PREVIEW / etf_5min / 2012-09-27

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-09-27.parquet
  size:    879 KB
  rows:    36,522

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
2012-09-27 04:00:00	SPY	ETF	143.75	143.84	143.75	143.84	962.0
2012-09-27 04:05:00	SPY	ETF	143.85	143.85	143.85	143.85	350.0
2012-09-27 04:10:00	SPY	ETF	143.87	143.87	143.87	143.87	1930.0
2012-09-27 04:15:00	SPY	ETF	143.82	143.82	143.75	143.75	733.0
2012-09-27 04:20:00	SPY	ETF	143.79	143.79	143.7	143.7	30000.0
2012-09-27 04:25:00	SPY	ETF	143.73	143.73	143.71	143.71	31500.0
2012-09-27 04:30:00	SPY	ETF	143.75	143.75	143.75	143.75	5000.0
2012-09-27 04:40:00	SPY	ETF	143.72	143.72	143.7	143.7	700.0
2012-09-27 04:50:00	SPY	ETF	143.74	143.74	143.74	143.74	100.0
2012-09-27 05:10:00	SPY	ETF	143.83	143.83	143.83	143.83	100.0
2012-09-27 05:15:00	SPY	ETF	143.82	143.82	143.82	143.82	100.0
2012-09-27 05:25:00	SPY	ETF	143.78	143.79	143.78	143.79	2000.0
2012-09-27 05:30:00	SPY	ETF	143.81	143.81	143.81	143.81	4000.0
2012-09-27 05:35:00	SPY	ETF	143.8	143.8	143.8	143.8	300.0
2012-09-27 05:45:00	SPY	ETF	143.78	143.8	143.78	143.8	13892.0
2012-09-27 05:50:00	SPY	ETF	143.8	143.86	143.79	143.86	6608.0
2012-09-27 05:55:00	SPY	ETF	143.88	143.9	143.88	143.9	2100.0
2012-09-27 06:00:00	SPY	ETF	143.9	143.9	143.9	143.9	14000.0
2012-09-27 06:20:00	SPY	ETF	143.87	143.87	143.87	143.87	200.0
2012-09-27 06:35:00	SPY	ETF	143.96	143.97	143.96	143.97	550.0
2012-09-27 06:40:00	SPY	ETF	143.96	144.01	143.95	143.96	108400.0
2012-09-27 06:45:00	SPY	ETF	143.96	143.97	143.94	143.97	22900.0
2012-09-27 06:50:00	SPY	ETF	143.97	143.97	143.96	143.96	300.0
2012-09-27 06:55:00	SPY	ETF	143.98	143.98	143.95	143.96	52900.0
2012-09-27 07:00:00	SPY	ETF	143.95	144.03	143.93	144.03	24900.0
2012-09-27 07:05:00	SPY	ETF	144.02	144.06	143.99	144.02	39020.0
2012-09-27 07:10:00	SPY	ETF	144.01	144.01	143.97	143.97	10150.0
2012-09-27 07:15:00	SPY	ETF	143.99	144.03	143.99	144.0	13750.0
2012-09-27 07:20:00	SPY	ETF	143.98	143.99	143.95	143.98	38100.0
2012-09-27 07:25:00	SPY	ETF	143.94	143.99	143.91	143.91	12600.0
2012-09-27 07:30:00	SPY	ETF	143.89	143.91	143.88	143.91	36231.0
2012-09-27 07:35:00	SPY	ETF	143.91	143.91	143.87	143.87	2600.0
2012-09-27 07:40:00	SPY	ETF	143.87	143.91	143.87	143.88	1430.0
2012-09-27 07:45:00	SPY	ETF	143.91	143.91	143.91	143.91	10134.0
2012-09-27 07:50:00	SPY	ETF	143.9	143.9	143.86	143.86	32887.0
2012-09-27 07:55:00	SPY	ETF	143.91	143.93	143.9	143.93	24350.0
2012-09-27 08:00:00	SPY	ETF	143.89	144.03	143.87	143.89	48467.0
2012-09-27 08:05:00	SPY	ETF	144.0	144.0	143.87	143.95	88866.0
2012-09-27 08:10:00	SPY	ETF	143.98	144.03	143.98	144.01	44165.0
2012-09-27 08:15:00	SPY	ETF	144.0	144.04	144.0	144.02	58107.0
2012-09-27 08:20:00	SPY	ETF	144.02	144.03	143.96	143.99	28045.0
2012-09-27 08:25:00	SPY	ETF	144.0	144.01	143.95	144.0	59336.0
2012-09-27 08:30:00	SPY	ETF	143.95	144.2	143.5	143.78	574532.0
2012-09-27 08:35:00	SPY	ETF	143.78	143.9	143.77	143.85	241500.0
2012-09-27 08:40:00	SPY	ETF	143.83	143.87	143.79	143.86	162800.0
2012-09-27 08:45:00	SPY	ETF	143.86	143.98	143.8	143.94	138214.0
2012-09-27 08:50:00	SPY	ETF	143.93	143.99	143.91	143.93	87910.0
2012-09-27 08:55:00	SPY	ETF	143.93	143.98	143.93	143.94	220634.0
2012-09-27 09:00:00	SPY	ETF	143.94	143.96	143.93	143.95	182179.0
2012-09-27 09:05:00	SPY	ETF	143.95	143.95	143.86	143.88	254707.0

> showing 50 of 36,522 rows — these rows as CSV

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