PREVIEW / etf_5min / 2012-11-09

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-09.parquet
  size:    926 KB
  rows:    38,514

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
2012-11-09 04:00:00	SPY	ETF	138.26	138.33	138.25	138.3	6825.0
2012-11-09 04:05:00	SPY	ETF	138.23	138.23	138.23	138.23	225.0
2012-11-09 04:10:00	SPY	ETF	138.2	138.2	138.12	138.12	650.0
2012-11-09 04:15:00	SPY	ETF	138.13	138.13	138.13	138.13	100.0
2012-11-09 04:30:00	SPY	ETF	138.29	138.29	138.29	138.29	400.0
2012-11-09 04:40:00	SPY	ETF	138.29	138.29	138.29	138.29	300.0
2012-11-09 04:45:00	SPY	ETF	138.4	138.43	138.4	138.43	11450.0
2012-11-09 05:00:00	SPY	ETF	138.44	138.44	138.36	138.36	500.0
2012-11-09 05:05:00	SPY	ETF	138.28	138.3	138.28	138.3	2100.0
2012-11-09 05:10:00	SPY	ETF	138.3	138.3	138.3	138.3	200.0
2012-11-09 05:15:00	SPY	ETF	138.3	138.3	138.07	138.07	11300.0
2012-11-09 05:20:00	SPY	ETF	138.05	138.05	138.0	138.02	14965.0
2012-11-09 05:25:00	SPY	ETF	138.16	138.16	138.16	138.16	1000.0
2012-11-09 05:30:00	SPY	ETF	138.07	138.07	138.06	138.06	2900.0
2012-11-09 05:40:00	SPY	ETF	138.09	138.09	138.08	138.08	800.0
2012-11-09 05:50:00	SPY	ETF	138.02	138.02	138.0	138.0	1800.0
2012-11-09 05:55:00	SPY	ETF	137.92	137.92	137.82	137.85	21871.0
2012-11-09 06:00:00	SPY	ETF	137.8	137.82	137.72	137.82	51325.0
2012-11-09 06:05:00	SPY	ETF	137.81	137.84	137.81	137.84	1200.0
2012-11-09 06:10:00	SPY	ETF	137.85	137.9	137.85	137.9	20500.0
2012-11-09 06:15:00	SPY	ETF	137.95	137.95	137.84	137.84	2100.0
2012-11-09 06:20:00	SPY	ETF	137.92	137.92	137.91	137.92	1200.0
2012-11-09 06:25:00	SPY	ETF	137.92	138.05	137.91	138.05	6900.0
2012-11-09 06:30:00	SPY	ETF	138.05	138.05	138.05	138.05	1500.0
2012-11-09 06:35:00	SPY	ETF	137.97	137.97	137.97	137.97	5000.0
2012-11-09 06:40:00	SPY	ETF	137.98	138.0	137.9	137.9	6600.0
2012-11-09 06:45:00	SPY	ETF	137.95	137.95	137.87	137.87	7800.0
2012-11-09 06:50:00	SPY	ETF	137.95	137.95	137.91	137.91	200.0
2012-11-09 06:55:00	SPY	ETF	137.87	137.88	137.86	137.86	6800.0
2012-11-09 07:00:00	SPY	ETF	137.8	137.8	137.77	137.8	27055.0
2012-11-09 07:05:00	SPY	ETF	137.82	137.83	137.8	137.8	5800.0
2012-11-09 07:10:00	SPY	ETF	137.85	137.85	137.78	137.79	19000.0
2012-11-09 07:15:00	SPY	ETF	137.8	137.87	137.76	137.84	20369.0
2012-11-09 07:20:00	SPY	ETF	137.83	137.88	137.83	137.88	38050.0
2012-11-09 07:25:00	SPY	ETF	137.85	137.89	137.84	137.84	25300.0
2012-11-09 07:30:00	SPY	ETF	137.87	137.87	137.5	137.58	139654.0
2012-11-09 07:35:00	SPY	ETF	137.58	137.58	137.42	137.47	89345.0
2012-11-09 07:40:00	SPY	ETF	137.44	137.61	137.44	137.56	114619.0
2012-11-09 07:45:00	SPY	ETF	137.55	137.58	137.52	137.55	51300.0
2012-11-09 07:50:00	SPY	ETF	137.58	137.58	137.55	137.56	18541.0
2012-11-09 07:55:00	SPY	ETF	137.56	137.56	137.35	137.38	148486.0
2012-11-09 08:00:00	SPY	ETF	137.41	137.84	137.3	137.3	314846.0
2012-11-09 08:05:00	SPY	ETF	137.31	138.7	137.01	137.17	419513.0
2012-11-09 08:10:00	SPY	ETF	137.16	137.19	137.03	137.07	1067535.0
2012-11-09 08:15:00	SPY	ETF	137.07	137.2	137.05	137.2	211893.0
2012-11-09 08:20:00	SPY	ETF	137.2	137.31	137.2	137.24	415645.0
2012-11-09 08:25:00	SPY	ETF	137.24	137.4	137.21	137.33	299868.0
2012-11-09 08:30:00	SPY	ETF	137.35	137.43	137.32	137.38	387129.0
2012-11-09 08:35:00	SPY	ETF	137.39	137.62	137.37	137.61	392343.0
2012-11-09 08:40:00	SPY	ETF	137.6	137.62	137.51	137.62	151759.0

> showing 50 of 38,514 rows — these rows as CSV

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