PREVIEW / etf_5min / 2012-10-04

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-10-04.parquet
  size:    841 KB
  rows:    35,722

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
2012-10-04 04:00:00	SPY	ETF	145.77	145.77	145.77	145.77	370.0
2012-10-04 04:10:00	SPY	ETF	145.77	145.77	145.62	145.62	1135.0
2012-10-04 04:15:00	SPY	ETF	145.65	145.65	145.65	145.65	175.0
2012-10-04 04:20:00	SPY	ETF	145.65	145.65	145.52	145.52	400.0
2012-10-04 04:25:00	SPY	ETF	145.46	145.46	145.46	145.46	25000.0
2012-10-04 04:30:00	SPY	ETF	145.37	145.37	145.37	145.37	10000.0
2012-10-04 05:20:00	SPY	ETF	145.38	145.38	145.37	145.37	400.0
2012-10-04 05:35:00	SPY	ETF	145.42	145.42	145.42	145.42	5000.0
2012-10-04 05:45:00	SPY	ETF	145.42	145.42	145.42	145.42	300.0
2012-10-04 05:50:00	SPY	ETF	145.49	145.49	145.49	145.49	200.0
2012-10-04 05:55:00	SPY	ETF	145.5	145.5	145.5	145.5	300.0
2012-10-04 06:00:00	SPY	ETF	145.5	145.5	145.5	145.5	100.0
2012-10-04 06:10:00	SPY	ETF	145.55	145.55	145.55	145.55	225.0
2012-10-04 06:15:00	SPY	ETF	145.61	145.61	145.61	145.61	500.0
2012-10-04 06:20:00	SPY	ETF	145.6	145.6	145.6	145.6	5000.0
2012-10-04 06:25:00	SPY	ETF	145.61	145.73	145.61	145.73	12790.0
2012-10-04 06:30:00	SPY	ETF	145.73	145.75	145.73	145.75	225.0
2012-10-04 06:35:00	SPY	ETF	145.76	145.76	145.76	145.76	100.0
2012-10-04 06:40:00	SPY	ETF	145.72	145.72	145.72	145.72	5800.0
2012-10-04 06:45:00	SPY	ETF	145.69	145.69	145.69	145.69	725.0
2012-10-04 06:50:00	SPY	ETF	145.7	145.71	145.69	145.71	1400.0
2012-10-04 06:55:00	SPY	ETF	145.71	145.74	145.71	145.74	25000.0
2012-10-04 07:00:00	SPY	ETF	145.66	145.69	145.66	145.69	900.0
2012-10-04 07:05:00	SPY	ETF	145.64	145.69	145.63	145.69	26000.0
2012-10-04 07:10:00	SPY	ETF	145.67	145.67	145.62	145.65	5620.0
2012-10-04 07:15:00	SPY	ETF	145.64	145.65	145.55	145.55	38050.0
2012-10-04 07:20:00	SPY	ETF	145.54	145.6	145.52	145.59	1505.0
2012-10-04 07:25:00	SPY	ETF	145.62	145.65	145.58	145.58	1900.0
2012-10-04 07:30:00	SPY	ETF	145.62	145.65	145.62	145.62	2055.0
2012-10-04 07:35:00	SPY	ETF	145.58	145.69	145.54	145.66	25365.0
2012-10-04 07:40:00	SPY	ETF	145.68	145.71	145.64	145.71	30615.0
2012-10-04 07:45:00	SPY	ETF	145.69	145.73	145.62	145.67	49304.0
2012-10-04 07:50:00	SPY	ETF	145.69	145.69	145.59	145.62	35900.0
2012-10-04 07:55:00	SPY	ETF	145.63	145.7	145.63	145.67	28362.0
2012-10-04 08:00:00	SPY	ETF	145.67	145.94	145.62	145.62	468255.0
2012-10-04 08:05:00	SPY	ETF	145.62	145.64	145.57	145.59	22445.0
2012-10-04 08:10:00	SPY	ETF	145.61	145.64	145.59	145.64	22914.0
2012-10-04 08:15:00	SPY	ETF	145.64	145.7	145.62	145.69	41250.0
2012-10-04 08:20:00	SPY	ETF	145.68	145.72	145.68	145.69	85820.0
2012-10-04 08:25:00	SPY	ETF	145.71	145.75	145.66	145.66	25234.0
2012-10-04 08:30:00	SPY	ETF	145.7	145.76	145.61	145.74	51630.0
2012-10-04 08:35:00	SPY	ETF	145.74	145.85	145.68	145.74	304516.0
2012-10-04 08:40:00	SPY	ETF	145.74	145.84	145.74	145.78	156415.0
2012-10-04 08:45:00	SPY	ETF	145.77	145.78	145.52	145.55	160690.0
2012-10-04 08:50:00	SPY	ETF	145.56	145.61	145.0826	145.58	695264.0
2012-10-04 08:55:00	SPY	ETF	145.59	145.72	145.57	145.71	41876.0
2012-10-04 09:00:00	SPY	ETF	145.7	145.75	145.68	145.75	60364.0
2012-10-04 09:05:00	SPY	ETF	145.74	145.81	145.74	145.8	57724.0
2012-10-04 09:10:00	SPY	ETF	145.82	145.86	145.76	145.76	48103.0
2012-10-04 09:15:00	SPY	ETF	145.75	145.81	145.68	145.69	124473.0

> showing 50 of 35,722 rows — these rows as CSV

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