PREVIEW / etf_5min / 2013-01-09

all etf 5-min files

  file:    by_date/etf_5min/2013/2013-01-09.parquet
  size:    900 KB
  rows:    40,044

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
2013-01-09 04:00:00	SPY	ETF	145.88	145.88	145.88	145.88	140.0
2013-01-09 04:05:00	SPY	ETF	145.77	145.77	145.77	145.77	104.0
2013-01-09 04:25:00	SPY	ETF	145.73	145.73	145.73	145.73	10000.0
2013-01-09 04:30:00	SPY	ETF	145.63	145.63	145.63	145.63	100.0
2013-01-09 05:00:00	SPY	ETF	145.59	145.59	145.56	145.56	200.0
2013-01-09 05:30:00	SPY	ETF	145.69	145.69	145.69	145.69	100.0
2013-01-09 05:45:00	SPY	ETF	145.64	145.66	145.64	145.66	20000.0
2013-01-09 06:00:00	SPY	ETF	145.59	145.59	145.59	145.59	500.0
2013-01-09 06:10:00	SPY	ETF	145.63	145.63	145.63	145.63	200.0
2013-01-09 06:30:00	SPY	ETF	145.57	145.57	145.57	145.57	500.0
2013-01-09 06:40:00	SPY	ETF	145.59	145.59	145.58	145.58	41500.0
2013-01-09 06:45:00	SPY	ETF	145.64	145.64	145.64	145.64	2500.0
2013-01-09 07:00:00	SPY	ETF	145.62	145.62	145.6	145.6	47011.0
2013-01-09 07:05:00	SPY	ETF	145.62	145.62	145.6	145.6	5609.0
2013-01-09 07:10:00	SPY	ETF	145.64	145.65	145.64	145.65	1500.0
2013-01-09 07:15:00	SPY	ETF	145.63	145.7	145.62	145.7	4400.0
2013-01-09 07:20:00	SPY	ETF	145.68	145.69	145.68	145.69	15391.0
2013-01-09 07:25:00	SPY	ETF	145.71	145.75	145.71	145.74	33860.0
2013-01-09 07:30:00	SPY	ETF	145.74	145.77	145.74	145.77	23421.0
2013-01-09 07:35:00	SPY	ETF	145.76	145.81	145.76	145.81	400.0
2013-01-09 07:40:00	SPY	ETF	145.82	145.84	145.81	145.84	18559.0
2013-01-09 07:45:00	SPY	ETF	145.82	145.82	145.82	145.82	2500.0
2013-01-09 07:50:00	SPY	ETF	145.79	145.85	145.79	145.81	35881.0
2013-01-09 07:55:00	SPY	ETF	145.81	145.87	145.81	145.84	15790.0
2013-01-09 08:00:00	SPY	ETF	145.85	145.87	145.62	145.85	42150.0
2013-01-09 08:05:00	SPY	ETF	145.83	145.83	145.81	145.82	46300.0
2013-01-09 08:10:00	SPY	ETF	145.82	145.82	145.79	145.8	37900.0
2013-01-09 08:15:00	SPY	ETF	145.81	145.81	145.77	145.79	19558.0
2013-01-09 08:20:00	SPY	ETF	145.8	145.8	145.75	145.75	15188.0
2013-01-09 08:25:00	SPY	ETF	145.74	145.76	145.73	145.75	47676.0
2013-01-09 08:30:00	SPY	ETF	145.73	145.75	145.72	145.75	7500.0
2013-01-09 08:35:00	SPY	ETF	145.76	145.81	145.74	145.8	35475.0
2013-01-09 08:40:00	SPY	ETF	145.8	145.81	145.79	145.8	14170.0
2013-01-09 08:45:00	SPY	ETF	145.8	145.81	145.78	145.78	16000.0
2013-01-09 08:50:00	SPY	ETF	145.78	145.86	145.77	145.85	61355.0
2013-01-09 08:55:00	SPY	ETF	145.85	145.9	145.85	145.87	94661.0
2013-01-09 09:00:00	SPY	ETF	145.88	145.95	145.85	145.92	93548.0
2013-01-09 09:05:00	SPY	ETF	145.94	145.96	145.91	145.92	65471.0
2013-01-09 09:10:00	SPY	ETF	145.91	145.95	145.9	145.9	55504.0
2013-01-09 09:15:00	SPY	ETF	145.9	145.91	145.86	145.86	138604.0
2013-01-09 09:20:00	SPY	ETF	145.86	145.87	145.84	145.85	69789.0
2013-01-09 09:25:00	SPY	ETF	145.85	145.89	145.83	145.86	147111.0
2013-01-09 09:30:00	SPY	ETF	145.87	146.06	145.85	145.93	2569141.0
2013-01-09 09:35:00	SPY	ETF	145.93	146.01	145.9	145.9	1921400.0
2013-01-09 09:40:00	SPY	ETF	145.91	145.94	145.8	145.81	1694359.0
2013-01-09 09:45:00	SPY	ETF	145.81	145.99	145.81	145.94	1772470.0
2013-01-09 09:50:00	SPY	ETF	145.94	146.14	145.935	146.1	2041936.0
2013-01-09 09:55:00	SPY	ETF	146.11	146.2	146.09	146.16	1559487.0
2013-01-09 10:00:00	SPY	ETF	146.15	146.26	146.15	146.209	1662336.0
2013-01-09 10:05:00	SPY	ETF	146.209	146.26	146.09	146.16	1365704.0

> showing 50 of 40,044 rows — these rows as CSV

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