PREVIEW / etf_5min / 2012-07-19

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-07-19.parquet
  size:    850 KB
  rows:    35,256

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
2012-07-19 04:00:00	SPY	ETF	137.85	137.85	137.85	137.85	400.0
2012-07-19 04:25:00	SPY	ETF	137.71	137.71	137.68	137.68	335.0
2012-07-19 04:30:00	SPY	ETF	137.7	137.7	137.66	137.66	1200.0
2012-07-19 04:35:00	SPY	ETF	137.7	137.7	137.7	137.7	5000.0
2012-07-19 04:55:00	SPY	ETF	137.46	137.5	137.46	137.48	800.0
2012-07-19 05:00:00	SPY	ETF	137.51	137.51	137.51	137.51	200.0
2012-07-19 05:10:00	SPY	ETF	137.51	137.53	137.51	137.53	800.0
2012-07-19 05:15:00	SPY	ETF	137.58	137.58	137.58	137.58	200.0
2012-07-19 05:25:00	SPY	ETF	137.63	137.63	137.63	137.63	400.0
2012-07-19 05:30:00	SPY	ETF	137.61	137.65	137.6	137.65	21100.0
2012-07-19 05:40:00	SPY	ETF	137.63	137.63	137.63	137.63	7497.0
2012-07-19 05:45:00	SPY	ETF	137.67	137.67	137.63	137.63	22200.0
2012-07-19 05:50:00	SPY	ETF	137.68	137.72	137.68	137.72	1100.0
2012-07-19 05:55:00	SPY	ETF	137.72	137.72	137.68	137.68	203.0
2012-07-19 06:00:00	SPY	ETF	137.7	137.9	137.7	137.9	21175.0
2012-07-19 06:05:00	SPY	ETF	137.88	137.88	137.86	137.86	503.0
2012-07-19 06:10:00	SPY	ETF	137.85	137.85	137.85	137.85	3000.0
2012-07-19 06:15:00	SPY	ETF	137.85	137.85	137.83	137.83	3424.0
2012-07-19 06:25:00	SPY	ETF	137.88	137.88	137.88	137.88	500.0
2012-07-19 06:30:00	SPY	ETF	137.9	138.1	137.9	138.05	23601.0
2012-07-19 06:35:00	SPY	ETF	138.08	138.08	137.99	137.99	29300.0
2012-07-19 06:45:00	SPY	ETF	137.94	137.98	137.94	137.98	1200.0
2012-07-19 06:50:00	SPY	ETF	137.96	137.96	137.86	137.86	2400.0
2012-07-19 06:55:00	SPY	ETF	137.86	137.87	137.84	137.85	2700.0
2012-07-19 07:00:00	SPY	ETF	137.87	137.9	137.86	137.86	15200.0
2012-07-19 07:05:00	SPY	ETF	137.86	137.92	137.83	137.85	20900.0
2012-07-19 07:10:00	SPY	ETF	137.85	137.86	137.85	137.86	400.0
2012-07-19 07:15:00	SPY	ETF	137.84	137.84	137.73	137.73	14134.0
2012-07-19 07:20:00	SPY	ETF	137.76	137.8	137.75	137.8	9900.0
2012-07-19 07:25:00	SPY	ETF	137.77	137.78	137.7	137.76	50000.0
2012-07-19 07:30:00	SPY	ETF	137.78	137.85	137.78	137.83	41400.0
2012-07-19 07:35:00	SPY	ETF	137.82	137.83	137.78	137.82	3808.0
2012-07-19 07:40:00	SPY	ETF	137.85	137.94	137.84	137.94	57760.0
2012-07-19 07:45:00	SPY	ETF	137.92	137.93	137.92	137.92	2800.0
2012-07-19 07:50:00	SPY	ETF	137.91	137.98	137.89	137.98	81807.0
2012-07-19 07:55:00	SPY	ETF	137.96	137.96	137.91	137.91	11490.0
2012-07-19 08:00:00	SPY	ETF	137.91	137.95	137.78	137.92	37920.0
2012-07-19 08:05:00	SPY	ETF	137.91	138.01	137.91	137.93	87577.0
2012-07-19 08:10:00	SPY	ETF	137.93	137.96	137.92	137.93	9900.0
2012-07-19 08:15:00	SPY	ETF	137.95	138.0	137.95	137.99	125280.0
2012-07-19 08:20:00	SPY	ETF	137.99	138.08	137.99	138.03	113803.0
2012-07-19 08:25:00	SPY	ETF	138.03	138.15	138.02	138.1	322193.0
2012-07-19 08:30:00	SPY	ETF	138.04	138.04	137.75	137.8	989111.0
2012-07-19 08:35:00	SPY	ETF	137.8	137.82	137.76	137.8	529886.0
2012-07-19 08:40:00	SPY	ETF	137.79	137.97	137.77	137.95	329614.0
2012-07-19 08:45:00	SPY	ETF	137.96	138.02	137.93	137.93	107725.0
2012-07-19 08:50:00	SPY	ETF	137.93	137.95	137.84	137.84	51301.0
2012-07-19 08:55:00	SPY	ETF	137.85	137.85	137.8	137.82	114902.0
2012-07-19 09:00:00	SPY	ETF	137.82	137.87	137.77	137.82	115059.0
2012-07-19 09:05:00	SPY	ETF	137.82	137.86	137.8	137.86	36080.0

> showing 50 of 35,256 rows — these rows as CSV

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