PREVIEW / etf_5min / 2012-12-27

all etf 5-min files

  file:    by_date/etf_5min/2012/2012-12-27.parquet
  size:    955 KB
  rows:    39,579

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
2012-12-27 04:15:00	SPY	ETF	141.64	141.64	141.64	141.64	250.0
2012-12-27 04:20:00	SPY	ETF	141.66	141.66	141.66	141.66	1700.0
2012-12-27 04:25:00	SPY	ETF	141.66	141.66	141.66	141.66	1000.0
2012-12-27 04:45:00	SPY	ETF	141.65	141.65	141.64	141.64	41400.0
2012-12-27 05:00:00	SPY	ETF	141.69	141.69	141.69	141.69	20000.0
2012-12-27 05:05:00	SPY	ETF	141.69	141.7	141.69	141.7	350.0
2012-12-27 05:10:00	SPY	ETF	141.69	141.69	141.69	141.69	200.0
2012-12-27 05:15:00	SPY	ETF	141.72	141.72	141.72	141.72	100.0
2012-12-27 05:20:00	SPY	ETF	141.73	141.73	141.73	141.73	700.0
2012-12-27 05:35:00	SPY	ETF	141.67	141.67	141.61	141.61	820.0
2012-12-27 05:40:00	SPY	ETF	141.6	141.6	141.6	141.6	500.0
2012-12-27 05:45:00	SPY	ETF	141.65	141.65	141.65	141.65	200.0
2012-12-27 05:50:00	SPY	ETF	141.7	141.7	141.7	141.7	200.0
2012-12-27 06:10:00	SPY	ETF	141.72	141.73	141.72	141.73	667.0
2012-12-27 06:15:00	SPY	ETF	141.79	141.83	141.78	141.83	20000.0
2012-12-27 06:20:00	SPY	ETF	141.81	141.81	141.81	141.81	100.0
2012-12-27 06:35:00	SPY	ETF	141.8	141.8	141.75	141.77	43800.0
2012-12-27 06:40:00	SPY	ETF	141.86	141.86	141.86	141.86	200.0
2012-12-27 06:50:00	SPY	ETF	141.94	141.98	141.94	141.96	13481.0
2012-12-27 06:55:00	SPY	ETF	141.96	141.96	141.95	141.95	6900.0
2012-12-27 07:00:00	SPY	ETF	141.97	141.98	141.97	141.97	11100.0
2012-12-27 07:05:00	SPY	ETF	141.99	142.0	141.98	142.0	300.0
2012-12-27 07:10:00	SPY	ETF	141.98	141.98	141.97	141.97	900.0
2012-12-27 07:15:00	SPY	ETF	141.97	142.01	141.97	142.01	927.0
2012-12-27 07:20:00	SPY	ETF	142.0	142.05	142.0	142.05	4031.0
2012-12-27 07:25:00	SPY	ETF	142.08	142.08	142.05	142.05	1200.0
2012-12-27 07:30:00	SPY	ETF	142.07	142.08	142.05	142.05	11331.0
2012-12-27 07:35:00	SPY	ETF	142.03	142.03	142.01	142.01	34900.0
2012-12-27 07:40:00	SPY	ETF	142.01	142.01	141.98	142.0	900.0
2012-12-27 07:45:00	SPY	ETF	141.99	141.99	141.92	141.92	1790.0
2012-12-27 07:50:00	SPY	ETF	141.92	141.93	141.9	141.9	1760.0
2012-12-27 07:55:00	SPY	ETF	141.89	141.92	141.89	141.92	2721.0
2012-12-27 08:00:00	SPY	ETF	141.92	142.08	141.89	141.89	71250.0
2012-12-27 08:05:00	SPY	ETF	141.67	141.96	141.67	141.95	171210.0
2012-12-27 08:10:00	SPY	ETF	141.94	141.97	141.94	141.94	13538.0
2012-12-27 08:15:00	SPY	ETF	141.93	141.93	141.89	141.89	3585.0
2012-12-27 08:20:00	SPY	ETF	141.88	141.9	141.84	141.86	13006.0
2012-12-27 08:25:00	SPY	ETF	141.88	141.91	141.88	141.88	5636.0
2012-12-27 08:30:00	SPY	ETF	141.92	141.93	141.83	141.84	193312.0
2012-12-27 08:35:00	SPY	ETF	141.84	141.84	141.76	141.8	117845.0
2012-12-27 08:40:00	SPY	ETF	141.78	141.86	141.78	141.86	38052.0
2012-12-27 08:45:00	SPY	ETF	141.87	141.87	141.77	141.8	214600.0
2012-12-27 08:50:00	SPY	ETF	141.81	141.86	141.79	141.84	43884.0
2012-12-27 08:55:00	SPY	ETF	141.82	141.86	141.8	141.86	48312.0
2012-12-27 09:00:00	SPY	ETF	141.85	141.87	141.8	141.83	96350.0
2012-12-27 09:05:00	SPY	ETF	141.81	141.82	141.75	141.75	32350.0
2012-12-27 09:10:00	SPY	ETF	141.74	141.79	141.73	141.77	91678.0
2012-12-27 09:15:00	SPY	ETF	141.77	141.77	141.73	141.76	14380.0
2012-12-27 09:20:00	SPY	ETF	141.76	141.84	141.76	141.81	17600.0
2012-12-27 09:25:00	SPY	ETF	141.8	141.82	141.79	141.81	85844.0

> showing 50 of 39,579 rows — these rows as CSV

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