PREVIEW / etf_5min / 2012-11-12

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-12.parquet
  size:    822 KB
  rows:    34,572

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
2012-11-12 04:00:00	SPY	ETF	138.38	138.38	138.3	138.3	1170.0
2012-11-12 04:35:00	SPY	ETF	138.38	138.38	138.38	138.38	25006.0
2012-11-12 04:45:00	SPY	ETF	138.35	138.5	138.35	138.5	5700.0
2012-11-12 04:50:00	SPY	ETF	138.55	138.57	138.55	138.57	5300.0
2012-11-12 05:05:00	SPY	ETF	138.54	138.54	138.54	138.54	100.0
2012-11-12 05:15:00	SPY	ETF	138.56	138.57	138.56	138.57	20000.0
2012-11-12 05:20:00	SPY	ETF	138.48	138.48	138.48	138.48	5000.0
2012-11-12 05:30:00	SPY	ETF	138.59	138.6	138.59	138.6	700.0
2012-11-12 05:35:00	SPY	ETF	138.53	138.53	138.53	138.53	3000.0
2012-11-12 05:40:00	SPY	ETF	138.48	138.48	138.45	138.45	10000.0
2012-11-12 06:00:00	SPY	ETF	138.49	138.49	138.49	138.49	400.0
2012-11-12 06:10:00	SPY	ETF	138.54	138.54	138.54	138.54	5000.0
2012-11-12 06:15:00	SPY	ETF	138.53	138.53	138.51	138.51	10099.0
2012-11-12 06:20:00	SPY	ETF	138.45	138.48	138.45	138.48	1069.0
2012-11-12 06:25:00	SPY	ETF	138.48	138.48	138.48	138.48	100.0
2012-11-12 06:35:00	SPY	ETF	138.53	138.59	138.53	138.56	31700.0
2012-11-12 06:40:00	SPY	ETF	138.57	138.57	138.54	138.55	28800.0
2012-11-12 06:45:00	SPY	ETF	138.5	138.5	138.5	138.5	500.0
2012-11-12 06:50:00	SPY	ETF	138.49	138.49	138.48	138.48	1999.0
2012-11-12 06:55:00	SPY	ETF	138.55	138.55	138.53	138.55	8600.0
2012-11-12 07:00:00	SPY	ETF	138.56	138.56	138.52	138.55	58800.0
2012-11-12 07:05:00	SPY	ETF	138.54	138.55	138.51	138.55	4404.0
2012-11-12 07:10:00	SPY	ETF	138.55	138.56	138.53	138.56	9730.0
2012-11-12 07:15:00	SPY	ETF	138.57	138.64	138.56	138.64	8000.0
2012-11-12 07:20:00	SPY	ETF	138.63	138.64	138.57	138.63	13600.0
2012-11-12 07:25:00	SPY	ETF	138.63	138.78	138.61	138.76	404821.0
2012-11-12 07:30:00	SPY	ETF	138.74	138.77	138.7	138.71	135380.0
2012-11-12 07:35:00	SPY	ETF	138.72	138.77	138.72	138.77	43664.0
2012-11-12 07:40:00	SPY	ETF	138.74	138.75	138.7	138.7	28713.0
2012-11-12 07:45:00	SPY	ETF	138.74	138.77	138.72	138.72	2650.0
2012-11-12 07:50:00	SPY	ETF	138.72	138.75	138.7	138.73	24900.0
2012-11-12 07:55:00	SPY	ETF	138.72	138.78	138.72	138.76	28500.0
2012-11-12 08:00:00	SPY	ETF	138.76	138.8	138.64	138.67	781597.0
2012-11-12 08:05:00	SPY	ETF	138.66	138.71	138.66	138.7	26538.0
2012-11-12 08:10:00	SPY	ETF	138.66	138.67	138.58	138.66	129763.0
2012-11-12 08:15:00	SPY	ETF	138.67	138.7	138.63	138.64	50640.0
2012-11-12 08:20:00	SPY	ETF	138.63	138.66	138.53	138.62	107590.0
2012-11-12 08:25:00	SPY	ETF	138.63	138.69	138.62	138.67	42969.0
2012-11-12 08:30:00	SPY	ETF	138.67	138.71	138.65	138.68	18930.0
2012-11-12 08:35:00	SPY	ETF	138.68	138.69	138.64	138.69	24582.0
2012-11-12 08:40:00	SPY	ETF	138.68	138.7	138.66	138.67	14038.0
2012-11-12 08:45:00	SPY	ETF	138.66	138.73	138.66	138.72	35878.0
2012-11-12 08:50:00	SPY	ETF	138.73	138.76	138.7	138.72	64495.0
2012-11-12 08:55:00	SPY	ETF	138.72	138.73	138.7	138.72	28779.0
2012-11-12 09:00:00	SPY	ETF	138.71	138.74	138.68	138.72	21196.0
2012-11-12 09:05:00	SPY	ETF	138.72	138.76	138.66	138.68	84800.0
2012-11-12 09:10:00	SPY	ETF	138.68	138.68	138.59	138.6	113214.0
2012-11-12 09:15:00	SPY	ETF	138.62	138.66	138.59	138.61	50026.0
2012-11-12 09:20:00	SPY	ETF	138.62	138.62	138.59	138.61	25194.0
2012-11-12 09:25:00	SPY	ETF	138.6	138.69	138.58	138.58	158092.0

> showing 50 of 34,572 rows — these rows as CSV

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