PREVIEW / etf_5min / 2012-12-06

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-12-06.parquet
  size:    835 KB
  rows:    36,488

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
2012-12-06 04:00:00	SPY	ETF	141.11	141.5	141.11	141.5	625.0
2012-12-06 04:10:00	SPY	ETF	141.6	141.6	141.6	141.6	952.0
2012-12-06 04:20:00	SPY	ETF	141.73	141.73	141.73	141.73	10000.0
2012-12-06 04:30:00	SPY	ETF	141.69	141.69	141.69	141.69	100.0
2012-12-06 04:45:00	SPY	ETF	141.68	141.68	141.68	141.68	5100.0
2012-12-06 05:05:00	SPY	ETF	141.67	141.69	141.67	141.69	20358.0
2012-12-06 05:20:00	SPY	ETF	141.62	141.63	141.62	141.63	5100.0
2012-12-06 05:25:00	SPY	ETF	141.65	141.65	141.58	141.58	1600.0
2012-12-06 05:55:00	SPY	ETF	141.58	141.59	141.58	141.59	5200.0
2012-12-06 06:00:00	SPY	ETF	141.63	141.63	141.63	141.63	200.0
2012-12-06 06:05:00	SPY	ETF	141.65	141.65	141.65	141.65	1000.0
2012-12-06 06:20:00	SPY	ETF	141.55	141.55	141.49	141.5	7180.0
2012-12-06 06:25:00	SPY	ETF	141.47	141.47	141.4	141.4	780.0
2012-12-06 06:30:00	SPY	ETF	141.49	141.49	141.49	141.49	500.0
2012-12-06 06:35:00	SPY	ETF	141.48	141.48	141.48	141.48	4000.0
2012-12-06 06:40:00	SPY	ETF	141.37	141.38	141.34	141.35	12450.0
2012-12-06 06:45:00	SPY	ETF	141.29	141.29	141.29	141.29	3000.0
2012-12-06 06:50:00	SPY	ETF	141.35	141.35	141.35	141.35	200.0
2012-12-06 06:55:00	SPY	ETF	141.32	141.32	141.32	141.32	100.0
2012-12-06 07:00:00	SPY	ETF	141.31	141.39	141.31	141.39	1711.0
2012-12-06 07:05:00	SPY	ETF	141.39	141.5	141.39	141.5	13535.0
2012-12-06 07:10:00	SPY	ETF	141.51	141.51	141.48	141.48	5300.0
2012-12-06 07:15:00	SPY	ETF	141.44	141.44	141.32	141.35	13701.0
2012-12-06 07:20:00	SPY	ETF	141.33	141.37	141.32	141.37	40300.0
2012-12-06 07:25:00	SPY	ETF	141.4	141.5	141.4	141.5	13800.0
2012-12-06 07:30:00	SPY	ETF	141.49	141.5	141.49	141.5	1500.0
2012-12-06 07:35:00	SPY	ETF	141.45	141.45	141.39	141.39	1500.0
2012-12-06 07:40:00	SPY	ETF	141.36	141.38	141.29	141.38	13390.0
2012-12-06 07:45:00	SPY	ETF	141.39	141.41	141.32	141.41	24100.0
2012-12-06 07:50:00	SPY	ETF	141.39	141.45	141.39	141.45	13690.0
2012-12-06 07:55:00	SPY	ETF	141.44	141.51	141.4	141.4	13200.0
2012-12-06 08:00:00	SPY	ETF	141.31	141.52	141.31	141.42	30958.0
2012-12-06 08:05:00	SPY	ETF	141.44	141.44	141.41	141.41	15400.0
2012-12-06 08:10:00	SPY	ETF	141.42	141.45	141.34	141.34	15776.0
2012-12-06 08:15:00	SPY	ETF	141.37	141.41	141.37	141.4	6090.0
2012-12-06 08:20:00	SPY	ETF	141.4	141.4	141.36	141.37	69600.0
2012-12-06 08:25:00	SPY	ETF	141.37	141.41	141.36	141.41	109300.0
2012-12-06 08:30:00	SPY	ETF	141.43	141.58	141.37	141.39	137887.0
2012-12-06 08:35:00	SPY	ETF	141.38	141.49	141.37	141.39	151569.0
2012-12-06 08:40:00	SPY	ETF	141.39	141.42	141.23	141.24	102079.0
2012-12-06 08:45:00	SPY	ETF	141.25	141.31	141.23	141.26	145231.0
2012-12-06 08:50:00	SPY	ETF	141.25	141.26	141.09	141.13	87385.0
2012-12-06 08:55:00	SPY	ETF	141.12	141.27	141.1	141.25	196925.0
2012-12-06 09:00:00	SPY	ETF	141.2	141.3	141.2	141.29	54457.0
2012-12-06 09:05:00	SPY	ETF	141.29	141.32	141.28	141.29	164746.0
2012-12-06 09:10:00	SPY	ETF	141.29	141.33	141.27	141.3	42280.0
2012-12-06 09:15:00	SPY	ETF	141.32	141.32	141.22	141.28	30480.0
2012-12-06 09:20:00	SPY	ETF	141.28	141.28	141.2	141.25	45684.0
2012-12-06 09:25:00	SPY	ETF	141.25	141.44	141.2	141.37	244677.0
2012-12-06 09:30:00	SPY	ETF	141.37	141.46	141.21	141.44	3624908.0

> showing 50 of 36,488 rows — these rows as CSV

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