	203032.0
2012-05-23 09:10:00	SPY	ETF	131.31	131.42	131.29	131.29	141785.0

> showing 50 of 39,435 rows — these rows as CSV

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