PREVIEW / etf_5min / 2012-06-29

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-06-29.parquet
  size:    925 KB
  rows:    38,729

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
2012-06-29 04:00:00	SPY	ETF	134.2	134.64	134.2	134.42	6605.0
2012-06-29 04:05:00	SPY	ETF	134.58	134.59	134.43	134.43	602.0
2012-06-29 04:10:00	SPY	ETF	134.58	134.58	134.32	134.5	8899.0
2012-06-29 04:15:00	SPY	ETF	134.48	134.48	134.48	134.48	100.0
2012-06-29 04:20:00	SPY	ETF	134.49	134.49	134.49	134.49	100.0
2012-06-29 04:25:00	SPY	ETF	134.45	134.45	134.45	134.45	150.0
2012-06-29 04:30:00	SPY	ETF	134.44	134.44	134.44	134.44	200.0
2012-06-29 04:35:00	SPY	ETF	134.38	134.38	134.36	134.36	7500.0
2012-06-29 04:40:00	SPY	ETF	134.36	134.36	134.36	134.36	500.0
2012-06-29 04:45:00	SPY	ETF	134.34	134.34	134.34	134.34	199.0
2012-06-29 04:50:00	SPY	ETF	134.32	134.32	134.32	134.32	1000.0
2012-06-29 04:55:00	SPY	ETF	134.38	134.47	134.38	134.47	1599.0
2012-06-29 05:00:00	SPY	ETF	134.41	134.49	134.41	134.49	2410.0
2012-06-29 05:05:00	SPY	ETF	134.49	134.49	134.41	134.41	3200.0
2012-06-29 05:10:00	SPY	ETF	134.41	134.45	134.38	134.38	5000.0
2012-06-29 05:15:00	SPY	ETF	134.33	134.33	134.33	134.33	600.0
2012-06-29 05:20:00	SPY	ETF	134.3	134.31	134.3	134.31	3000.0
2012-06-29 05:25:00	SPY	ETF	134.34	134.34	134.34	134.34	200.0
2012-06-29 05:30:00	SPY	ETF	134.4	134.43	134.4	134.43	5199.0
2012-06-29 05:40:00	SPY	ETF	134.5	134.5	134.5	134.5	1000.0
2012-06-29 05:45:00	SPY	ETF	134.51	134.58	134.44	134.58	2998.0
2012-06-29 05:50:00	SPY	ETF	134.59	134.61	134.59	134.61	671.0
2012-06-29 05:55:00	SPY	ETF	134.51	134.57	134.51	134.57	7000.0
2012-06-29 06:00:00	SPY	ETF	134.51	134.51	134.48	134.48	5700.0
2012-06-29 06:05:00	SPY	ETF	134.5	134.52	134.48	134.52	26200.0
2012-06-29 06:10:00	SPY	ETF	134.52	134.52	134.46	134.46	4000.0
2012-06-29 06:15:00	SPY	ETF	134.46	134.46	134.35	134.37	34950.0
2012-06-29 06:20:00	SPY	ETF	134.37	134.37	134.37	134.37	5900.0
2012-06-29 06:25:00	SPY	ETF	134.38	134.45	134.38	134.45	3200.0
2012-06-29 06:30:00	SPY	ETF	134.44	134.44	134.39	134.42	6450.0
2012-06-29 06:35:00	SPY	ETF	134.45	134.54	134.45	134.54	2201.0
2012-06-29 06:40:00	SPY	ETF	134.52	134.52	134.52	134.52	1800.0
2012-06-29 06:45:00	SPY	ETF	134.53	134.64	134.53	134.64	10199.0
2012-06-29 06:50:00	SPY	ETF	134.62	134.65	134.61	134.64	17153.0
2012-06-29 06:55:00	SPY	ETF	134.62	134.64	134.59	134.62	20799.0
2012-06-29 07:00:00	SPY	ETF	134.62	134.77	134.62	134.73	275222.0
2012-06-29 07:05:00	SPY	ETF	134.71	134.78	134.69	134.76	68500.0
2012-06-29 07:10:00	SPY	ETF	134.76	134.83	134.74	134.79	42904.0
2012-06-29 07:15:00	SPY	ETF	134.82	134.9	134.79	134.85	98710.0
2012-06-29 07:20:00	SPY	ETF	134.85	134.86	134.78	134.78	102200.0
2012-06-29 07:25:00	SPY	ETF	134.78	134.84	134.78	134.8	51742.0
2012-06-29 07:30:00	SPY	ETF	134.81	134.86	134.7	134.7	100200.0
2012-06-29 07:35:00	SPY	ETF	134.7	134.72	134.57	134.64	143476.0
2012-06-29 07:40:00	SPY	ETF	134.61	134.66	134.55	134.6	102335.0
2012-06-29 07:45:00	SPY	ETF	134.61	134.72	134.54	134.6	287400.0
2012-06-29 07:50:00	SPY	ETF	134.62	134.71	134.61	134.66	223807.0
2012-06-29 07:55:00	SPY	ETF	134.66	134.71	134.63	134.69	162054.0
2012-06-29 08:00:00	SPY	ETF	134.69	134.86	134.67	134.76	563697.0
2012-06-29 08:05:00	SPY	ETF	134.71	134.79	134.7	134.73	70050.0
2012-06-29 08:10:00	SPY	ETF	134.73	134.8	134.73	134.76	253715.0

> showing 50 of 38,729 rows — these rows as CSV

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