PREVIEW / etf_5min / 2012-05-25

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-05-25.parquet
  size:    784 KB
  rows:    33,495

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
2012-05-25 04:00:00	SPY	ETF	133.12	133.35	133.12	133.27	800.0
2012-05-25 04:05:00	SPY	ETF	133.26	133.33	133.26	133.33	1685.0
2012-05-25 04:10:00	SPY	ETF	133.48	133.48	133.48	133.48	200.0
2012-05-25 04:20:00	SPY	ETF	133.5	133.5	133.5	133.5	1000.0
2012-05-25 04:35:00	SPY	ETF	133.44	133.44	133.44	133.44	3000.0
2012-05-25 04:45:00	SPY	ETF	133.3	133.3	133.3	133.3	1000.0
2012-05-25 04:50:00	SPY	ETF	133.3	133.3	133.25	133.25	420.0
2012-05-25 05:00:00	SPY	ETF	133.23	133.23	133.23	133.23	502.0
2012-05-25 05:05:00	SPY	ETF	133.29	133.33	133.29	133.33	4050.0
2012-05-25 05:15:00	SPY	ETF	133.19	133.19	133.19	133.19	1200.0
2012-05-25 05:20:00	SPY	ETF	133.15	133.15	133.11	133.11	600.0
2012-05-25 05:25:00	SPY	ETF	133.15	133.15	133.15	133.15	750.0
2012-05-25 05:45:00	SPY	ETF	133.05	133.05	133.04	133.04	950.0
2012-05-25 05:50:00	SPY	ETF	133.1	133.14	133.1	133.11	52900.0
2012-05-25 05:55:00	SPY	ETF	133.11	133.14	133.11	133.14	10000.0
2012-05-25 06:00:00	SPY	ETF	133.16	133.16	133.14	133.14	1300.0
2012-05-25 06:15:00	SPY	ETF	133.19	133.28	133.19	133.28	6300.0
2012-05-25 06:20:00	SPY	ETF	133.2	133.2	133.2	133.2	100.0
2012-05-25 06:25:00	SPY	ETF	133.2	133.25	133.2	133.25	1000.0
2012-05-25 06:30:00	SPY	ETF	133.18	133.21	133.18	133.19	11700.0
2012-05-25 06:35:00	SPY	ETF	133.19	133.19	133.14	133.14	23000.0
2012-05-25 06:40:00	SPY	ETF	133.14	133.14	133.04	133.06	9406.0
2012-05-25 06:45:00	SPY	ETF	133.04	133.04	132.96	132.97	59800.0
2012-05-25 06:50:00	SPY	ETF	132.95	132.95	132.72	132.78	70584.0
2012-05-25 06:55:00	SPY	ETF	132.81	132.84	132.78	132.84	48280.0
2012-05-25 07:00:00	SPY	ETF	132.85	132.92	132.81	132.92	24600.0
2012-05-25 07:05:00	SPY	ETF	132.92	132.93	132.9	132.93	4000.0
2012-05-25 07:10:00	SPY	ETF	132.94	132.98	132.93	132.97	24750.0
2012-05-25 07:15:00	SPY	ETF	132.98	133.02	132.92	132.92	59928.0
2012-05-25 07:20:00	SPY	ETF	132.92	132.97	132.9	132.9	22800.0
2012-05-25 07:25:00	SPY	ETF	132.92	133.0	132.87	132.92	8050.0
2012-05-25 07:30:00	SPY	ETF	132.92	132.92	132.87	132.9	69400.0
2012-05-25 07:35:00	SPY	ETF	132.9	132.91	132.89	132.91	3800.0
2012-05-25 07:40:00	SPY	ETF	132.9	132.93	132.88	132.9	14600.0
2012-05-25 07:45:00	SPY	ETF	132.9	132.98	132.9	132.93	37000.0
2012-05-25 07:50:00	SPY	ETF	132.91	132.92	132.79	132.8	22300.0
2012-05-25 07:55:00	SPY	ETF	132.83	132.85	132.8	132.83	3800.0
2012-05-25 08:00:00	SPY	ETF	132.85	133.0601	132.79	132.87	927421.0
2012-05-25 08:05:00	SPY	ETF	132.87	132.88	132.77	132.8	29864.0
2012-05-25 08:10:00	SPY	ETF	132.81	132.81	132.71	132.73	52650.0
2012-05-25 08:15:00	SPY	ETF	132.72	132.78	132.71	132.76	19000.0
2012-05-25 08:20:00	SPY	ETF	132.76	132.81	132.53	132.71	137068.0
2012-05-25 08:25:00	SPY	ETF	132.73	132.78	132.43	132.5	396953.0
2012-05-25 08:30:00	SPY	ETF	132.48	132.56	132.42	132.47	380457.0
2012-05-25 08:35:00	SPY	ETF	132.46	132.59	132.42	132.57	171160.0
2012-05-25 08:40:00	SPY	ETF	132.57	132.67	132.55	132.62	198757.0
2012-05-25 08:45:00	SPY	ETF	132.63	132.66	132.53	132.58	115328.0
2012-05-25 08:50:00	SPY	ETF	132.57	132.59	132.48	132.54	78090.0
2012-05-25 08:55:00	SPY	ETF	132.54	132.55	132.42	132.43	497181.0
2012-05-25 09:00:00	SPY	ETF	132.42	132.51	132.42	132.5	157699.0

> showing 50 of 33,495 rows — these rows as CSV

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