PREVIEW / etf_5min / 2012-11-27

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-27.parquet
  size:    865 KB
  rows:    36,622

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
2012-11-27 05:10:00	SPY	ETF	141.05	141.08	141.05	141.08	9100.0
2012-11-27 05:15:00	SPY	ETF	141.06	141.07	140.99	141.02	16700.0
2012-11-27 05:20:00	SPY	ETF	141.01	141.01	141.01	141.01	500.0
2012-11-27 05:25:00	SPY	ETF	141.0	141.01	140.93	140.93	36000.0
2012-11-27 05:30:00	SPY	ETF	140.91	140.93	140.89	140.89	11350.0
2012-11-27 05:40:00	SPY	ETF	140.92	140.92	140.92	140.92	100.0
2012-11-27 05:55:00	SPY	ETF	140.9	140.9	140.9	140.9	100.0
2012-11-27 06:00:00	SPY	ETF	140.85	140.85	140.83	140.83	2554.0
2012-11-27 06:10:00	SPY	ETF	140.83	140.86	140.81	140.81	18000.0
2012-11-27 06:15:00	SPY	ETF	140.84	140.84	140.84	140.84	7000.0
2012-11-27 06:20:00	SPY	ETF	140.85	140.85	140.85	140.85	500.0
2012-11-27 06:25:00	SPY	ETF	140.85	140.85	140.85	140.85	100.0
2012-11-27 06:30:00	SPY	ETF	140.89	140.89	140.89	140.89	500.0
2012-11-27 06:35:00	SPY	ETF	140.85	140.85	140.85	140.85	2500.0
2012-11-27 06:45:00	SPY	ETF	140.91	140.91	140.91	140.91	300.0
2012-11-27 06:50:00	SPY	ETF	140.85	140.85	140.84	140.84	10000.0
2012-11-27 06:55:00	SPY	ETF	140.83	141.01	140.83	141.01	9500.0
2012-11-27 07:00:00	SPY	ETF	140.95	140.99	140.95	140.99	5700.0
2012-11-27 07:05:00	SPY	ETF	141.01	141.05	140.98	141.05	82500.0
2012-11-27 07:10:00	SPY	ETF	141.07	141.11	141.04	141.11	118100.0
2012-11-27 07:15:00	SPY	ETF	141.09	141.11	141.06	141.07	272992.0
2012-11-27 07:20:00	SPY	ETF	141.07	141.07	141.04	141.05	47975.0
2012-11-27 07:25:00	SPY	ETF	141.03	141.06	141.0	141.06	57700.0
2012-11-27 07:30:00	SPY	ETF	141.07	141.11	141.06	141.11	32900.0
2012-11-27 07:35:00	SPY	ETF	141.09	141.16	141.09	141.14	90100.0
2012-11-27 07:40:00	SPY	ETF	141.06	141.09	141.06	141.06	71803.0
2012-11-27 07:45:00	SPY	ETF	141.06	141.06	140.98	141.04	32650.0
2012-11-27 07:50:00	SPY	ETF	141.09	141.09	141.09	141.09	5265.0
2012-11-27 07:55:00	SPY	ETF	141.1	141.14	141.09	141.09	14600.0
2012-11-27 08:00:00	SPY	ETF	141.09	141.09	141.05	141.08	17756.0
2012-11-27 08:05:00	SPY	ETF	141.08	141.3	141.05	141.06	31100.0
2012-11-27 08:10:00	SPY	ETF	141.06	141.06	141.03	141.04	11250.0
2012-11-27 08:15:00	SPY	ETF	141.05	141.05	141.0	141.0	33401.0
2012-11-27 08:20:00	SPY	ETF	141.02	141.04	140.98	140.98	16021.0
2012-11-27 08:25:00	SPY	ETF	140.99	141.03	140.9	140.9	64204.0
2012-11-27 08:30:00	SPY	ETF	140.95	141.16	140.95	141.15	289989.0
2012-11-27 08:35:00	SPY	ETF	141.15	141.18	140.93	140.93	182493.0
2012-11-27 08:40:00	SPY	ETF	140.93	141.03	140.88	141.03	236750.0
2012-11-27 08:45:00	SPY	ETF	141.02	141.09	140.95	140.99	158010.0
2012-11-27 08:50:00	SPY	ETF	140.99	141.06	140.98	141.06	65750.0
2012-11-27 08:55:00	SPY	ETF	141.07	141.12	141.05	141.08	66342.0
2012-11-27 09:00:00	SPY	ETF	141.09	141.09	140.95	140.99	53830.0
2012-11-27 09:05:00	SPY	ETF	140.99	141.0	140.89	140.9	131637.0
2012-11-27 09:10:00	SPY	ETF	140.89	140.95	140.89	140.91	28500.0
2012-11-27 09:15:00	SPY	ETF	140.92	140.92	140.8	140.83	121575.0
2012-11-27 09:20:00	SPY	ETF	140.85	140.87	140.78	140.86	81216.0
2012-11-27 09:25:00	SPY	ETF	140.86	140.91	140.86	140.91	64030.0
2012-11-27 09:30:00	SPY	ETF	140.91	140.93	140.75	140.8099	2821486.0
2012-11-27 09:35:00	SPY	ETF	140.79	140.97	140.79	140.92	1317132.0
2012-11-27 09:40:00	SPY	ETF	140.92	141.0901	140.88	141.09	1847317.0

> showing 50 of 36,622 rows — these rows as CSV

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