PREVIEW / etf_5min / 2012-07-20

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-07-20.parquet
  size:    811 KB
  rows:    34,729

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
2012-07-20 04:20:00	SPY	ETF	137.51	137.51	137.51	137.51	1000.0
2012-07-20 04:30:00	SPY	ETF	137.45	137.45	137.45	137.45	200.0
2012-07-20 04:55:00	SPY	ETF	137.58	137.58	137.58	137.58	5200.0
2012-07-20 05:10:00	SPY	ETF	137.59	137.59	137.59	137.59	200.0
2012-07-20 05:45:00	SPY	ETF	137.61	137.61	137.53	137.53	400.0
2012-07-20 05:50:00	SPY	ETF	137.5	137.5	137.47	137.47	700.0
2012-07-20 05:55:00	SPY	ETF	137.46	137.46	137.45	137.45	350.0
2012-07-20 06:00:00	SPY	ETF	137.31	137.35	137.31	137.31	12804.0
2012-07-20 06:05:00	SPY	ETF	137.35	137.38	137.3	137.38	9900.0
2012-07-20 06:10:00	SPY	ETF	137.34	137.34	137.33	137.33	2500.0
2012-07-20 06:15:00	SPY	ETF	137.4	137.4	137.4	137.4	500.0
2012-07-20 06:20:00	SPY	ETF	137.25	137.25	137.18	137.18	2700.0
2012-07-20 06:25:00	SPY	ETF	137.21	137.29	137.21	137.29	1600.0
2012-07-20 06:30:00	SPY	ETF	137.3	137.3	137.21	137.21	1700.0
2012-07-20 06:35:00	SPY	ETF	137.23	137.3	137.21	137.29	2980.0
2012-07-20 06:40:00	SPY	ETF	137.28	137.28	137.18	137.18	9500.0
2012-07-20 06:45:00	SPY	ETF	137.18	137.21	137.18	137.21	2400.0
2012-07-20 06:50:00	SPY	ETF	137.27	137.27	137.2	137.21	10500.0
2012-07-20 06:55:00	SPY	ETF	137.24	137.25	137.24	137.25	2000.0
2012-07-20 07:00:00	SPY	ETF	137.25	137.28	137.22	137.28	18919.0
2012-07-20 07:05:00	SPY	ETF	137.27	137.28	137.25	137.25	2400.0
2012-07-20 07:10:00	SPY	ETF	137.27	137.32	137.27	137.28	11300.0
2012-07-20 07:15:00	SPY	ETF	137.28	137.28	137.26	137.26	6640.0
2012-07-20 07:20:00	SPY	ETF	137.26	137.27	137.21	137.25	9800.0
2012-07-20 07:25:00	SPY	ETF	137.27	137.28	137.25	137.25	5100.0
2012-07-20 07:30:00	SPY	ETF	137.26	137.26	137.21	137.23	22750.0
2012-07-20 07:35:00	SPY	ETF	137.25	137.25	137.04	137.09	56953.0
2012-07-20 07:40:00	SPY	ETF	137.12	137.12	136.99	137.09	60515.0
2012-07-20 07:45:00	SPY	ETF	137.08	137.1	136.89	136.95	78155.0
2012-07-20 07:50:00	SPY	ETF	136.94	136.95	136.85	136.95	96001.0
2012-07-20 07:55:00	SPY	ETF	136.95	137.02	136.93	136.93	150799.0
2012-07-20 08:00:00	SPY	ETF	136.97	137.26	136.93	137.22	112250.0
2012-07-20 08:05:00	SPY	ETF	136.95	136.95	136.84	136.93	162765.0
2012-07-20 08:10:00	SPY	ETF	136.93	137.06	136.86	136.95	120826.0
2012-07-20 08:15:00	SPY	ETF	136.93	136.98	136.87	136.98	34250.0
2012-07-20 08:20:00	SPY	ETF	136.97	136.97	136.89	136.94	44518.0
2012-07-20 08:25:00	SPY	ETF	136.93	136.94	136.85	136.89	84218.0
2012-07-20 08:30:00	SPY	ETF	136.89	136.94	136.78	136.8	206641.0
2012-07-20 08:35:00	SPY	ETF	136.78	136.84	136.78	136.83	148330.0
2012-07-20 08:40:00	SPY	ETF	136.83	136.85	136.78	136.85	93225.0
2012-07-20 08:45:00	SPY	ETF	136.85	136.91	136.85	136.88	138892.0
2012-07-20 08:50:00	SPY	ETF	136.87	136.92	136.87	136.88	36211.0
2012-07-20 08:55:00	SPY	ETF	136.88	136.96	136.86	136.96	102075.0
2012-07-20 09:00:00	SPY	ETF	136.96	137.03	136.93	136.93	309190.0
2012-07-20 09:05:00	SPY	ETF	136.94	137.02	136.9	137.0	88285.0
2012-07-20 09:10:00	SPY	ETF	137.0	137.03	136.84	136.89	84753.0
2012-07-20 09:15:00	SPY	ETF	136.89	136.94	136.86	136.94	241797.0
2012-07-20 09:20:00	SPY	ETF	136.94	136.95	136.84	136.85	381882.0
2012-07-20 09:25:00	SPY	ETF	136.85	136.98	136.8	136.95	600847.0
2012-07-20 09:30:00	SPY	ETF	136.95	137.08	136.85	137.01	5199770.0

> showing 50 of 34,729 rows — these rows as CSV

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