PREVIEW / etf_5min / 2012-10-24

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-10-24.parquet
  size:    855 KB
  rows:    35,911

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
2012-10-24 04:05:00	SPY	ETF	141.27	141.27	141.22	141.22	976.0
2012-10-24 04:10:00	SPY	ETF	141.24	141.3	141.24	141.3	1100.0
2012-10-24 04:30:00	SPY	ETF	141.34	141.35	141.34	141.35	10000.0
2012-10-24 04:50:00	SPY	ETF	141.6	141.6	141.6	141.6	200.0
2012-10-24 05:10:00	SPY	ETF	141.58	141.58	141.58	141.58	3500.0
2012-10-24 05:15:00	SPY	ETF	141.69	141.69	141.69	141.69	25000.0
2012-10-24 05:25:00	SPY	ETF	141.67	141.67	141.65	141.65	26800.0
2012-10-24 05:30:00	SPY	ETF	141.63	141.63	141.63	141.63	4000.0
2012-10-24 05:50:00	SPY	ETF	141.65	141.65	141.65	141.65	2000.0
2012-10-24 06:00:00	SPY	ETF	141.61	141.61	141.61	141.61	500.0
2012-10-24 06:05:00	SPY	ETF	141.6	141.6	141.54	141.54	900.0
2012-10-24 06:20:00	SPY	ETF	141.74	141.74	141.74	141.74	500.0
2012-10-24 06:25:00	SPY	ETF	141.72	141.82	141.72	141.82	7950.0
2012-10-24 06:30:00	SPY	ETF	141.78	141.78	141.78	141.78	133.0
2012-10-24 06:35:00	SPY	ETF	141.78	141.78	141.77	141.77	1000.0
2012-10-24 06:40:00	SPY	ETF	141.77	141.77	141.77	141.77	500.0
2012-10-24 06:45:00	SPY	ETF	141.77	141.77	141.77	141.77	100.0
2012-10-24 06:50:00	SPY	ETF	141.74	141.74	141.69	141.71	5800.0
2012-10-24 06:55:00	SPY	ETF	141.73	141.74	141.73	141.74	900.0
2012-10-24 07:00:00	SPY	ETF	141.69	141.72	141.66	141.68	6190.0
2012-10-24 07:05:00	SPY	ETF	141.67	141.67	141.58	141.59	3000.0
2012-10-24 07:10:00	SPY	ETF	141.6	141.61	141.58	141.58	12100.0
2012-10-24 07:15:00	SPY	ETF	141.58	141.58	141.52	141.58	26100.0
2012-10-24 07:20:00	SPY	ETF	141.52	141.53	141.5	141.53	10410.0
2012-10-24 07:25:00	SPY	ETF	141.53	141.62	141.53	141.62	11290.0
2012-10-24 07:30:00	SPY	ETF	141.62	141.77	141.62	141.76	400240.0
2012-10-24 07:35:00	SPY	ETF	141.76	141.76	141.69	141.76	173407.0
2012-10-24 07:40:00	SPY	ETF	141.72	141.77	141.59	141.67	261300.0
2012-10-24 07:45:00	SPY	ETF	141.64	141.72	141.64	141.72	10800.0
2012-10-24 07:50:00	SPY	ETF	141.7	141.8	141.69	141.77	33657.0
2012-10-24 07:55:00	SPY	ETF	141.77	141.8	141.75	141.78	76605.0
2012-10-24 08:00:00	SPY	ETF	141.79	141.8	141.75	141.78	110245.0
2012-10-24 08:05:00	SPY	ETF	141.69	141.84	141.69	141.8	718185.0
2012-10-24 08:10:00	SPY	ETF	141.8	141.92	141.8	141.92	89000.0
2012-10-24 08:15:00	SPY	ETF	141.92	141.95	141.88	141.93	134744.0
2012-10-24 08:20:00	SPY	ETF	141.92	141.95	141.89	141.9	236959.0
2012-10-24 08:25:00	SPY	ETF	141.91	141.93	141.89	141.91	86250.0
2012-10-24 08:30:00	SPY	ETF	141.91	141.92	141.82	141.82	62320.0
2012-10-24 08:35:00	SPY	ETF	141.84	141.85	141.78	141.8	78000.0
2012-10-24 08:40:00	SPY	ETF	141.8	141.81	141.78	141.8	24090.0
2012-10-24 08:45:00	SPY	ETF	141.8	141.84	141.75	141.76	94245.0
2012-10-24 08:50:00	SPY	ETF	141.76	141.88	141.76	141.86	58295.0
2012-10-24 08:55:00	SPY	ETF	141.87	141.94	141.87	141.92	202015.0
2012-10-24 09:00:00	SPY	ETF	141.91	142.05	141.89	142.0	122046.0
2012-10-24 09:05:00	SPY	ETF	142.0	142.12	141.99	142.02	256280.0
2012-10-24 09:10:00	SPY	ETF	142.02	142.09	142.0	142.04	147457.0
2012-10-24 09:15:00	SPY	ETF	142.03	142.04	142.0	142.01	60450.0
2012-10-24 09:20:00	SPY	ETF	142.01	142.05	141.96	142.0	158540.0
2012-10-24 09:25:00	SPY	ETF	142.01	142.03	141.93	141.94	128042.0
2012-10-24 09:30:00	SPY	ETF	141.93	142.1	141.9	142.1	2934237.0

> showing 50 of 35,911 rows — these rows as CSV

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