PREVIEW / etf_5min / 2012-11-01

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-01.parquet
  size:    862 KB
  rows:    37,313

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
2012-11-01 04:00:00	SPY	ETF	141.15	141.15	140.77	140.77	500.0
2012-11-01 04:15:00	SPY	ETF	141.02	141.07	141.02	141.07	28560.0
2012-11-01 04:35:00	SPY	ETF	140.93	140.93	140.93	140.93	100.0
2012-11-01 05:05:00	SPY	ETF	140.94	140.94	140.94	140.94	100.0
2012-11-01 05:30:00	SPY	ETF	140.74	140.74	140.74	140.74	100.0
2012-11-01 05:35:00	SPY	ETF	140.83	140.83	140.83	140.83	800.0
2012-11-01 06:10:00	SPY	ETF	140.89	140.89	140.89	140.89	100.0
2012-11-01 06:15:00	SPY	ETF	140.98	141.16	140.98	141.16	39379.0
2012-11-01 06:20:00	SPY	ETF	141.14	141.14	141.07	141.07	800.0
2012-11-01 06:25:00	SPY	ETF	141.12	141.14	141.09	141.09	19000.0
2012-11-01 06:30:00	SPY	ETF	141.14	141.14	141.14	141.14	1000.0
2012-11-01 06:35:00	SPY	ETF	141.14	141.19	141.14	141.19	26856.0
2012-11-01 06:40:00	SPY	ETF	141.15	141.15	141.12	141.15	6500.0
2012-11-01 06:45:00	SPY	ETF	141.18	141.19	141.18	141.19	600.0
2012-11-01 06:50:00	SPY	ETF	141.14	141.14	141.14	141.14	200.0
2012-11-01 06:55:00	SPY	ETF	141.17	141.17	141.17	141.17	1000.0
2012-11-01 07:00:00	SPY	ETF	141.17	141.25	141.14	141.23	4010.0
2012-11-01 07:05:00	SPY	ETF	141.21	141.25	141.16	141.18	16200.0
2012-11-01 07:10:00	SPY	ETF	141.15	141.2	141.15	141.2	13090.0
2012-11-01 07:15:00	SPY	ETF	141.19	141.22	141.16	141.16	1605.0
2012-11-01 07:20:00	SPY	ETF	141.14	141.15	141.12	141.14	8910.0
2012-11-01 07:25:00	SPY	ETF	141.14	141.19	141.14	141.19	2300.0
2012-11-01 07:30:00	SPY	ETF	141.2	141.2	141.16	141.17	2375.0
2012-11-01 07:35:00	SPY	ETF	141.16	141.19	141.15	141.18	31200.0
2012-11-01 07:40:00	SPY	ETF	141.17	141.29	141.17	141.28	17399.0
2012-11-01 07:45:00	SPY	ETF	141.27	141.32	141.26	141.29	197845.0
2012-11-01 07:50:00	SPY	ETF	141.3	141.38	141.3	141.37	28260.0
2012-11-01 07:55:00	SPY	ETF	141.38	141.41	141.35	141.38	50800.0
2012-11-01 08:00:00	SPY	ETF	141.35	141.35	141.19	141.19	74470.0
2012-11-01 08:05:00	SPY	ETF	141.21	141.28	141.21	141.26	17200.0
2012-11-01 08:10:00	SPY	ETF	141.28	141.28	141.2	141.21	31550.0
2012-11-01 08:15:00	SPY	ETF	141.25	141.38	141.25	141.29	164432.0
2012-11-01 08:20:00	SPY	ETF	141.28	141.35	141.27	141.29	24998.0
2012-11-01 08:25:00	SPY	ETF	141.29	141.3	141.23	141.25	20225.0
2012-11-01 08:30:00	SPY	ETF	141.26	141.38	141.26	141.36	156133.0
2012-11-01 08:35:00	SPY	ETF	141.36	141.39	141.34	141.37	390920.0
2012-11-01 08:40:00	SPY	ETF	141.37	141.5	141.36	141.48	419945.0
2012-11-01 08:45:00	SPY	ETF	141.49	141.57	141.49	141.56	131105.0
2012-11-01 08:50:00	SPY	ETF	141.57	141.62	141.53	141.53	58061.0
2012-11-01 08:55:00	SPY	ETF	141.51	141.52	141.46	141.48	20502.0
2012-11-01 09:00:00	SPY	ETF	141.48	141.49	141.36	141.47	177182.0
2012-11-01 09:05:00	SPY	ETF	141.47	141.48	141.42	141.45	31090.0
2012-11-01 09:10:00	SPY	ETF	141.45	141.51	141.18	141.51	19296.0
2012-11-01 09:15:00	SPY	ETF	141.5	141.55	141.5	141.52	8756.0
2012-11-01 09:20:00	SPY	ETF	141.52	141.59	141.51	141.59	81455.0
2012-11-01 09:25:00	SPY	ETF	141.59	141.65	141.35	141.64	288206.0
2012-11-01 09:30:00	SPY	ETF	141.65	141.94	141.52	141.91	2853784.0
2012-11-01 09:35:00	SPY	ETF	141.91	141.99	141.85	141.94	2035479.0
2012-11-01 09:40:00	SPY	ETF	141.95	142.0	141.76	141.83	1917631.0
2012-11-01 09:45:00	SPY	ETF	141.83	142.03	141.81	141.991	1852752.0

> showing 50 of 37,313 rows — these rows as CSV

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