PREVIEW / etf_5min / 2012-07-30

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-07-30.parquet
  size:    838 KB
  rows:    35,149

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
2012-07-30 04:05:00	SPY	ETF	138.41	138.41	138.41	138.41	200.0
2012-07-30 04:10:00	SPY	ETF	138.34	138.34	138.34	138.34	100.0
2012-07-30 04:25:00	SPY	ETF	138.26	138.26	138.25	138.25	200.0
2012-07-30 04:40:00	SPY	ETF	138.24	138.24	138.24	138.24	500.0
2012-07-30 05:15:00	SPY	ETF	138.25	138.25	138.25	138.25	100.0
2012-07-30 05:25:00	SPY	ETF	138.42	138.44	138.42	138.44	15000.0
2012-07-30 05:35:00	SPY	ETF	138.51	138.51	138.51	138.51	100.0
2012-07-30 06:00:00	SPY	ETF	138.59	138.59	138.54	138.54	20000.0
2012-07-30 06:10:00	SPY	ETF	138.57	138.57	138.57	138.57	100.0
2012-07-30 06:15:00	SPY	ETF	138.51	138.51	138.51	138.51	100.0
2012-07-30 06:30:00	SPY	ETF	138.51	138.54	138.51	138.54	1084.0
2012-07-30 06:40:00	SPY	ETF	138.46	138.46	138.46	138.46	1500.0
2012-07-30 06:45:00	SPY	ETF	138.43	138.43	138.41	138.41	2940.0
2012-07-30 06:50:00	SPY	ETF	138.44	138.44	138.41	138.44	2340.0
2012-07-30 06:55:00	SPY	ETF	138.45	138.45	138.45	138.45	240.0
2012-07-30 07:00:00	SPY	ETF	138.49	138.52	138.47	138.52	3210.0
2012-07-30 07:05:00	SPY	ETF	138.53	138.56	138.51	138.51	17150.0
2012-07-30 07:10:00	SPY	ETF	138.53	138.53	138.47	138.47	700.0
2012-07-30 07:15:00	SPY	ETF	138.49	138.58	138.49	138.56	2600.0
2012-07-30 07:20:00	SPY	ETF	138.57	138.57	138.52	138.52	700.0
2012-07-30 07:25:00	SPY	ETF	138.53	138.54	138.49	138.54	26100.0
2012-07-30 07:30:00	SPY	ETF	138.54	138.54	138.5	138.5	6300.0
2012-07-30 07:35:00	SPY	ETF	138.5	138.56	138.5	138.55	2200.0
2012-07-30 07:40:00	SPY	ETF	138.52	138.55	138.44	138.44	38889.0
2012-07-30 07:45:00	SPY	ETF	138.46	138.55	138.41	138.54	58590.0
2012-07-30 07:50:00	SPY	ETF	138.52	138.57	138.46	138.46	22600.0
2012-07-30 07:55:00	SPY	ETF	138.49	138.55	138.47	138.47	6747.0
2012-07-30 08:00:00	SPY	ETF	138.47	138.58	138.47	138.56	59740.0
2012-07-30 08:05:00	SPY	ETF	138.58	138.58	138.51	138.52	36127.0
2012-07-30 08:10:00	SPY	ETF	138.52	138.57	138.52	138.56	24300.0
2012-07-30 08:15:00	SPY	ETF	138.56	138.58	138.49	138.5	65090.0
2012-07-30 08:20:00	SPY	ETF	138.5	138.54	138.45	138.52	53815.0
2012-07-30 08:25:00	SPY	ETF	138.52	138.52	138.37	138.37	146315.0
2012-07-30 08:30:00	SPY	ETF	138.36	138.47	138.32	138.45	94783.0
2012-07-30 08:35:00	SPY	ETF	138.43	138.48	138.39	138.39	116829.0
2012-07-30 08:40:00	SPY	ETF	138.39	138.42	138.36	138.39	71900.0
2012-07-30 08:45:00	SPY	ETF	138.38	138.38	138.3	138.34	82526.0
2012-07-30 08:50:00	SPY	ETF	138.36	138.49	138.36	138.45	63705.0
2012-07-30 08:55:00	SPY	ETF	138.46	138.49	138.43	138.49	35058.0
2012-07-30 09:00:00	SPY	ETF	138.49	138.54	138.44	138.54	63242.0
2012-07-30 09:05:00	SPY	ETF	138.54	138.57	138.49	138.52	57742.0
2012-07-30 09:10:00	SPY	ETF	138.52	138.54	138.45	138.54	66900.0
2012-07-30 09:15:00	SPY	ETF	138.54	138.57	138.53	138.54	190709.0
2012-07-30 09:20:00	SPY	ETF	138.54	138.59	138.52	138.56	129889.0
2012-07-30 09:25:00	SPY	ETF	138.57	138.58	138.51	138.51	199668.0
2012-07-30 09:30:00	SPY	ETF	138.52	138.92	138.51	138.86	3920010.0
2012-07-30 09:35:00	SPY	ETF	138.86	138.91	138.7	138.74	2232943.0
2012-07-30 09:40:00	SPY	ETF	138.74	138.75	138.6	138.74	1823810.0
2012-07-30 09:45:00	SPY	ETF	138.74	138.76	138.59	138.68	1319762.0
2012-07-30 09:50:00	SPY	ETF	138.68	138.75	138.58	138.68	1248856.0

> showing 50 of 35,149 rows — these rows as CSV

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