PREVIEW / etf_5min / 2012-11-28

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-11-28.parquet
  size:    884 KB
  rows:    36,300

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
2012-11-28 04:15:00	SPY	ETF	140.26	140.26	140.26	140.26	250.0
2012-11-28 04:20:00	SPY	ETF	140.16	140.16	140.16	140.16	1000.0
2012-11-28 04:25:00	SPY	ETF	140.12	140.12	140.12	140.12	4987.0
2012-11-28 04:55:00	SPY	ETF	140.13	140.13	140.13	140.13	200.0
2012-11-28 05:05:00	SPY	ETF	140.11	140.11	140.11	140.11	18000.0
2012-11-28 05:25:00	SPY	ETF	140.26	140.26	140.26	140.26	19500.0
2012-11-28 05:30:00	SPY	ETF	140.24	140.24	140.2	140.2	21000.0
2012-11-28 05:55:00	SPY	ETF	140.24	140.24	140.24	140.24	100.0
2012-11-28 06:05:00	SPY	ETF	140.13	140.16	140.13	140.16	900.0
2012-11-28 06:20:00	SPY	ETF	140.17	140.17	140.17	140.17	2500.0
2012-11-28 06:30:00	SPY	ETF	140.13	140.13	140.13	140.13	1200.0
2012-11-28 06:35:00	SPY	ETF	140.11	140.11	140.09	140.09	1000.0
2012-11-28 06:45:00	SPY	ETF	140.08	140.08	140.07	140.07	10000.0
2012-11-28 06:50:00	SPY	ETF	140.11	140.12	140.05	140.05	13350.0
2012-11-28 06:55:00	SPY	ETF	140.09	140.11	139.91	139.91	266800.0
2012-11-28 07:00:00	SPY	ETF	139.91	139.99	139.89	139.98	82286.0
2012-11-28 07:05:00	SPY	ETF	139.99	140.0	139.98	140.0	20200.0
2012-11-28 07:10:00	SPY	ETF	139.99	140.02	139.98	140.0	12900.0
2012-11-28 07:15:00	SPY	ETF	140.02	140.05	140.02	140.05	5500.0
2012-11-28 07:20:00	SPY	ETF	140.04	140.08	140.01	140.07	11300.0
2012-11-28 07:25:00	SPY	ETF	140.05	140.06	140.01	140.01	233000.0
2012-11-28 07:30:00	SPY	ETF	140.04	140.09	140.01	140.08	36500.0
2012-11-28 07:35:00	SPY	ETF	140.09	140.09	140.04	140.04	13400.0
2012-11-28 07:40:00	SPY	ETF	140.04	140.04	139.98	139.98	25600.0
2012-11-28 07:45:00	SPY	ETF	139.95	139.98	139.94	139.94	48162.0
2012-11-28 07:50:00	SPY	ETF	139.92	139.97	139.89	139.94	29200.0
2012-11-28 07:55:00	SPY	ETF	139.94	139.94	139.87	139.89	51650.0
2012-11-28 08:00:00	SPY	ETF	139.9	140.01	139.87	139.89	128400.0
2012-11-28 08:05:00	SPY	ETF	139.88	139.99	139.86	139.99	66000.0
2012-11-28 08:10:00	SPY	ETF	139.98	139.99	139.94	139.96	71000.0
2012-11-28 08:15:00	SPY	ETF	139.96	139.99	139.96	139.97	31960.0
2012-11-28 08:20:00	SPY	ETF	139.98	139.98	139.83	139.84	209227.0
2012-11-28 08:25:00	SPY	ETF	139.86	139.98	139.86	139.96	95586.0
2012-11-28 08:30:00	SPY	ETF	139.95	139.95	139.87	139.92	52573.0
2012-11-28 08:35:00	SPY	ETF	139.92	139.98	139.92	139.98	228702.0
2012-11-28 08:40:00	SPY	ETF	139.98	140.0	139.88	139.88	246550.0
2012-11-28 08:45:00	SPY	ETF	139.89	139.92	139.86	139.92	54880.0
2012-11-28 08:50:00	SPY	ETF	139.91	139.92	139.81	139.82	116013.0
2012-11-28 08:55:00	SPY	ETF	139.81	139.85	139.75	139.82	83870.0
2012-11-28 09:00:00	SPY	ETF	139.82	140.38	139.73	139.74	186828.0
2012-11-28 09:05:00	SPY	ETF	139.74	139.79	139.72	139.75	172915.0
2012-11-28 09:10:00	SPY	ETF	139.77	139.79	139.73	139.79	69000.0
2012-11-28 09:15:00	SPY	ETF	139.79	139.88	139.79	139.87	290055.0
2012-11-28 09:20:00	SPY	ETF	139.85	139.86	139.79	139.79	44154.0
2012-11-28 09:25:00	SPY	ETF	139.78	139.8	139.69	139.76	269893.0
2012-11-28 09:30:00	SPY	ETF	139.76	139.77	139.545	139.6	4697708.0
2012-11-28 09:35:00	SPY	ETF	139.6	139.695	139.53	139.62	3116607.0
2012-11-28 09:40:00	SPY	ETF	139.62	139.69	139.53	139.595	2660109.0
2012-11-28 09:45:00	SPY	ETF	139.59	139.62	139.435	139.495	1990247.0
2012-11-28 09:50:00	SPY	ETF	139.485	139.59	139.41	139.57	2034372.0

> showing 50 of 36,300 rows — these rows as CSV

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