PREVIEW / etf_5min / 2012-08-20

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-08-20.parquet
  size:    802 KB
  rows:    33,822

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
2012-08-20 05:20:00	SPY	ETF	142.39	142.39	142.39	142.39	500.0
2012-08-20 05:55:00	SPY	ETF	142.33	142.33	142.33	142.33	19930.0
2012-08-20 06:00:00	SPY	ETF	142.2	142.2	142.2	142.2	100.0
2012-08-20 06:05:00	SPY	ETF	142.25	142.25	142.25	142.25	100.0
2012-08-20 06:15:00	SPY	ETF	142.27	142.27	142.27	142.27	400.0
2012-08-20 06:20:00	SPY	ETF	142.36	142.36	142.36	142.36	200.0
2012-08-20 06:35:00	SPY	ETF	142.26	142.26	142.25	142.25	300.0
2012-08-20 06:40:00	SPY	ETF	142.31	142.31	142.31	142.31	2484.0
2012-08-20 06:45:00	SPY	ETF	142.27	142.27	142.27	142.27	100.0
2012-08-20 07:00:00	SPY	ETF	142.29	142.29	142.25	142.25	400.0
2012-08-20 07:05:00	SPY	ETF	142.25	142.25	142.17	142.23	6800.0
2012-08-20 07:10:00	SPY	ETF	142.21	142.21	142.19	142.2	600.0
2012-08-20 07:15:00	SPY	ETF	142.15	142.15	142.12	142.15	73800.0
2012-08-20 07:20:00	SPY	ETF	142.15	142.21	142.15	142.15	22700.0
2012-08-20 07:25:00	SPY	ETF	142.11	142.12	142.07	142.07	16720.0
2012-08-20 07:30:00	SPY	ETF	142.11	142.11	142.02	142.06	8650.0
2012-08-20 07:35:00	SPY	ETF	142.06	142.06	141.97	142.03	121400.0
2012-08-20 07:40:00	SPY	ETF	142.0	142.01	142.0	142.01	33100.0
2012-08-20 07:45:00	SPY	ETF	142.0	142.0	141.97	141.99	33400.0
2012-08-20 07:50:00	SPY	ETF	142.0	142.1	141.99	142.1	38500.0
2012-08-20 07:55:00	SPY	ETF	142.1	142.1	142.07	142.09	2584.0
2012-08-20 08:00:00	SPY	ETF	142.03	142.15	142.02	142.15	80150.0
2012-08-20 08:05:00	SPY	ETF	142.07	142.09	142.03	142.04	25829.0
2012-08-20 08:10:00	SPY	ETF	142.02	142.04	141.97	142.02	93174.0
2012-08-20 08:15:00	SPY	ETF	142.0	142.04	142.0	142.02	12803.0
2012-08-20 08:20:00	SPY	ETF	142.01	142.04	142.0	142.02	8800.0
2012-08-20 08:25:00	SPY	ETF	142.03	142.05	142.01	142.02	6700.0
2012-08-20 08:30:00	SPY	ETF	142.01	142.05	141.97	142.05	21630.0
2012-08-20 08:35:00	SPY	ETF	142.02	142.03	141.98	141.98	74100.0
2012-08-20 08:40:00	SPY	ETF	142.0	142.04	141.97	142.01	25365.0
2012-08-20 08:45:00	SPY	ETF	142.01	142.04	142.0	142.03	25695.0
2012-08-20 08:50:00	SPY	ETF	142.04	142.04	141.99	141.99	60300.0
2012-08-20 08:55:00	SPY	ETF	141.99	142.0	141.97	141.98	7700.0
2012-08-20 09:00:00	SPY	ETF	141.97	141.97	141.83	141.85	105432.0
2012-08-20 09:05:00	SPY	ETF	141.85	141.99	141.85	141.96	56354.0
2012-08-20 09:10:00	SPY	ETF	141.95	142.22	141.93	141.98	50319.0
2012-08-20 09:15:00	SPY	ETF	141.97	141.99	141.95	141.97	43358.0
2012-08-20 09:20:00	SPY	ETF	141.98	141.99	141.98	141.99	24710.0
2012-08-20 09:25:00	SPY	ETF	141.99	142.02	141.97	141.97	120280.0
2012-08-20 09:30:00	SPY	ETF	141.98	142.09	141.98	142.01	2336862.0
2012-08-20 09:35:00	SPY	ETF	142.02	142.03	141.88	141.939	1948401.0
2012-08-20 09:40:00	SPY	ETF	141.93	142.1	141.85	142.1	2082105.0
2012-08-20 09:45:00	SPY	ETF	142.1	142.11	141.94	141.99	1561118.0
2012-08-20 09:50:00	SPY	ETF	141.99	142.12	141.93	142.05	1108391.0
2012-08-20 09:55:00	SPY	ETF	142.05	142.06	141.76	141.82	1753286.0
2012-08-20 10:00:00	SPY	ETF	141.8281	141.8868	141.79	141.86	1593368.0
2012-08-20 10:05:00	SPY	ETF	141.86	141.86	141.72	141.83	1783478.0
2012-08-20 10:10:00	SPY	ETF	141.8395	141.89	141.75	141.775	1208385.0
2012-08-20 10:15:00	SPY	ETF	141.77	141.8	141.71	141.74	1104022.0
2012-08-20 10:20:00	SPY	ETF	141.73	141.75	141.6	141.6	1820458.0

> showing 50 of 33,822 rows — these rows as CSV

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