PREVIEW / etf_5min / 2012-08-27

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-08-27.parquet
  size:    817 KB
  rows:    34,326

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
2012-08-27 04:10:00	SPY	ETF	141.75	141.75	141.75	141.75	200.0
2012-08-27 04:15:00	SPY	ETF	141.84	141.84	141.84	141.84	200.0
2012-08-27 05:10:00	SPY	ETF	141.7	141.7	141.7	141.7	300.0
2012-08-27 05:35:00	SPY	ETF	141.72	141.72	141.72	141.72	100.0
2012-08-27 05:45:00	SPY	ETF	141.7	141.7	141.7	141.7	100.0
2012-08-27 06:20:00	SPY	ETF	141.95	141.95	141.95	141.95	1000.0
2012-08-27 06:30:00	SPY	ETF	141.96	141.96	141.96	141.96	500.0
2012-08-27 06:40:00	SPY	ETF	141.97	141.98	141.97	141.98	7100.0
2012-08-27 06:45:00	SPY	ETF	141.98	142.06	141.98	142.06	19500.0
2012-08-27 06:50:00	SPY	ETF	142.01	142.02	141.99	141.99	1765.0
2012-08-27 06:55:00	SPY	ETF	141.99	141.99	141.97	141.97	5300.0
2012-08-27 07:00:00	SPY	ETF	141.96	141.99	141.96	141.98	4200.0
2012-08-27 07:05:00	SPY	ETF	141.97	141.97	141.95	141.95	26000.0
2012-08-27 07:10:00	SPY	ETF	141.95	141.95	141.93	141.93	500.0
2012-08-27 07:15:00	SPY	ETF	141.92	141.92	141.89	141.89	5200.0
2012-08-27 07:20:00	SPY	ETF	141.9	141.93	141.88	141.93	10400.0
2012-08-27 07:25:00	SPY	ETF	141.91	141.98	141.91	141.98	8280.0
2012-08-27 07:30:00	SPY	ETF	141.98	141.99	141.93	141.99	26910.0
2012-08-27 07:35:00	SPY	ETF	141.96	141.98	141.96	141.98	8900.0
2012-08-27 07:40:00	SPY	ETF	141.98	141.98	141.91	141.96	14600.0
2012-08-27 07:45:00	SPY	ETF	141.98	141.99	141.98	141.98	1200.0
2012-08-27 07:50:00	SPY	ETF	141.99	142.07	141.99	142.01	51010.0
2012-08-27 07:55:00	SPY	ETF	141.97	141.97	141.96	141.96	900.0
2012-08-27 08:00:00	SPY	ETF	141.96	142.07	141.9	142.07	86634.0
2012-08-27 08:05:00	SPY	ETF	141.99	142.2	141.99	142.11	112165.0
2012-08-27 08:10:00	SPY	ETF	142.1	142.2	142.1	142.18	41533.0
2012-08-27 08:15:00	SPY	ETF	142.18	142.22	142.1	142.12	41500.0
2012-08-27 08:20:00	SPY	ETF	142.12	142.12	142.1	142.11	51875.0
2012-08-27 08:25:00	SPY	ETF	142.12	142.13	142.09	142.1	62600.0
2012-08-27 08:30:00	SPY	ETF	142.1	142.13	142.09	142.11	70110.0
2012-08-27 08:35:00	SPY	ETF	142.11	142.12	142.05	142.07	67050.0
2012-08-27 08:40:00	SPY	ETF	142.06	142.06	141.98	142.02	158930.0
2012-08-27 08:45:00	SPY	ETF	142.02	142.05	142.0	142.0	111515.0
2012-08-27 08:50:00	SPY	ETF	142.01	142.1	141.95	141.97	84110.0
2012-08-27 08:55:00	SPY	ETF	141.97	142.03	141.91	141.94	39260.0
2012-08-27 09:00:00	SPY	ETF	141.93	141.98	141.91	141.95	42140.0
2012-08-27 09:05:00	SPY	ETF	141.96	141.97	141.95	141.95	28300.0
2012-08-27 09:10:00	SPY	ETF	141.96	141.98	141.95	141.98	52502.0
2012-08-27 09:15:00	SPY	ETF	141.97	141.99	141.86	141.88	70476.0
2012-08-27 09:20:00	SPY	ETF	141.88	141.9	141.86	141.89	48023.0
2012-08-27 09:25:00	SPY	ETF	141.9	141.96	141.88	141.9	166263.0
2012-08-27 09:30:00	SPY	ETF	141.89	141.9	141.721	141.83	3080021.0
2012-08-27 09:35:00	SPY	ETF	141.82	141.88	141.63	141.65	1968288.0
2012-08-27 09:40:00	SPY	ETF	141.65	141.655	141.52	141.53	1315175.0
2012-08-27 09:45:00	SPY	ETF	141.52	141.605	141.46	141.599	1633009.0
2012-08-27 09:50:00	SPY	ETF	141.59	141.605	141.45	141.56	1596270.0
2012-08-27 09:55:00	SPY	ETF	141.56	141.57	141.43	141.43	1098835.0
2012-08-27 10:00:00	SPY	ETF	141.43	141.55	141.37	141.51	1143695.0
2012-08-27 10:05:00	SPY	ETF	141.5199	141.52	141.38	141.4999	904433.0
2012-08-27 10:10:00	SPY	ETF	141.49	141.55	141.39	141.44	962758.0

> showing 50 of 34,326 rows — these rows as CSV

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