PREVIEW / etf_5min / 2012-11-13

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-13.parquet
  size:    873 KB
  rows:    36,411

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
2012-11-13 04:00:00	SPY	ETF	137.4	137.5	137.4	137.5	62000.0
2012-11-13 04:05:00	SPY	ETF	137.51	137.58	137.5	137.58	49152.0
2012-11-13 04:10:00	SPY	ETF	137.58	137.72	137.58	137.66	154800.0
2012-11-13 04:15:00	SPY	ETF	137.7	137.7	137.7	137.7	100.0
2012-11-13 04:20:00	SPY	ETF	137.74	137.75	137.74	137.74	1600.0
2012-11-13 04:25:00	SPY	ETF	137.76	137.76	137.76	137.76	50876.0
2012-11-13 04:30:00	SPY	ETF	137.76	137.76	137.74	137.74	50176.0
2012-11-13 04:35:00	SPY	ETF	137.74	137.74	137.7	137.7	42100.0
2012-11-13 05:00:00	SPY	ETF	137.6	137.6	137.6	137.6	500.0
2012-11-13 05:05:00	SPY	ETF	137.6	137.6	137.6	137.6	600.0
2012-11-13 05:10:00	SPY	ETF	137.54	137.55	137.54	137.55	600.0
2012-11-13 05:15:00	SPY	ETF	137.44	137.44	137.44	137.44	19600.0
2012-11-13 05:20:00	SPY	ETF	137.5	137.51	137.5	137.51	7400.0
2012-11-13 05:25:00	SPY	ETF	137.47	137.48	137.47	137.48	300.0
2012-11-13 05:30:00	SPY	ETF	137.48	137.58	137.48	137.56	500.0
2012-11-13 05:35:00	SPY	ETF	137.56	137.56	137.56	137.56	200.0
2012-11-13 05:40:00	SPY	ETF	137.57	137.57	137.55	137.55	225.0
2012-11-13 05:45:00	SPY	ETF	137.56	137.58	137.55	137.58	5700.0
2012-11-13 05:50:00	SPY	ETF	137.54	137.57	137.53	137.57	15200.0
2012-11-13 05:55:00	SPY	ETF	137.52	137.53	137.46	137.46	15700.0
2012-11-13 06:00:00	SPY	ETF	137.45	137.45	137.36	137.37	12400.0
2012-11-13 06:05:00	SPY	ETF	137.35	137.35	137.24	137.24	33583.0
2012-11-13 06:10:00	SPY	ETF	137.28	137.36	137.28	137.35	9218.0
2012-11-13 06:15:00	SPY	ETF	137.36	137.38	137.36	137.38	1900.0
2012-11-13 06:20:00	SPY	ETF	137.38	137.42	137.37	137.39	38925.0
2012-11-13 06:25:00	SPY	ETF	137.4	137.46	137.4	137.44	1110.0
2012-11-13 06:30:00	SPY	ETF	137.45	137.61	137.45	137.6	27995.0
2012-11-13 06:35:00	SPY	ETF	137.62	137.86	137.62	137.78	11386.0
2012-11-13 06:40:00	SPY	ETF	137.85	137.9	137.76	137.76	37000.0
2012-11-13 06:45:00	SPY	ETF	137.77	137.85	137.64	137.7	60800.0
2012-11-13 06:50:00	SPY	ETF	137.68	137.8	137.65	137.8	9200.0
2012-11-13 06:55:00	SPY	ETF	137.82	137.9	137.82	137.89	1399.0
2012-11-13 07:00:00	SPY	ETF	137.89	138.14	137.89	138.07	110603.0
2012-11-13 07:05:00	SPY	ETF	138.05	138.09	137.99	138.05	28000.0
2012-11-13 07:10:00	SPY	ETF	138.05	138.05	137.9	137.9	32352.0
2012-11-13 07:15:00	SPY	ETF	137.87	137.87	137.79	137.84	31599.0
2012-11-13 07:20:00	SPY	ETF	137.85	137.85	137.67	137.8	80396.0
2012-11-13 07:25:00	SPY	ETF	137.8	137.82	137.79	137.8	13750.0
2012-11-13 07:30:00	SPY	ETF	137.76	137.79	137.67	137.7	6051.0
2012-11-13 07:35:00	SPY	ETF	137.77	137.78	137.72	137.76	237930.0
2012-11-13 07:40:00	SPY	ETF	137.76	137.77	137.67	137.69	43479.0
2012-11-13 07:45:00	SPY	ETF	137.7	137.76	137.7	137.76	11100.0
2012-11-13 07:50:00	SPY	ETF	137.76	137.98	137.76	137.91	100899.0
2012-11-13 07:55:00	SPY	ETF	137.93	137.96	137.74	137.74	47499.0
2012-11-13 08:00:00	SPY	ETF	137.77	137.83	137.72	137.8	135255.0
2012-11-13 08:05:00	SPY	ETF	137.8	137.93	137.78	137.92	26479.0
2012-11-13 08:10:00	SPY	ETF	137.88	137.88	137.81	137.82	7903.0
2012-11-13 08:15:00	SPY	ETF	137.85	137.86	137.72	137.8	67067.0
2012-11-13 08:20:00	SPY	ETF	137.8	137.86	137.77	137.84	20845.0
2012-11-13 08:25:00	SPY	ETF	137.82	137.83	137.75	137.76	33742.0

> showing 50 of 36,411 rows — these rows as CSV

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