PREVIEW / etf_5min / 2012-09-05

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-09-05.parquet
  size:    790 KB
  rows:    34,655

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
2012-09-05 04:00:00	SPY	ETF	140.65	140.65	140.65	140.65	650.0
2012-09-05 04:05:00	SPY	ETF	140.54	140.54	140.53	140.53	200.0
2012-09-05 04:20:00	SPY	ETF	140.5	140.5	140.5	140.5	2210.0
2012-09-05 05:10:00	SPY	ETF	140.58	140.58	140.58	140.58	20000.0
2012-09-05 05:20:00	SPY	ETF	140.53	140.53	140.53	140.53	200.0
2012-09-05 05:30:00	SPY	ETF	140.71	140.71	140.71	140.71	100.0
2012-09-05 05:45:00	SPY	ETF	140.93	140.93	140.93	140.93	200.0
2012-09-05 05:50:00	SPY	ETF	141.0	141.02	141.0	141.02	365.0
2012-09-05 06:05:00	SPY	ETF	141.02	141.02	141.02	141.02	700.0
2012-09-05 06:10:00	SPY	ETF	140.97	140.97	140.97	140.97	453.0
2012-09-05 06:15:00	SPY	ETF	140.98	140.98	140.96	140.97	2300.0
2012-09-05 06:20:00	SPY	ETF	140.99	140.99	140.96	140.96	950.0
2012-09-05 06:25:00	SPY	ETF	140.97	140.97	140.97	140.97	333.0
2012-09-05 06:30:00	SPY	ETF	140.96	140.97	140.94	140.94	1200.0
2012-09-05 06:35:00	SPY	ETF	140.97	140.97	140.96	140.96	3967.0
2012-09-05 06:45:00	SPY	ETF	140.94	140.94	140.94	140.94	1000.0
2012-09-05 06:50:00	SPY	ETF	140.94	140.96	140.93	140.96	31700.0
2012-09-05 06:55:00	SPY	ETF	140.94	140.98	140.94	140.98	7200.0
2012-09-05 07:00:00	SPY	ETF	140.98	140.99	140.96	140.96	1645.0
2012-09-05 07:05:00	SPY	ETF	140.94	140.94	140.77	140.83	17300.0
2012-09-05 07:10:00	SPY	ETF	140.74	140.8	140.7	140.8	24395.0
2012-09-05 07:15:00	SPY	ETF	140.8	140.86	140.78	140.81	16480.0
2012-09-05 07:20:00	SPY	ETF	140.83	140.87	140.83	140.84	5900.0
2012-09-05 07:25:00	SPY	ETF	140.86	140.86	140.83	140.83	300.0
2012-09-05 07:30:00	SPY	ETF	140.87	140.92	140.84	140.84	17100.0
2012-09-05 07:35:00	SPY	ETF	140.89	140.89	140.85	140.85	3400.0
2012-09-05 07:40:00	SPY	ETF	140.88	140.88	140.77	140.82	504100.0
2012-09-05 07:45:00	SPY	ETF	140.8	140.82	140.77	140.79	145741.0
2012-09-05 07:50:00	SPY	ETF	140.79	140.8	140.75	140.75	106875.0
2012-09-05 07:55:00	SPY	ETF	140.78	140.78	140.75	140.75	108500.0
2012-09-05 08:00:00	SPY	ETF	140.76	141.28	140.72	141.28	1430291.0
2012-09-05 08:05:00	SPY	ETF	140.81	141.29	140.8	141.13	1294800.0
2012-09-05 08:10:00	SPY	ETF	141.14	141.17	140.96	140.98	107849.0
2012-09-05 08:15:00	SPY	ETF	140.96	141.01	140.7	140.72	469645.0
2012-09-05 08:20:00	SPY	ETF	140.72	140.86	140.7	140.78	360044.0
2012-09-05 08:25:00	SPY	ETF	140.78	140.9	140.74	140.89	168724.0
2012-09-05 08:30:00	SPY	ETF	140.89	141.06	140.88	140.99	538665.0
2012-09-05 08:35:00	SPY	ETF	140.99	141.05	140.96	141.0	75640.0
2012-09-05 08:40:00	SPY	ETF	141.0	141.05	140.96	141.0	143170.0
2012-09-05 08:45:00	SPY	ETF	141.01	141.08	140.97	141.08	60780.0
2012-09-05 08:50:00	SPY	ETF	141.09	141.27	141.06	141.21	182374.0
2012-09-05 08:55:00	SPY	ETF	141.21	141.28	141.15	141.19	148875.0
2012-09-05 09:00:00	SPY	ETF	141.2	141.28	141.1	141.11	114907.0
2012-09-05 09:05:00	SPY	ETF	141.1	141.18	140.87	141.09	109804.0
2012-09-05 09:10:00	SPY	ETF	141.1	141.15	141.08	141.11	66664.0
2012-09-05 09:15:00	SPY	ETF	141.12	141.15	141.07	141.08	44030.0
2012-09-05 09:20:00	SPY	ETF	141.07	141.1	141.01	141.1	290008.0
2012-09-05 09:25:00	SPY	ETF	141.09	141.1	141.05	141.08	106508.0
2012-09-05 09:30:00	SPY	ETF	141.09	141.2	140.97	141.09	2777720.0
2012-09-05 09:35:00	SPY	ETF	141.09	141.1	140.91	140.93	1763074.0

> showing 50 of 34,655 rows — these rows as CSV

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