PREVIEW / etf_5min / 2012-08-03

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-08-03.parquet
  size:    841 KB
  rows:    35,709

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
2012-08-03 04:00:00	SPY	ETF	137.35	137.58	137.35	137.58	400.0
2012-08-03 04:10:00	SPY	ETF	137.57	137.73	137.57	137.72	3600.0
2012-08-03 04:15:00	SPY	ETF	137.73	137.73	137.73	137.73	2500.0
2012-08-03 04:25:00	SPY	ETF	137.64	137.64	137.64	137.64	200.0
2012-08-03 04:30:00	SPY	ETF	137.65	137.68	137.65	137.68	5100.0
2012-08-03 04:35:00	SPY	ETF	137.69	137.69	137.69	137.69	220.0
2012-08-03 04:40:00	SPY	ETF	137.65	137.65	137.65	137.65	900.0
2012-08-03 04:45:00	SPY	ETF	137.51	137.51	137.48	137.48	2600.0
2012-08-03 04:50:00	SPY	ETF	137.59	137.6	137.59	137.6	200.0
2012-08-03 04:55:00	SPY	ETF	137.65	137.65	137.65	137.65	2100.0
2012-08-03 05:05:00	SPY	ETF	137.68	137.68	137.62	137.62	362.0
2012-08-03 05:20:00	SPY	ETF	137.6	137.7	137.6	137.7	10180.0
2012-08-03 05:25:00	SPY	ETF	137.68	137.94	137.68	137.92	8016.0
2012-08-03 05:30:00	SPY	ETF	137.92	137.96	137.89	137.89	2700.0
2012-08-03 05:35:00	SPY	ETF	137.8	137.8	137.8	137.8	100.0
2012-08-03 05:40:00	SPY	ETF	137.77	137.77	137.75	137.75	1200.0
2012-08-03 05:45:00	SPY	ETF	137.78	137.78	137.77	137.77	3300.0
2012-08-03 06:00:00	SPY	ETF	137.71	137.74	137.7	137.71	9800.0
2012-08-03 06:05:00	SPY	ETF	137.78	137.8	137.78	137.8	900.0
2012-08-03 06:10:00	SPY	ETF	137.8	137.8	137.69	137.69	14200.0
2012-08-03 06:15:00	SPY	ETF	137.67	137.71	137.67	137.71	5220.0
2012-08-03 06:25:00	SPY	ETF	137.78	137.78	137.7	137.72	5300.0
2012-08-03 06:30:00	SPY	ETF	137.87	137.92	137.85	137.9	15500.0
2012-08-03 06:35:00	SPY	ETF	137.91	137.91	137.84	137.84	3000.0
2012-08-03 06:45:00	SPY	ETF	137.84	138.0	137.84	138.0	4070.0
2012-08-03 06:50:00	SPY	ETF	138.0	138.0	137.99	138.0	34126.0
2012-08-03 06:55:00	SPY	ETF	138.01	138.11	137.95	138.11	12907.0
2012-08-03 07:00:00	SPY	ETF	138.02	138.24	138.02	138.15	143616.0
2012-08-03 07:05:00	SPY	ETF	138.18	138.2	138.11	138.12	24200.0
2012-08-03 07:10:00	SPY	ETF	138.12	138.12	138.09	138.12	12850.0
2012-08-03 07:15:00	SPY	ETF	138.11	138.11	138.03	138.03	8225.0
2012-08-03 07:20:00	SPY	ETF	138.02	138.11	138.02	138.08	33944.0
2012-08-03 07:25:00	SPY	ETF	138.08	138.08	138.05	138.05	17400.0
2012-08-03 07:30:00	SPY	ETF	138.05	138.08	138.01	138.02	36056.0
2012-08-03 07:35:00	SPY	ETF	138.02	138.06	138.01	138.05	21475.0
2012-08-03 07:40:00	SPY	ETF	138.05	138.06	137.99	138.05	43500.0
2012-08-03 07:45:00	SPY	ETF	138.07	138.08	137.94	138.0	41300.0
2012-08-03 07:50:00	SPY	ETF	138.0	138.03	137.95	137.95	54550.0
2012-08-03 07:55:00	SPY	ETF	137.97	138.01	137.94	137.95	29034.0
2012-08-03 08:00:00	SPY	ETF	137.94	138.22	137.6	138.0	972185.0
2012-08-03 08:05:00	SPY	ETF	137.98	138.02	137.95	138.0	245280.0
2012-08-03 08:10:00	SPY	ETF	138.0	138.0	137.91	137.94	63234.0
2012-08-03 08:15:00	SPY	ETF	137.91	138.02	137.91	137.95	49729.0
2012-08-03 08:20:00	SPY	ETF	137.95	138.09	137.95	137.95	205476.0
2012-08-03 08:25:00	SPY	ETF	137.94	138.16	137.93	138.07	426929.0
2012-08-03 08:30:00	SPY	ETF	138.05	138.61	138.05	138.23	2448608.0
2012-08-03 08:35:00	SPY	ETF	138.25	138.38	138.18	138.27	748307.0
2012-08-03 08:40:00	SPY	ETF	138.27	138.43	138.23	138.37	389486.0
2012-08-03 08:45:00	SPY	ETF	138.37	138.43	138.23	138.25	237432.0
2012-08-03 08:50:00	SPY	ETF	138.25	138.3	138.2	138.27	186865.0

> showing 50 of 35,709 rows — these rows as CSV

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