PREVIEW / etf_5min / 2012-07-26

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-07-26.parquet
  size:    857 KB
  rows:    36,122

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
2012-07-26 04:05:00	SPY	ETF	133.9	133.9	133.9	133.9	200.0
2012-07-26 04:10:00	SPY	ETF	133.83	133.83	133.83	133.83	100.0
2012-07-26 04:30:00	SPY	ETF	133.88	133.88	133.88	133.88	247.0
2012-07-26 04:35:00	SPY	ETF	133.86	133.86	133.84	133.84	200.0
2012-07-26 04:40:00	SPY	ETF	133.81	133.81	133.81	133.81	100.0
2012-07-26 04:45:00	SPY	ETF	133.81	133.81	133.76	133.76	500.0
2012-07-26 04:50:00	SPY	ETF	133.81	133.81	133.8	133.8	200.0
2012-07-26 05:00:00	SPY	ETF	133.66	133.66	133.59	133.59	350.0
2012-07-26 05:05:00	SPY	ETF	133.54	133.57	133.44	133.45	18610.0
2012-07-26 05:10:00	SPY	ETF	133.6	133.6	133.6	133.6	400.0
2012-07-26 05:30:00	SPY	ETF	133.62	133.65	133.62	133.65	21900.0
2012-07-26 05:35:00	SPY	ETF	133.68	133.68	133.68	133.68	100.0
2012-07-26 05:40:00	SPY	ETF	133.68	133.68	133.68	133.68	400.0
2012-07-26 06:05:00	SPY	ETF	133.55	133.6	133.55	133.6	600.0
2012-07-26 06:10:00	SPY	ETF	133.74	134.02	133.74	134.01	11960.0
2012-07-26 06:15:00	SPY	ETF	134.05	134.35	134.05	134.35	7162.0
2012-07-26 06:20:00	SPY	ETF	134.39	134.78	134.38	134.78	26850.0
2012-07-26 06:25:00	SPY	ETF	134.72	134.74	134.49	134.51	39495.0
2012-07-26 06:30:00	SPY	ETF	134.56	134.61	134.53	134.56	6800.0
2012-07-26 06:35:00	SPY	ETF	134.66	134.81	134.66	134.78	19000.0
2012-07-26 06:40:00	SPY	ETF	134.76	134.8	134.65	134.66	32050.0
2012-07-26 06:45:00	SPY	ETF	134.66	134.88	134.66	134.76	30040.0
2012-07-26 06:50:00	SPY	ETF	134.75	135.01	134.74	135.01	89995.0
2012-07-26 06:55:00	SPY	ETF	135.06	135.1	134.99	135.0	96220.0
2012-07-26 07:00:00	SPY	ETF	134.99	135.67	134.99	135.63	236647.0
2012-07-26 07:05:00	SPY	ETF	135.6	135.62	135.51	135.58	176650.0
2012-07-26 07:10:00	SPY	ETF	135.56	135.88	135.56	135.87	204800.0
2012-07-26 07:15:00	SPY	ETF	135.87	136.02	135.75	135.76	205001.0
2012-07-26 07:20:00	SPY	ETF	135.75	135.77	135.56	135.56	152833.0
2012-07-26 07:25:00	SPY	ETF	135.56	135.6	135.4	135.47	205766.0
2012-07-26 07:30:00	SPY	ETF	135.46	135.74	135.37	135.57	952571.0
2012-07-26 07:35:00	SPY	ETF	135.65	135.74	135.56	135.6	194011.0
2012-07-26 07:40:00	SPY	ETF	135.6	135.63	135.49	135.55	165312.0
2012-07-26 07:45:00	SPY	ETF	135.52	135.58	135.44	135.49	116402.0
2012-07-26 07:50:00	SPY	ETF	135.5	135.51	135.42	135.46	93784.0
2012-07-26 07:55:00	SPY	ETF	135.46	135.65	135.46	135.58	201970.0
2012-07-26 08:00:00	SPY	ETF	135.56	135.7	134.7798	135.6	1055490.0
2012-07-26 08:05:00	SPY	ETF	135.65	135.72	135.62	135.62	158080.0
2012-07-26 08:10:00	SPY	ETF	135.56	135.63	135.52	135.57	79969.0
2012-07-26 08:15:00	SPY	ETF	135.6	135.66	135.57	135.63	116011.0
2012-07-26 08:20:00	SPY	ETF	135.65	135.7	135.61	135.67	121491.0
2012-07-26 08:25:00	SPY	ETF	135.68	135.97	134.63	135.56	235578.0
2012-07-26 08:30:00	SPY	ETF	135.52	135.99	135.52	135.99	1502372.0
2012-07-26 08:35:00	SPY	ETF	135.99	136.0	135.85	135.86	564287.0
2012-07-26 08:40:00	SPY	ETF	135.85	135.89	135.77	135.85	88606.0
2012-07-26 08:45:00	SPY	ETF	135.85	135.93	135.75	135.79	338477.0
2012-07-26 08:50:00	SPY	ETF	135.8	135.83	135.71	135.79	133757.0
2012-07-26 08:55:00	SPY	ETF	135.8	135.82	135.73	135.81	160260.0
2012-07-26 09:00:00	SPY	ETF	135.82	135.83	135.64	135.64	284991.0
2012-07-26 09:05:00	SPY	ETF	135.65	135.71	135.62	135.71	207237.0

> showing 50 of 36,122 rows — these rows as CSV

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