PREVIEW / etf_5min / 2012-08-23

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-08-23.parquet
  size:    856 KB
  rows:    36,326

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
2012-08-23 04:00:00	SPY	ETF	142.24	142.24	142.24	142.24	840.0
2012-08-23 04:25:00	SPY	ETF	142.0	142.0	142.0	142.0	166.0
2012-08-23 04:50:00	SPY	ETF	142.04	142.04	142.04	142.04	1000.0
2012-08-23 05:05:00	SPY	ETF	142.09	142.09	142.09	142.09	100.0
2012-08-23 05:15:00	SPY	ETF	142.15	142.15	142.15	142.15	700.0
2012-08-23 05:20:00	SPY	ETF	142.22	142.29	142.22	142.29	750.0
2012-08-23 05:45:00	SPY	ETF	142.25	142.25	142.25	142.25	200.0
2012-08-23 06:00:00	SPY	ETF	142.28	142.28	142.28	142.28	600.0
2012-08-23 06:05:00	SPY	ETF	142.27	142.27	142.23	142.23	1400.0
2012-08-23 06:20:00	SPY	ETF	142.25	142.25	142.25	142.25	15000.0
2012-08-23 06:25:00	SPY	ETF	142.26	142.26	142.26	142.26	1000.0
2012-08-23 06:30:00	SPY	ETF	142.22	142.22	142.22	142.22	100.0
2012-08-23 06:35:00	SPY	ETF	142.21	142.21	142.18	142.18	800.0
2012-08-23 06:40:00	SPY	ETF	142.17	142.17	142.11	142.15	3730.0
2012-08-23 06:45:00	SPY	ETF	142.14	142.15	142.14	142.15	725.0
2012-08-23 06:50:00	SPY	ETF	142.15	142.18	142.15	142.18	1200.0
2012-08-23 06:55:00	SPY	ETF	142.18	142.19	142.18	142.18	19450.0
2012-08-23 07:00:00	SPY	ETF	142.18	142.23	142.18	142.19	18550.0
2012-08-23 07:05:00	SPY	ETF	142.21	142.21	142.05	142.1	49000.0
2012-08-23 07:10:00	SPY	ETF	142.08	142.08	141.94	141.97	7313.0
2012-08-23 07:15:00	SPY	ETF	141.97	142.02	141.95	142.01	5683.0
2012-08-23 07:20:00	SPY	ETF	142.02	142.03	142.02	142.03	500.0
2012-08-23 07:25:00	SPY	ETF	142.02	142.06	142.02	142.05	22500.0
2012-08-23 07:30:00	SPY	ETF	142.06	142.07	142.06	142.07	52200.0
2012-08-23 07:35:00	SPY	ETF	142.04	142.08	142.04	142.08	1250.0
2012-08-23 07:40:00	SPY	ETF	142.05	142.05	142.0	142.03	12600.0
2012-08-23 07:45:00	SPY	ETF	142.03	142.03	141.98	141.99	15280.0
2012-08-23 07:50:00	SPY	ETF	141.98	141.98	141.83	141.83	29340.0
2012-08-23 07:55:00	SPY	ETF	141.83	141.83	141.74	141.76	12650.0
2012-08-23 08:00:00	SPY	ETF	141.79	142.3	141.77	142.075	568050.0
2012-08-23 08:05:00	SPY	ETF	141.8	141.84	141.78	141.84	67582.0
2012-08-23 08:10:00	SPY	ETF	141.84	141.84	141.69	141.74	55393.0
2012-08-23 08:15:00	SPY	ETF	141.73	141.75	141.67	141.69	63279.0
2012-08-23 08:20:00	SPY	ETF	141.68	141.73	141.65	141.7	38700.0
2012-08-23 08:25:00	SPY	ETF	141.73	142.13	141.71	141.83	635530.0
2012-08-23 08:30:00	SPY	ETF	141.74	141.79	141.63	141.63	119931.0
2012-08-23 08:35:00	SPY	ETF	141.62	141.63	141.41	141.5	216466.0
2012-08-23 08:40:00	SPY	ETF	141.5	141.52	141.4	141.48	217994.0
2012-08-23 08:45:00	SPY	ETF	141.47	141.48	141.41	141.45	43451.0
2012-08-23 08:50:00	SPY	ETF	141.45	141.47	141.4	141.44	119750.0
2012-08-23 08:55:00	SPY	ETF	141.46	142.39	141.43	141.45	812279.0
2012-08-23 09:00:00	SPY	ETF	141.43	141.82	141.35	141.44	78273.0
2012-08-23 09:05:00	SPY	ETF	141.45	141.54	141.44	141.5	152166.0
2012-08-23 09:10:00	SPY	ETF	141.48	141.56	141.48	141.56	27340.0
2012-08-23 09:15:00	SPY	ETF	141.55	141.56	141.48	141.52	47410.0
2012-08-23 09:20:00	SPY	ETF	141.5	141.51	141.45	141.5	73024.0
2012-08-23 09:25:00	SPY	ETF	141.5	141.51	141.45	141.47	91951.0
2012-08-23 09:30:00	SPY	ETF	141.47	141.48	141.26	141.2801	2610780.0
2012-08-23 09:35:00	SPY	ETF	141.28	141.29	141.15	141.28	2713112.0
2012-08-23 09:40:00	SPY	ETF	141.28	141.42	141.25	141.38	2029877.0

> showing 50 of 36,326 rows — these rows as CSV

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