PREVIEW / etf_5min / 2012-09-25

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-09-25.parquet
  size:    921 KB
  rows:    37,108

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
2012-09-25 04:00:00	SPY	ETF	146.14	146.14	146.14	146.14	100.0
2012-09-25 04:20:00	SPY	ETF	145.86	145.86	145.86	145.86	400.0
2012-09-25 04:30:00	SPY	ETF	145.86	145.86	145.86	145.86	100.0
2012-09-25 04:35:00	SPY	ETF	145.82	145.82	145.82	145.82	2500.0
2012-09-25 04:55:00	SPY	ETF	145.69	145.69	145.63	145.63	10100.0
2012-09-25 05:10:00	SPY	ETF	145.66	145.66	145.64	145.64	650.0
2012-09-25 05:15:00	SPY	ETF	145.64	145.64	145.64	145.64	300.0
2012-09-25 05:20:00	SPY	ETF	145.7	145.75	145.7	145.75	27000.0
2012-09-25 05:35:00	SPY	ETF	145.69	145.69	145.69	145.69	200.0
2012-09-25 05:50:00	SPY	ETF	145.68	145.68	145.64	145.64	500.0
2012-09-25 05:55:00	SPY	ETF	145.61	145.61	145.61	145.61	500.0
2012-09-25 06:00:00	SPY	ETF	145.56	145.6	145.56	145.6	7700.0
2012-09-25 06:05:00	SPY	ETF	145.65	145.65	145.65	145.65	9000.0
2012-09-25 06:10:00	SPY	ETF	145.65	145.7	145.65	145.7	4400.0
2012-09-25 06:20:00	SPY	ETF	145.69	145.69	145.69	145.69	150.0
2012-09-25 06:30:00	SPY	ETF	145.73	145.73	145.73	145.73	500.0
2012-09-25 06:55:00	SPY	ETF	145.7	145.7	145.7	145.7	100.0
2012-09-25 07:00:00	SPY	ETF	145.7	145.7	145.7	145.7	1100.0
2012-09-25 07:05:00	SPY	ETF	145.75	145.75	145.75	145.75	2000.0
2012-09-25 07:10:00	SPY	ETF	145.75	145.8	145.75	145.8	700.0
2012-09-25 07:15:00	SPY	ETF	145.8	145.88	145.8	145.85	3865.0
2012-09-25 07:20:00	SPY	ETF	145.85	145.87	145.85	145.87	700.0
2012-09-25 07:30:00	SPY	ETF	145.89	145.9	145.81	145.85	2800.0
2012-09-25 07:35:00	SPY	ETF	145.85	145.85	145.81	145.85	4452.0
2012-09-25 07:40:00	SPY	ETF	145.82	145.83	145.8	145.83	4603.0
2012-09-25 07:45:00	SPY	ETF	145.88	145.88	145.84	145.84	2524.0
2012-09-25 07:50:00	SPY	ETF	145.81	145.83	145.81	145.81	6466.0
2012-09-25 07:55:00	SPY	ETF	145.81	145.83	145.78	145.83	76910.0
2012-09-25 08:00:00	SPY	ETF	145.81	145.9	145.81	145.87	4130.0
2012-09-25 08:05:00	SPY	ETF	145.86	145.87	145.84	145.87	9741.0
2012-09-25 08:10:00	SPY	ETF	145.87	145.92	145.87	145.9	14225.0
2012-09-25 08:15:00	SPY	ETF	145.87	145.95	145.87	145.94	17339.0
2012-09-25 08:20:00	SPY	ETF	145.94	145.98	145.92	145.98	21495.0
2012-09-25 08:25:00	SPY	ETF	145.99	146.0	145.96	146.0	91194.0
2012-09-25 08:30:00	SPY	ETF	146.0	146.08	146.0	146.06	77702.0
2012-09-25 08:35:00	SPY	ETF	146.06	146.12	146.02	146.11	133350.0
2012-09-25 08:40:00	SPY	ETF	146.11	146.11	146.06	146.08	67105.0
2012-09-25 08:45:00	SPY	ETF	146.09	146.11	146.07	146.09	234596.0
2012-09-25 08:50:00	SPY	ETF	146.08	146.08	145.645	146.05	398042.0
2012-09-25 08:55:00	SPY	ETF	146.04	146.08	146.03	146.06	18716.0
2012-09-25 09:00:00	SPY	ETF	146.06	146.09	145.59	146.09	68273.0
2012-09-25 09:05:00	SPY	ETF	146.08	146.09	146.01	146.02	105920.0
2012-09-25 09:10:00	SPY	ETF	146.02	146.04	146.01	146.04	41146.0
2012-09-25 09:15:00	SPY	ETF	146.04	146.04	145.97	145.98	93149.0
2012-09-25 09:20:00	SPY	ETF	145.99	146.01	145.98	145.99	55822.0
2012-09-25 09:25:00	SPY	ETF	146.01	146.03	145.95	145.96	143110.0
2012-09-25 09:30:00	SPY	ETF	145.96	146.01	145.87	145.9	2791801.0
2012-09-25 09:35:00	SPY	ETF	145.9	145.94	145.86	145.93	1130408.0
2012-09-25 09:40:00	SPY	ETF	145.93	145.94	145.82	145.9	1419324.0
2012-09-25 09:45:00	SPY	ETF	145.91	145.91	145.79	145.84	1254421.0

> showing 50 of 37,108 rows — these rows as CSV

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