PREVIEW / etf_5min / 2012-07-31

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-07-31.parquet
  size:    838 KB
  rows:    35,608

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
2012-07-31 04:05:00	SPY	ETF	138.78	138.78	138.77	138.77	1800.0
2012-07-31 04:30:00	SPY	ETF	138.93	138.93	138.93	138.93	394.0
2012-07-31 04:35:00	SPY	ETF	138.94	138.94	138.94	138.94	2400.0
2012-07-31 04:45:00	SPY	ETF	138.88	138.88	138.88	138.88	100.0
2012-07-31 05:00:00	SPY	ETF	138.9	138.9	138.9	138.9	100.0
2012-07-31 05:05:00	SPY	ETF	138.98	138.98	138.98	138.98	100.0
2012-07-31 05:20:00	SPY	ETF	138.97	138.97	138.97	138.97	250.0
2012-07-31 05:30:00	SPY	ETF	138.94	138.94	138.94	138.94	1500.0
2012-07-31 05:35:00	SPY	ETF	138.95	138.95	138.95	138.95	200.0
2012-07-31 05:40:00	SPY	ETF	139.02	139.02	139.02	139.02	1000.0
2012-07-31 05:50:00	SPY	ETF	139.01	139.01	139.01	139.01	1000.0
2012-07-31 06:00:00	SPY	ETF	139.06	139.11	139.06	139.1	954.0
2012-07-31 06:15:00	SPY	ETF	138.96	138.96	138.96	138.96	600.0
2012-07-31 06:20:00	SPY	ETF	138.97	138.97	138.97	138.97	100.0
2012-07-31 06:35:00	SPY	ETF	138.91	138.91	138.91	138.91	200.0
2012-07-31 06:45:00	SPY	ETF	138.88	138.88	138.88	138.88	100.0
2012-07-31 06:50:00	SPY	ETF	138.85	138.85	138.85	138.85	700.0
2012-07-31 07:00:00	SPY	ETF	138.88	138.95	138.87	138.94	25450.0
2012-07-31 07:05:00	SPY	ETF	138.93	139.0	138.92	138.99	49900.0
2012-07-31 07:10:00	SPY	ETF	138.94	138.94	138.93	138.93	300.0
2012-07-31 07:15:00	SPY	ETF	138.92	138.94	138.89	138.9	14905.0
2012-07-31 07:20:00	SPY	ETF	138.9	138.9	138.86	138.87	13175.0
2012-07-31 07:25:00	SPY	ETF	138.88	138.88	138.82	138.82	5365.0
2012-07-31 07:30:00	SPY	ETF	138.82	138.83	138.77	138.77	6900.0
2012-07-31 07:35:00	SPY	ETF	138.79	138.84	138.79	138.84	1300.0
2012-07-31 07:40:00	SPY	ETF	138.84	138.84	138.81	138.84	2332.0
2012-07-31 07:45:00	SPY	ETF	138.87	138.89	138.84	138.84	21100.0
2012-07-31 07:50:00	SPY	ETF	138.84	138.84	138.78	138.79	12267.0
2012-07-31 07:55:00	SPY	ETF	138.82	138.95	138.82	138.92	19399.0
2012-07-31 08:00:00	SPY	ETF	138.92	138.96	138.77	138.96	855582.0
2012-07-31 08:05:00	SPY	ETF	138.78	138.83	138.76	138.82	17490.0
2012-07-31 08:10:00	SPY	ETF	138.81	138.87	138.81	138.83	25204.0
2012-07-31 08:15:00	SPY	ETF	138.83	138.85	138.8	138.82	113670.0
2012-07-31 08:20:00	SPY	ETF	138.78	138.8	138.76	138.79	14700.0
2012-07-31 08:25:00	SPY	ETF	138.81	138.84	138.73	138.75	26324.0
2012-07-31 08:30:00	SPY	ETF	138.75	138.88	138.69	138.75	42826.0
2012-07-31 08:35:00	SPY	ETF	138.75	138.79	138.73	138.76	101571.0
2012-07-31 08:40:00	SPY	ETF	138.76	138.93	138.76	138.92	74018.0
2012-07-31 08:45:00	SPY	ETF	138.92	138.92	138.83	138.86	33295.0
2012-07-31 08:50:00	SPY	ETF	138.87	138.94	138.83	138.89	42259.0
2012-07-31 08:55:00	SPY	ETF	138.88	138.9	138.63	138.73	512335.0
2012-07-31 09:00:00	SPY	ETF	138.71	138.81	138.71	138.72	148314.0
2012-07-31 09:05:00	SPY	ETF	138.73	138.83	138.71	138.76	275459.0
2012-07-31 09:10:00	SPY	ETF	138.77	138.8	138.45	138.52	810016.0
2012-07-31 09:15:00	SPY	ETF	138.52	138.58	138.45	138.5	371441.0
2012-07-31 09:20:00	SPY	ETF	138.51	138.51	138.39	138.47	375455.0
2012-07-31 09:25:00	SPY	ETF	138.46	138.52	138.41	138.49	308158.0
2012-07-31 09:30:00	SPY	ETF	138.49	138.66	138.38	138.63	2933544.0
2012-07-31 09:35:00	SPY	ETF	138.63	138.73	138.57	138.62	2080277.0
2012-07-31 09:40:00	SPY	ETF	138.62	138.85	138.6	138.74	3492492.0

> showing 50 of 35,608 rows — these rows as CSV

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