PREVIEW / etf_5min / 2012-08-02

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-08-02.parquet
  size:    879 KB
  rows:    36,850

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
2012-08-02 04:20:00	SPY	ETF	137.6	137.7	137.6	137.7	700.0
2012-08-02 04:25:00	SPY	ETF	137.7	137.7	137.7	137.7	4500.0
2012-08-02 05:15:00	SPY	ETF	137.96	137.99	137.96	137.99	3200.0
2012-08-02 05:20:00	SPY	ETF	137.99	137.99	137.99	137.99	950.0
2012-08-02 05:30:00	SPY	ETF	138.03	138.03	138.03	138.03	300.0
2012-08-02 05:35:00	SPY	ETF	138.12	138.12	138.11	138.11	350.0
2012-08-02 05:40:00	SPY	ETF	138.06	138.06	138.06	138.06	946.0
2012-08-02 05:45:00	SPY	ETF	138.05	138.1	138.05	138.1	10500.0
2012-08-02 05:50:00	SPY	ETF	138.21	138.25	138.21	138.25	6100.0
2012-08-02 05:55:00	SPY	ETF	138.27	138.27	138.27	138.27	1000.0
2012-08-02 06:05:00	SPY	ETF	138.24	138.24	138.24	138.24	1800.0
2012-08-02 06:10:00	SPY	ETF	138.27	138.27	138.27	138.27	100.0
2012-08-02 06:15:00	SPY	ETF	138.19	138.2	138.19	138.2	21000.0
2012-08-02 06:20:00	SPY	ETF	138.2	138.2	138.2	138.2	2000.0
2012-08-02 06:25:00	SPY	ETF	138.15	138.15	138.15	138.15	11000.0
2012-08-02 06:30:00	SPY	ETF	138.17	138.17	138.13	138.13	320.0
2012-08-02 06:40:00	SPY	ETF	138.12	138.17	138.12	138.17	900.0
2012-08-02 06:45:00	SPY	ETF	138.13	138.14	138.13	138.14	2150.0
2012-08-02 06:50:00	SPY	ETF	138.1	138.1	138.07	138.1	3750.0
2012-08-02 06:55:00	SPY	ETF	138.1	138.25	138.1	138.18	26800.0
2012-08-02 07:00:00	SPY	ETF	138.15	138.32	138.15	138.22	17974.0
2012-08-02 07:05:00	SPY	ETF	138.22	138.24	138.14	138.17	26999.0
2012-08-02 07:10:00	SPY	ETF	138.15	138.15	138.08	138.1	30400.0
2012-08-02 07:15:00	SPY	ETF	138.1	138.1	138.03	138.03	2100.0
2012-08-02 07:20:00	SPY	ETF	138.05	138.1	138.02	138.02	4400.0
2012-08-02 07:25:00	SPY	ETF	138.05	138.11	138.02	138.11	133869.0
2012-08-02 07:30:00	SPY	ETF	138.11	138.24	138.11	138.14	289686.0
2012-08-02 07:35:00	SPY	ETF	138.17	138.22	138.15	138.17	101430.0
2012-08-02 07:40:00	SPY	ETF	138.18	138.2	138.04	138.05	32685.0
2012-08-02 07:45:00	SPY	ETF	137.95	138.13	137.51	138.0	422111.0
2012-08-02 07:50:00	SPY	ETF	138.0	138.25	138.0	138.15	74879.0
2012-08-02 07:55:00	SPY	ETF	138.17	138.17	138.07	138.14	26025.0
2012-08-02 08:00:00	SPY	ETF	138.16	138.27	138.15	138.2	121758.0
2012-08-02 08:05:00	SPY	ETF	138.22	138.24	138.11	138.16	44675.0
2012-08-02 08:10:00	SPY	ETF	138.16	138.37	138.16	138.36	276531.0
2012-08-02 08:15:00	SPY	ETF	138.37	138.44	138.29	138.3	127945.0
2012-08-02 08:20:00	SPY	ETF	138.29	138.46	138.28	138.4	280850.0
2012-08-02 08:25:00	SPY	ETF	138.4	138.49	138.23	138.35	469735.0
2012-08-02 08:30:00	SPY	ETF	138.28	138.93	138.26	138.52	1549189.0
2012-08-02 08:35:00	SPY	ETF	138.55	138.87	137.67	137.72	3204522.0
2012-08-02 08:40:00	SPY	ETF	137.72	137.84	136.78	136.94	3635029.0
2012-08-02 08:45:00	SPY	ETF	136.95	137.34	136.89	137.09	2007572.0
2012-08-02 08:50:00	SPY	ETF	137.11	137.12	136.46	136.49	1380626.0
2012-08-02 08:55:00	SPY	ETF	136.48	136.87	136.4	136.57	792585.0
2012-08-02 09:00:00	SPY	ETF	136.55	136.62	136.23	136.35	1172122.0
2012-08-02 09:05:00	SPY	ETF	136.35	136.6	136.27	136.52	746260.0
2012-08-02 09:10:00	SPY	ETF	136.53	136.78	136.46	136.74	349646.0
2012-08-02 09:15:00	SPY	ETF	136.73	136.73	136.56	136.59	360747.0
2012-08-02 09:20:00	SPY	ETF	136.59	136.65	136.31	136.34	412924.0
2012-08-02 09:25:00	SPY	ETF	136.33	136.67	136.32	136.54	768667.0

> showing 50 of 36,850 rows — these rows as CSV

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