PREVIEW / etf_5min / 2012-06-04

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-06-04.parquet
  size:    958 KB
  rows:    40,606

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
2012-06-04 04:00:00	SPY	ETF	127.65	127.65	127.38	127.47	1050.0
2012-06-04 04:05:00	SPY	ETF	127.39	127.39	127.39	127.39	100.0
2012-06-04 04:10:00	SPY	ETF	127.38	127.4	127.36	127.4	2050.0
2012-06-04 04:15:00	SPY	ETF	127.45	127.51	127.44	127.44	1000.0
2012-06-04 04:20:00	SPY	ETF	127.54	127.54	127.54	127.54	500.0
2012-06-04 04:25:00	SPY	ETF	127.49	127.49	127.41	127.41	1500.0
2012-06-04 04:30:00	SPY	ETF	127.41	127.41	127.41	127.41	500.0
2012-06-04 04:50:00	SPY	ETF	127.49	127.49	127.43	127.43	800.0
2012-06-04 04:55:00	SPY	ETF	127.49	127.49	127.49	127.49	500.0
2012-06-04 05:00:00	SPY	ETF	127.49	127.5	127.49	127.5	10588.0
2012-06-04 05:05:00	SPY	ETF	127.5	127.5	127.49	127.49	400.0
2012-06-04 05:10:00	SPY	ETF	127.62	127.62	127.62	127.62	300.0
2012-06-04 05:15:00	SPY	ETF	127.56	127.6	127.56	127.6	500.0
2012-06-04 05:25:00	SPY	ETF	127.57	127.65	127.57	127.64	600.0
2012-06-04 05:30:00	SPY	ETF	127.6	127.64	127.6	127.64	600.0
2012-06-04 05:35:00	SPY	ETF	127.64	127.64	127.55	127.59	2900.0
2012-06-04 05:40:00	SPY	ETF	127.62	127.75	127.62	127.75	2400.0
2012-06-04 05:45:00	SPY	ETF	127.75	127.75	127.75	127.75	100.0
2012-06-04 05:50:00	SPY	ETF	127.68	127.68	127.68	127.68	1000.0
2012-06-04 05:55:00	SPY	ETF	127.67	127.7	127.67	127.7	310.0
2012-06-04 06:00:00	SPY	ETF	127.72	127.72	127.69	127.69	348.0
2012-06-04 06:05:00	SPY	ETF	127.72	127.72	127.72	127.72	200.0
2012-06-04 06:10:00	SPY	ETF	127.81	127.81	127.81	127.81	100.0
2012-06-04 06:15:00	SPY	ETF	127.76	127.78	127.76	127.78	200.0
2012-06-04 06:20:00	SPY	ETF	127.88	127.99	127.88	127.96	16088.0
2012-06-04 06:25:00	SPY	ETF	127.98	128.03	127.98	128.0	14800.0
2012-06-04 06:30:00	SPY	ETF	127.95	127.95	127.93	127.93	77560.0
2012-06-04 06:35:00	SPY	ETF	127.92	128.0	127.92	128.0	12700.0
2012-06-04 06:40:00	SPY	ETF	128.03	128.19	128.03	128.15	40200.0
2012-06-04 06:45:00	SPY	ETF	128.16	128.31	128.16	128.2	139081.0
2012-06-04 06:50:00	SPY	ETF	128.19	128.27	128.12	128.13	9949.0
2012-06-04 06:55:00	SPY	ETF	128.17	128.21	128.17	128.21	5000.0
2012-06-04 07:00:00	SPY	ETF	128.15	128.3	128.13	128.3	18130.0
2012-06-04 07:05:00	SPY	ETF	128.26	128.3	128.25	128.27	23860.0
2012-06-04 07:10:00	SPY	ETF	128.25	128.33	128.24	128.24	86873.0
2012-06-04 07:15:00	SPY	ETF	128.26	128.32	128.24	128.3	63345.0
2012-06-04 07:20:00	SPY	ETF	128.31	128.31	128.24	128.24	65825.0
2012-06-04 07:25:00	SPY	ETF	128.24	128.24	128.15	128.17	43650.0
2012-06-04 07:30:00	SPY	ETF	128.17	128.18	128.1	128.13	95400.0
2012-06-04 07:35:00	SPY	ETF	128.15	128.25	128.11	128.25	134450.0
2012-06-04 07:40:00	SPY	ETF	128.28	128.38	128.27	128.38	127887.0
2012-06-04 07:45:00	SPY	ETF	128.31	128.38	128.3	128.35	55321.0
2012-06-04 07:50:00	SPY	ETF	128.36	128.42	128.33	128.39	69341.0
2012-06-04 07:55:00	SPY	ETF	128.43	128.43	128.35	128.35	92745.0
2012-06-04 08:00:00	SPY	ETF	128.33	128.37	128.12	128.37	2065936.0
2012-06-04 08:05:00	SPY	ETF	128.19	128.33	128.19	128.24	19260.0
2012-06-04 08:10:00	SPY	ETF	128.24	128.37	128.16	128.37	1095864.0
2012-06-04 08:15:00	SPY	ETF	128.38	128.4	128.35	128.4	101475.0
2012-06-04 08:20:00	SPY	ETF	128.39	128.44	128.36	128.37	93605.0
2012-06-04 08:25:00	SPY	ETF	128.36	128.4	128.34	128.35	62210.0

> showing 50 of 40,606 rows — these rows as CSV

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