PREVIEW / etf_5min / 2012-08-09

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-08-09.parquet
  size:    804 KB
  rows:    34,333

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
2012-08-09 04:00:00	SPY	ETF	140.45	140.55	140.45	140.55	1030.0
2012-08-09 04:15:00	SPY	ETF	140.47	140.47	140.47	140.47	100.0
2012-08-09 05:20:00	SPY	ETF	140.5	140.5	140.5	140.5	100.0
2012-08-09 05:25:00	SPY	ETF	140.52	140.55	140.52	140.55	210.0
2012-08-09 05:30:00	SPY	ETF	140.55	140.55	140.55	140.55	100.0
2012-08-09 05:35:00	SPY	ETF	140.57	140.57	140.57	140.57	100.0
2012-08-09 06:00:00	SPY	ETF	140.63	140.65	140.61	140.61	20000.0
2012-08-09 06:15:00	SPY	ETF	140.42	140.45	140.42	140.45	5000.0
2012-08-09 06:20:00	SPY	ETF	140.47	140.47	140.47	140.47	700.0
2012-08-09 06:25:00	SPY	ETF	140.45	140.45	140.45	140.45	10000.0
2012-08-09 06:35:00	SPY	ETF	140.33	140.33	140.3	140.32	510.0
2012-08-09 06:40:00	SPY	ETF	140.35	140.35	140.35	140.35	100.0
2012-08-09 06:45:00	SPY	ETF	140.34	140.34	140.34	140.34	1510.0
2012-08-09 06:55:00	SPY	ETF	140.33	140.33	140.29	140.29	610.0
2012-08-09 07:00:00	SPY	ETF	140.25	140.31	140.24	140.26	34790.0
2012-08-09 07:05:00	SPY	ETF	140.3	140.32	140.29	140.29	6100.0
2012-08-09 07:10:00	SPY	ETF	140.32	140.4	140.32	140.4	1200.0
2012-08-09 07:15:00	SPY	ETF	140.35	140.35	140.25	140.25	31400.0
2012-08-09 07:20:00	SPY	ETF	140.24	140.24	140.15	140.15	6700.0
2012-08-09 07:25:00	SPY	ETF	140.17	140.22	140.17	140.22	750.0
2012-08-09 07:30:00	SPY	ETF	140.22	140.22	140.07	140.09	34200.0
2012-08-09 07:35:00	SPY	ETF	140.09	140.15	140.08	140.13	15300.0
2012-08-09 07:40:00	SPY	ETF	140.14	140.14	140.0	140.0	36216.0
2012-08-09 07:45:00	SPY	ETF	140.0	140.08	140.0	140.08	11371.0
2012-08-09 07:50:00	SPY	ETF	140.08	140.13	140.08	140.1	10000.0
2012-08-09 07:55:00	SPY	ETF	140.12	140.24	140.12	140.21	17145.0
2012-08-09 08:00:00	SPY	ETF	140.21	140.23	140.1	140.11	61190.0
2012-08-09 08:05:00	SPY	ETF	140.14	140.28	140.14	140.25	99500.0
2012-08-09 08:10:00	SPY	ETF	140.24	140.29	140.18	140.25	637705.0
2012-08-09 08:15:00	SPY	ETF	140.25	140.34	140.225	140.32	966000.0
2012-08-09 08:20:00	SPY	ETF	140.31	140.31	140.27	140.28	9900.0
2012-08-09 08:25:00	SPY	ETF	140.28	140.38	140.27	140.37	120596.0
2012-08-09 08:30:00	SPY	ETF	140.35	140.45	140.16	140.29	276601.0
2012-08-09 08:35:00	SPY	ETF	140.29	140.34	140.26	140.34	54840.0
2012-08-09 08:40:00	SPY	ETF	140.33	140.35	140.31	140.31	29650.0
2012-08-09 08:45:00	SPY	ETF	140.31	140.32	140.3	140.31	24400.0
2012-08-09 08:50:00	SPY	ETF	140.31	140.31	140.25	140.27	235981.0
2012-08-09 08:55:00	SPY	ETF	140.27	140.31	140.25	140.31	220889.0
2012-08-09 09:00:00	SPY	ETF	140.32	140.34	140.26	140.28	27010.0
2012-08-09 09:05:00	SPY	ETF	140.28	140.31	140.25	140.25	226749.0
2012-08-09 09:10:00	SPY	ETF	140.25	140.3	140.21	140.21	46266.0
2012-08-09 09:15:00	SPY	ETF	140.22	140.25	140.17	140.24	148640.0
2012-08-09 09:20:00	SPY	ETF	140.23	140.23	140.15	140.18	68730.0
2012-08-09 09:25:00	SPY	ETF	140.19	140.3	140.18	140.29	155615.0
2012-08-09 09:30:00	SPY	ETF	140.29	140.39	140.25	140.32	2318416.0
2012-08-09 09:35:00	SPY	ETF	140.32	140.5	140.3	140.425	1898013.0
2012-08-09 09:40:00	SPY	ETF	140.425	140.75	140.42	140.63	2614015.0
2012-08-09 09:45:00	SPY	ETF	140.64	140.69	140.56	140.57	1579473.0
2012-08-09 09:50:00	SPY	ETF	140.57	140.67	140.545	140.645	1419473.0
2012-08-09 09:55:00	SPY	ETF	140.64	140.65	140.45	140.46	1875773.0

> showing 50 of 34,333 rows — these rows as CSV

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