PREVIEW / etf_5min / 2012-11-26

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-26.parquet
  size:    850 KB
  rows:    36,504

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
2012-11-26 04:00:00	SPY	ETF	140.74	140.74	140.55	140.55	18630.0
2012-11-26 04:05:00	SPY	ETF	140.64	140.66	140.59	140.59	748.0
2012-11-26 04:10:00	SPY	ETF	140.61	140.61	140.61	140.61	300.0
2012-11-26 04:20:00	SPY	ETF	140.64	140.64	140.64	140.64	10000.0
2012-11-26 04:25:00	SPY	ETF	140.68	140.68	140.68	140.68	100.0
2012-11-26 04:30:00	SPY	ETF	140.61	140.61	140.61	140.61	100.0
2012-11-26 04:40:00	SPY	ETF	140.52	140.52	140.5	140.5	500.0
2012-11-26 04:55:00	SPY	ETF	140.47	140.47	140.43	140.43	1400.0
2012-11-26 05:00:00	SPY	ETF	140.51	140.51	140.51	140.51	200.0
2012-11-26 05:05:00	SPY	ETF	140.55	140.56	140.48	140.48	9200.0
2012-11-26 05:10:00	SPY	ETF	140.48	140.48	140.48	140.48	1200.0
2012-11-26 05:25:00	SPY	ETF	140.43	140.56	140.43	140.56	6000.0
2012-11-26 05:30:00	SPY	ETF	140.56	140.58	140.56	140.58	12100.0
2012-11-26 05:35:00	SPY	ETF	140.59	140.59	140.59	140.59	300.0
2012-11-26 05:40:00	SPY	ETF	140.61	140.61	140.61	140.61	950.0
2012-11-26 05:45:00	SPY	ETF	140.64	140.64	140.64	140.64	2000.0
2012-11-26 05:50:00	SPY	ETF	140.63	140.66	140.63	140.66	1100.0
2012-11-26 05:55:00	SPY	ETF	140.66	140.71	140.66	140.71	25800.0
2012-11-26 06:00:00	SPY	ETF	140.74	140.74	140.65	140.65	200.0
2012-11-26 06:10:00	SPY	ETF	140.7	140.7	140.7	140.7	200.0
2012-11-26 06:15:00	SPY	ETF	140.65	140.65	140.62	140.62	300.0
2012-11-26 06:20:00	SPY	ETF	140.64	140.64	140.64	140.64	1000.0
2012-11-26 06:35:00	SPY	ETF	140.76	140.76	140.72	140.76	18400.0
2012-11-26 06:40:00	SPY	ETF	140.76	140.86	140.76	140.86	1200.0
2012-11-26 06:45:00	SPY	ETF	140.83	140.86	140.81	140.81	554.0
2012-11-26 06:50:00	SPY	ETF	140.77	140.77	140.67	140.71	15200.0
2012-11-26 06:55:00	SPY	ETF	140.66	140.66	140.64	140.64	5300.0
2012-11-26 07:00:00	SPY	ETF	140.66	140.68	140.65	140.65	15000.0
2012-11-26 07:05:00	SPY	ETF	140.66	140.68	140.63	140.67	25300.0
2012-11-26 07:10:00	SPY	ETF	140.67	140.68	140.64	140.655	24700.0
2012-11-26 07:15:00	SPY	ETF	140.655	140.67	140.59	140.6	41015.0
2012-11-26 07:20:00	SPY	ETF	140.63	140.63	140.6	140.63	22533.0
2012-11-26 07:25:00	SPY	ETF	140.62	140.66	140.62	140.63	4500.0
2012-11-26 07:30:00	SPY	ETF	140.63	140.66	140.62	140.62	55800.0
2012-11-26 07:35:00	SPY	ETF	140.66	140.66	140.58	140.58	22085.0
2012-11-26 07:40:00	SPY	ETF	140.58	140.58	140.53	140.53	14821.0
2012-11-26 07:45:00	SPY	ETF	140.52	140.58	140.49	140.52	58905.0
2012-11-26 07:50:00	SPY	ETF	140.54	140.58	140.54	140.55	29500.0
2012-11-26 07:55:00	SPY	ETF	140.55	140.55	140.49	140.53	23000.0
2012-11-26 08:00:00	SPY	ETF	140.55	140.63	140.51	140.51	237241.0
2012-11-26 08:05:00	SPY	ETF	140.55	140.57	140.5	140.5	318336.0
2012-11-26 08:10:00	SPY	ETF	140.5	140.58	140.5	140.57	38099.0
2012-11-26 08:15:00	SPY	ETF	140.57	140.63	140.56	140.57	89666.0
2012-11-26 08:20:00	SPY	ETF	140.58	140.6	140.57	140.57	35846.0
2012-11-26 08:25:00	SPY	ETF	140.56	140.58	140.51	140.53	64750.0
2012-11-26 08:30:00	SPY	ETF	140.52	140.66	140.52	140.66	87170.0
2012-11-26 08:35:00	SPY	ETF	140.63	140.68	140.52	140.65	285125.0
2012-11-26 08:40:00	SPY	ETF	140.65	140.7	140.52	140.69	55070.0
2012-11-26 08:45:00	SPY	ETF	140.67	140.73	140.67	140.67	97370.0
2012-11-26 08:50:00	SPY	ETF	140.67	140.73	140.65	140.73	145856.0

> showing 50 of 36,504 rows — these rows as CSV

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