PREVIEW / etf_5min / 2012-10-09

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-10-09.parquet
  size:    849 KB
  rows:    35,527

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
2012-10-09 04:00:00	SPY	ETF	145.35	145.35	145.35	145.35	375.0
2012-10-09 04:15:00	SPY	ETF	145.38	145.38	145.37	145.37	200.0
2012-10-09 04:25:00	SPY	ETF	145.37	145.37	145.37	145.37	300.0
2012-10-09 04:30:00	SPY	ETF	145.33	145.33	145.33	145.33	6100.0
2012-10-09 04:45:00	SPY	ETF	145.37	145.37	145.37	145.37	100.0
2012-10-09 04:50:00	SPY	ETF	145.42	145.42	145.42	145.42	1100.0
2012-10-09 04:55:00	SPY	ETF	145.4	145.4	145.37	145.38	600.0
2012-10-09 05:00:00	SPY	ETF	145.35	145.35	145.35	145.35	150.0
2012-10-09 05:05:00	SPY	ETF	145.4	145.4	145.4	145.4	100.0
2012-10-09 05:15:00	SPY	ETF	145.38	145.38	145.33	145.33	200.0
2012-10-09 05:20:00	SPY	ETF	145.26	145.26	145.26	145.26	100.0
2012-10-09 05:30:00	SPY	ETF	145.32	145.32	145.32	145.32	100.0
2012-10-09 05:35:00	SPY	ETF	145.28	145.28	145.28	145.28	800.0
2012-10-09 05:40:00	SPY	ETF	145.38	145.39	145.38	145.39	10000.0
2012-10-09 05:45:00	SPY	ETF	145.4	145.48	145.4	145.48	9225.0
2012-10-09 05:55:00	SPY	ETF	145.42	145.42	145.42	145.42	125.0
2012-10-09 06:00:00	SPY	ETF	145.48	145.49	145.48	145.49	10000.0
2012-10-09 06:10:00	SPY	ETF	145.42	145.42	145.42	145.42	500.0
2012-10-09 06:15:00	SPY	ETF	145.45	145.45	145.45	145.45	250.0
2012-10-09 06:25:00	SPY	ETF	145.48	145.48	145.47	145.48	300.0
2012-10-09 06:35:00	SPY	ETF	145.42	145.43	145.42	145.43	750.0
2012-10-09 06:40:00	SPY	ETF	145.42	145.43	145.4	145.4	500.0
2012-10-09 06:45:00	SPY	ETF	145.41	145.42	145.41	145.42	200.0
2012-10-09 06:50:00	SPY	ETF	145.43	145.43	145.43	145.43	500.0
2012-10-09 06:55:00	SPY	ETF	145.43	145.43	145.43	145.43	7000.0
2012-10-09 07:05:00	SPY	ETF	145.48	145.56	145.45	145.54	445819.0
2012-10-09 07:10:00	SPY	ETF	145.56	145.59	145.54	145.57	120255.0
2012-10-09 07:15:00	SPY	ETF	145.56	145.61	145.53	145.58	84950.0
2012-10-09 07:20:00	SPY	ETF	145.6	145.6	145.57	145.57	500.0
2012-10-09 07:25:00	SPY	ETF	145.6	145.64	145.6	145.62	2600.0
2012-10-09 07:30:00	SPY	ETF	145.6	145.64	145.59	145.64	5110.0
2012-10-09 07:35:00	SPY	ETF	145.62	145.67	145.62	145.62	8750.0
2012-10-09 07:40:00	SPY	ETF	145.64	145.64	145.6	145.62	1550.0
2012-10-09 07:45:00	SPY	ETF	145.62	145.63	145.61	145.62	7150.0
2012-10-09 07:50:00	SPY	ETF	145.64	145.68	145.63	145.63	52700.0
2012-10-09 07:55:00	SPY	ETF	145.65	145.65	145.64	145.65	3800.0
2012-10-09 08:00:00	SPY	ETF	145.64	145.67	145.52	145.52	831350.0
2012-10-09 08:05:00	SPY	ETF	145.62	145.65	145.6	145.6	24998.0
2012-10-09 08:10:00	SPY	ETF	145.6	145.64	145.59	145.63	10550.0
2012-10-09 08:15:00	SPY	ETF	145.64	145.72	145.62	145.72	14560.0
2012-10-09 08:20:00	SPY	ETF	145.73	145.8	145.73	145.77	96911.0
2012-10-09 08:25:00	SPY	ETF	145.77	145.81	145.77	145.78	135200.0
2012-10-09 08:30:00	SPY	ETF	145.78	145.86	145.78	145.85	44842.0
2012-10-09 08:35:00	SPY	ETF	145.85	145.91	145.85	145.9	98966.0
2012-10-09 08:40:00	SPY	ETF	145.9	145.9	145.85	145.87	60730.0
2012-10-09 08:45:00	SPY	ETF	145.88	145.92	145.85	145.85	32819.0
2012-10-09 08:50:00	SPY	ETF	145.85	145.87	145.82	145.82	18027.0
2012-10-09 08:55:00	SPY	ETF	145.82	145.85	145.76	145.76	49173.0
2012-10-09 09:00:00	SPY	ETF	145.76	145.79	145.69	145.72	100055.0
2012-10-09 09:05:00	SPY	ETF	145.73	145.73	145.69	145.71	23001.0

> showing 50 of 35,527 rows — these rows as CSV

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