PREVIEW / etf_5min / 2012-10-05

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-10-05.parquet
  size:    880 KB
  rows:    36,386

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
2012-10-05 04:00:00	SPY	ETF	146.25	146.25	146.25	146.25	450.0
2012-10-05 04:15:00	SPY	ETF	146.11	146.11	146.11	146.11	200.0
2012-10-05 04:25:00	SPY	ETF	146.06	146.06	146.06	146.06	100.0
2012-10-05 04:45:00	SPY	ETF	146.03	146.03	146.03	146.03	1000.0
2012-10-05 05:35:00	SPY	ETF	146.29	146.29	146.25	146.25	19965.0
2012-10-05 05:50:00	SPY	ETF	146.18	146.18	146.18	146.18	436.0
2012-10-05 06:00:00	SPY	ETF	146.25	146.26	146.25	146.26	7500.0
2012-10-05 06:25:00	SPY	ETF	146.28	146.28	146.28	146.28	100.0
2012-10-05 06:35:00	SPY	ETF	146.33	146.33	146.33	146.33	5000.0
2012-10-05 06:40:00	SPY	ETF	146.33	146.33	146.31	146.31	10100.0
2012-10-05 06:45:00	SPY	ETF	146.26	146.26	146.26	146.26	300.0
2012-10-05 06:50:00	SPY	ETF	146.26	146.26	146.25	146.25	10000.0
2012-10-05 06:55:00	SPY	ETF	146.3	146.3	146.3	146.3	6000.0
2012-10-05 07:00:00	SPY	ETF	146.32	146.32	146.3	146.3	400.0
2012-10-05 07:05:00	SPY	ETF	146.3	146.3	146.3	146.3	125.0
2012-10-05 07:10:00	SPY	ETF	146.3	146.34	146.29	146.34	23800.0
2012-10-05 07:15:00	SPY	ETF	146.34	146.36	146.33	146.33	22000.0
2012-10-05 07:20:00	SPY	ETF	146.33	146.33	146.31	146.31	877.0
2012-10-05 07:25:00	SPY	ETF	146.26	146.29	146.25	146.28	4100.0
2012-10-05 07:30:00	SPY	ETF	146.32	146.32	146.32	146.32	6400.0
2012-10-05 07:35:00	SPY	ETF	146.31	146.37	146.31	146.36	2800.0
2012-10-05 07:40:00	SPY	ETF	146.36	146.36	146.36	146.36	9150.0
2012-10-05 07:45:00	SPY	ETF	146.36	146.4	146.36	146.39	1800.0
2012-10-05 07:50:00	SPY	ETF	146.4	146.49	146.4	146.43	25900.0
2012-10-05 07:55:00	SPY	ETF	146.46	146.46	146.45	146.45	2640.0
2012-10-05 08:00:00	SPY	ETF	146.44	146.47	146.42	146.43	99750.0
2012-10-05 08:05:00	SPY	ETF	146.4	146.42	146.36	146.36	57900.0
2012-10-05 08:10:00	SPY	ETF	146.36	146.43	145.87	146.36	104960.0
2012-10-05 08:15:00	SPY	ETF	146.36	146.39	146.34	146.39	37500.0
2012-10-05 08:20:00	SPY	ETF	146.41	146.41	146.31	146.31	45250.0
2012-10-05 08:25:00	SPY	ETF	146.32	146.39	146.21	146.35	214385.0
2012-10-05 08:30:00	SPY	ETF	146.41	146.91	146.4	146.82	1895988.0
2012-10-05 08:35:00	SPY	ETF	146.81	146.82	146.56	146.75	728568.0
2012-10-05 08:40:00	SPY	ETF	146.75	146.83	146.7	146.73	281638.0
2012-10-05 08:45:00	SPY	ETF	146.73	146.75	146.58	146.74	302524.0
2012-10-05 08:50:00	SPY	ETF	146.74	146.86	146.74	146.8	144458.0
2012-10-05 08:55:00	SPY	ETF	146.79	146.83	146.74	146.77	74551.0
2012-10-05 09:00:00	SPY	ETF	146.78	146.9	146.27	146.89	115708.0
2012-10-05 09:05:00	SPY	ETF	146.89	146.9	146.83	146.87	83565.0
2012-10-05 09:10:00	SPY	ETF	146.87	146.97	146.86	146.92	490379.0
2012-10-05 09:15:00	SPY	ETF	146.91	146.91	146.85	146.87	114142.0
2012-10-05 09:20:00	SPY	ETF	146.87	146.9	146.84	146.84	127814.0
2012-10-05 09:25:00	SPY	ETF	146.85	146.91	146.85	146.91	237445.0
2012-10-05 09:30:00	SPY	ETF	146.91	147.0	146.82	146.92	4658182.0
2012-10-05 09:35:00	SPY	ETF	146.92	146.99	146.88	146.95	2486976.0
2012-10-05 09:40:00	SPY	ETF	146.95	146.96	146.67	146.69	2692442.0
2012-10-05 09:45:00	SPY	ETF	146.7	146.825	146.68	146.81	3088508.0
2012-10-05 09:50:00	SPY	ETF	146.8	147.0	146.78	146.96	1281497.0
2012-10-05 09:55:00	SPY	ETF	146.96	147.01	146.87	146.91	1426567.0
2012-10-05 10:00:00	SPY	ETF	146.91	146.93	146.77	146.83	1122062.0

> showing 50 of 36,386 rows — these rows as CSV

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