PREVIEW / etf_5min / 2012-11-23

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-23.parquet
  size:    513 KB
  rows:    20,251

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
2012-11-23 04:00:00	SPY	ETF	139.49	139.49	139.49	139.49	200.0
2012-11-23 04:35:00	SPY	ETF	139.59	139.59	139.59	139.59	100.0
2012-11-23 05:00:00	SPY	ETF	139.8	139.8	139.8	139.8	1000.0
2012-11-23 05:05:00	SPY	ETF	139.69	139.69	139.69	139.69	18000.0
2012-11-23 05:10:00	SPY	ETF	139.7	139.7	139.7	139.7	200.0
2012-11-23 05:55:00	SPY	ETF	139.55	139.55	139.55	139.55	100.0
2012-11-23 06:00:00	SPY	ETF	139.56	139.56	139.56	139.56	1600.0
2012-11-23 06:10:00	SPY	ETF	139.51	139.53	139.5	139.53	600.0
2012-11-23 06:20:00	SPY	ETF	139.59	139.59	139.59	139.59	100.0
2012-11-23 06:25:00	SPY	ETF	139.7	139.7	139.7	139.7	200.0
2012-11-23 06:30:00	SPY	ETF	139.7	139.7	139.67	139.67	1300.0
2012-11-23 06:35:00	SPY	ETF	139.69	139.69	139.69	139.69	100.0
2012-11-23 06:45:00	SPY	ETF	139.59	139.59	139.59	139.59	100.0
2012-11-23 06:50:00	SPY	ETF	139.63	139.65	139.63	139.65	1000.0
2012-11-23 06:55:00	SPY	ETF	139.73	139.74	139.73	139.74	2529.0
2012-11-23 07:00:00	SPY	ETF	139.7	139.73	139.69	139.69	400.0
2012-11-23 07:05:00	SPY	ETF	139.7	139.7	139.69	139.69	200.0
2012-11-23 07:15:00	SPY	ETF	139.71	139.71	139.71	139.71	1000.0
2012-11-23 07:20:00	SPY	ETF	139.72	139.72	139.72	139.72	700.0
2012-11-23 07:25:00	SPY	ETF	139.72	139.74	139.72	139.74	3260.0
2012-11-23 07:30:00	SPY	ETF	139.74	139.8	139.74	139.74	21250.0
2012-11-23 07:35:00	SPY	ETF	139.74	139.77	139.74	139.77	300.0
2012-11-23 07:40:00	SPY	ETF	139.78	139.8	139.77	139.8	1325.0
2012-11-23 07:45:00	SPY	ETF	139.79	139.8	139.77	139.78	3400.0
2012-11-23 07:50:00	SPY	ETF	139.77	139.77	139.75	139.77	2956.0
2012-11-23 07:55:00	SPY	ETF	139.78	139.83	139.78	139.8	3300.0
2012-11-23 08:00:00	SPY	ETF	139.82	139.9	139.82	139.9	45500.0
2012-11-23 08:05:00	SPY	ETF	139.89	139.9	139.86	139.88	12600.0
2012-11-23 08:10:00	SPY	ETF	139.88	139.9	139.86	139.88	20560.0
2012-11-23 08:15:00	SPY	ETF	139.88	139.9	139.85	139.87	5400.0
2012-11-23 08:20:00	SPY	ETF	139.85	139.97	139.84	139.97	86455.0
2012-11-23 08:25:00	SPY	ETF	139.97	140.0	139.94	139.94	76450.0
2012-11-23 08:30:00	SPY	ETF	139.94	139.95	139.86	139.86	21140.0
2012-11-23 08:35:00	SPY	ETF	139.88	139.95	139.88	139.93	78856.0
2012-11-23 08:40:00	SPY	ETF	139.93	139.95	139.86	139.93	54666.0
2012-11-23 08:45:00	SPY	ETF	139.94	139.95	139.92	139.92	48102.0
2012-11-23 08:50:00	SPY	ETF	139.91	139.92	139.87	139.89	20460.0
2012-11-23 08:55:00	SPY	ETF	139.88	139.93	139.88	139.92	49942.0
2012-11-23 09:00:00	SPY	ETF	139.92	139.99	139.92	139.99	58014.0
2012-11-23 09:05:00	SPY	ETF	139.99	140.05	139.96	140.05	65749.0
2012-11-23 09:10:00	SPY	ETF	140.04	140.22	140.04	140.17	450188.0
2012-11-23 09:15:00	SPY	ETF	140.17	140.2	140.12	140.15	146988.0
2012-11-23 09:20:00	SPY	ETF	140.15	140.17	140.14	140.15	110767.0
2012-11-23 09:25:00	SPY	ETF	140.14	140.21	140.13	140.13	213814.0
2012-11-23 09:30:00	SPY	ETF	140.13	140.27	140.12	140.15	3498428.0
2012-11-23 09:35:00	SPY	ETF	140.15	140.19	140.05	140.0599	2301936.0
2012-11-23 09:40:00	SPY	ETF	140.05	140.19	140.04	140.1	1885861.0
2012-11-23 09:45:00	SPY	ETF	140.09	140.23	140.04	140.2	1051214.0
2012-11-23 09:50:00	SPY	ETF	140.201	140.24	140.14	140.21	1148955.0
2012-11-23 09:55:00	SPY	ETF	140.21	140.32	140.18	140.28	1722179.0

> showing 50 of 20,251 rows — these rows as CSV

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