PREVIEW / etf_5min / 2013-01-29

all etf 5-min files

  file:    by_date/etf_5min/2013/2013-01-29.parquet
  size:    955 KB
  rows:    40,392

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
2013-01-29 05:05:00	SPY	ETF	149.87	149.87	149.87	149.87	479.0
2013-01-29 05:35:00	SPY	ETF	149.85	149.85	149.85	149.85	13000.0
2013-01-29 05:40:00	SPY	ETF	149.76	149.76	149.76	149.76	100.0
2013-01-29 05:45:00	SPY	ETF	149.67	149.67	149.67	149.67	5150.0
2013-01-29 05:50:00	SPY	ETF	149.62	149.63	149.6	149.61	59700.0
2013-01-29 05:55:00	SPY	ETF	149.61	149.63	149.59	149.6	120056.0
2013-01-29 06:00:00	SPY	ETF	149.59	149.65	149.58	149.63	165702.0
2013-01-29 06:05:00	SPY	ETF	149.63	149.65	149.58	149.58	21900.0
2013-01-29 06:10:00	SPY	ETF	149.6	149.6	149.6	149.6	10000.0
2013-01-29 06:15:00	SPY	ETF	149.6	149.6	149.6	149.6	4600.0
2013-01-29 06:20:00	SPY	ETF	149.59	149.61	149.59	149.61	3400.0
2013-01-29 06:25:00	SPY	ETF	149.6	149.63	149.59	149.59	10700.0
2013-01-29 06:30:00	SPY	ETF	149.56	149.59	149.5	149.51	3050.0
2013-01-29 06:35:00	SPY	ETF	149.53	149.53	149.5	149.52	11900.0
2013-01-29 06:40:00	SPY	ETF	149.52	149.52	149.52	149.52	19950.0
2013-01-29 06:45:00	SPY	ETF	149.54	149.55	149.54	149.55	1200.0
2013-01-29 06:50:00	SPY	ETF	149.55	149.58	149.55	149.58	2677.0
2013-01-29 06:55:00	SPY	ETF	149.56	149.56	149.56	149.56	100.0
2013-01-29 07:00:00	SPY	ETF	149.57	149.58	149.53	149.53	10050.0
2013-01-29 07:05:00	SPY	ETF	149.53	149.56	149.53	149.55	4085.0
2013-01-29 07:10:00	SPY	ETF	149.55	149.58	149.55	149.55	19173.0
2013-01-29 07:15:00	SPY	ETF	149.51	149.55	149.5	149.54	39905.0
2013-01-29 07:20:00	SPY	ETF	149.53	149.55	149.53	149.55	1115.0
2013-01-29 07:25:00	SPY	ETF	149.59	149.6	149.58	149.58	7850.0
2013-01-29 07:30:00	SPY	ETF	149.62	149.65	149.6	149.61	25013.0
2013-01-29 07:35:00	SPY	ETF	149.6	149.63	149.58	149.58	11195.0
2013-01-29 07:40:00	SPY	ETF	149.57	149.59	149.55	149.59	1900.0
2013-01-29 07:45:00	SPY	ETF	149.59	149.59	149.54	149.55	15200.0
2013-01-29 07:50:00	SPY	ETF	149.57	149.58	149.54	149.54	18110.0
2013-01-29 07:55:00	SPY	ETF	149.55	149.6	149.53	149.58	33395.0
2013-01-29 08:00:00	SPY	ETF	149.58	149.73	149.51	149.57	42617.0
2013-01-29 08:05:00	SPY	ETF	149.63	149.7	149.63	149.68	56450.0
2013-01-29 08:10:00	SPY	ETF	149.67	149.68	149.67	149.68	31325.0
2013-01-29 08:15:00	SPY	ETF	149.68	149.75	149.62	149.65	52055.0
2013-01-29 08:20:00	SPY	ETF	149.65	149.67	149.63	149.63	80032.0
2013-01-29 08:25:00	SPY	ETF	149.63	149.64	149.62	149.63	59700.0
2013-01-29 08:30:00	SPY	ETF	149.65	149.68	149.64	149.68	44400.0
2013-01-29 08:35:00	SPY	ETF	149.66	149.75	149.65	149.75	66056.0
2013-01-29 08:40:00	SPY	ETF	149.75	149.79	149.74	149.77	830101.0
2013-01-29 08:45:00	SPY	ETF	149.77	149.77	149.72	149.73	41425.0
2013-01-29 08:50:00	SPY	ETF	149.73	149.74	149.7	149.72	68373.0
2013-01-29 08:55:00	SPY	ETF	149.72	149.74	149.7	149.72	17374.0
2013-01-29 09:00:00	SPY	ETF	149.73	149.75	149.65	149.68	88036.0
2013-01-29 09:05:00	SPY	ETF	149.68	149.73	149.68	149.7	40730.0
2013-01-29 09:10:00	SPY	ETF	149.7	149.75	149.7	149.73	40418.0
2013-01-29 09:15:00	SPY	ETF	149.73	149.75	149.71	149.75	255641.0
2013-01-29 09:20:00	SPY	ETF	149.76	149.76	149.71	149.74	92395.0
2013-01-29 09:25:00	SPY	ETF	149.75	149.78	149.73	149.77	93305.0
2013-01-29 09:30:00	SPY	ETF	149.77	149.96	149.7	149.925	2670368.0
2013-01-29 09:35:00	SPY	ETF	149.925	149.94	149.84	149.87	1555196.0

> showing 50 of 40,392 rows — these rows as CSV

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