PREVIEW / etf_5min / 2012-07-24

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-07-24.parquet
  size:    907 KB
  rows:    37,089

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
2012-07-24 04:00:00	SPY	ETF	134.74	134.74	134.73	134.73	1000.0
2012-07-24 04:05:00	SPY	ETF	134.68	134.68	134.68	134.68	200.0
2012-07-24 04:15:00	SPY	ETF	134.74	134.83	134.74	134.83	900.0
2012-07-24 04:20:00	SPY	ETF	134.84	134.87	134.8	134.86	700.0
2012-07-24 04:25:00	SPY	ETF	134.87	134.91	134.87	134.91	500.0
2012-07-24 04:30:00	SPY	ETF	134.9	134.9	134.9	134.9	200.0
2012-07-24 04:40:00	SPY	ETF	134.85	134.85	134.85	134.85	100.0
2012-07-24 04:50:00	SPY	ETF	134.91	135.05	134.91	135.05	6900.0
2012-07-24 04:55:00	SPY	ETF	134.99	134.99	134.95	134.95	500.0
2012-07-24 05:00:00	SPY	ETF	134.94	134.94	134.91	134.91	400.0
2012-07-24 05:05:00	SPY	ETF	134.89	134.89	134.83	134.86	5700.0
2012-07-24 05:15:00	SPY	ETF	134.89	134.91	134.89	134.91	300.0
2012-07-24 05:20:00	SPY	ETF	134.92	135.01	134.92	135.0	2000.0
2012-07-24 05:25:00	SPY	ETF	134.96	134.96	134.93	134.93	450.0
2012-07-24 05:30:00	SPY	ETF	134.92	134.92	134.88	134.88	500.0
2012-07-24 05:35:00	SPY	ETF	134.91	134.91	134.91	134.91	200.0
2012-07-24 05:40:00	SPY	ETF	134.94	134.99	134.94	134.99	900.0
2012-07-24 05:45:00	SPY	ETF	135.0	135.0	135.0	135.0	20000.0
2012-07-24 05:50:00	SPY	ETF	134.94	134.94	134.91	134.91	2200.0
2012-07-24 05:55:00	SPY	ETF	134.9	134.93	134.9	134.93	200.0
2012-07-24 06:00:00	SPY	ETF	134.89	134.94	134.88	134.94	300.0
2012-07-24 06:05:00	SPY	ETF	134.95	134.98	134.87	134.87	10700.0
2012-07-24 06:10:00	SPY	ETF	134.86	134.86	134.78	134.8	600.0
2012-07-24 06:15:00	SPY	ETF	134.79	134.79	134.71	134.71	8530.0
2012-07-24 06:20:00	SPY	ETF	134.71	134.71	134.63	134.63	600.0
2012-07-24 06:25:00	SPY	ETF	134.7	134.7	134.56	134.56	1800.0
2012-07-24 06:30:00	SPY	ETF	134.6	134.6	134.5	134.5	10165.0
2012-07-24 06:35:00	SPY	ETF	134.49	134.6	134.49	134.57	17984.0
2012-07-24 06:40:00	SPY	ETF	134.59	134.7	134.59	134.7	2700.0
2012-07-24 06:45:00	SPY	ETF	134.7	134.71	134.69	134.69	5300.0
2012-07-24 06:50:00	SPY	ETF	134.64	134.64	134.64	134.64	200.0
2012-07-24 06:55:00	SPY	ETF	134.69	134.69	134.56	134.68	9748.0
2012-07-24 07:00:00	SPY	ETF	134.64	134.73	134.62	134.73	1900.0
2012-07-24 07:05:00	SPY	ETF	134.73	134.77	134.7	134.7	3660.0
2012-07-24 07:10:00	SPY	ETF	134.75	134.75	134.71	134.71	600.0
2012-07-24 07:15:00	SPY	ETF	134.73	134.8	134.73	134.78	78700.0
2012-07-24 07:20:00	SPY	ETF	134.79	134.91	134.79	134.82	18640.0
2012-07-24 07:25:00	SPY	ETF	134.83	134.87	134.76	134.76	10415.0
2012-07-24 07:30:00	SPY	ETF	134.75	134.75	134.71	134.73	11950.0
2012-07-24 07:35:00	SPY	ETF	134.66	134.71	134.65	134.67	2415.0
2012-07-24 07:40:00	SPY	ETF	134.65	134.65	134.59	134.61	32600.0
2012-07-24 07:45:00	SPY	ETF	134.64	134.64	134.56	134.56	68600.0
2012-07-24 07:50:00	SPY	ETF	134.6	134.68	134.59	134.68	87800.0
2012-07-24 07:55:00	SPY	ETF	134.64	134.7	134.59	134.7	71100.0
2012-07-24 08:00:00	SPY	ETF	134.7	134.7	134.6	134.63	28940.0
2012-07-24 08:05:00	SPY	ETF	134.63	134.75	134.61	134.7	42758.0
2012-07-24 08:10:00	SPY	ETF	134.71	134.75	134.69	134.75	75040.0
2012-07-24 08:15:00	SPY	ETF	134.72	134.75	134.64	134.67	64020.0
2012-07-24 08:20:00	SPY	ETF	134.68	134.74	134.68	134.72	8130.0
2012-07-24 08:25:00	SPY	ETF	134.69	134.81	134.69	134.78	36720.0

> showing 50 of 37,089 rows — these rows as CSV

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