PREVIEW / etf_5min / 2013-01-31

all etf 5-min files

  file:    by_date/etf_5min/2013/2013-01-31.parquet
  size:    951 KB
  rows:    40,501

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
2013-01-31 04:05:00	SPY	ETF	149.8	149.8	149.8	149.8	201.0
2013-01-31 04:15:00	SPY	ETF	149.75	149.75	149.75	149.75	100.0
2013-01-31 04:25:00	SPY	ETF	149.76	149.76	149.76	149.76	100.0
2013-01-31 04:40:00	SPY	ETF	149.89	149.89	149.89	149.89	500.0
2013-01-31 04:50:00	SPY	ETF	149.84	149.84	149.84	149.84	500.0
2013-01-31 05:00:00	SPY	ETF	149.86	149.94	149.86	149.94	10800.0
2013-01-31 05:05:00	SPY	ETF	149.93	149.98	149.93	149.98	2572.0
2013-01-31 05:10:00	SPY	ETF	149.98	149.98	149.93	149.93	1628.0
2013-01-31 05:15:00	SPY	ETF	149.93	149.93	149.93	149.93	2500.0
2013-01-31 05:20:00	SPY	ETF	149.92	149.92	149.92	149.92	550.0
2013-01-31 05:25:00	SPY	ETF	149.91	149.91	149.85	149.85	15850.0
2013-01-31 05:45:00	SPY	ETF	149.82	149.82	149.81	149.81	400.0
2013-01-31 05:50:00	SPY	ETF	149.77	149.77	149.75	149.75	400.0
2013-01-31 06:05:00	SPY	ETF	149.76	149.76	149.76	149.76	229.0
2013-01-31 06:10:00	SPY	ETF	149.75	149.75	149.74	149.74	20100.0
2013-01-31 06:15:00	SPY	ETF	149.75	149.75	149.75	149.75	500.0
2013-01-31 06:20:00	SPY	ETF	149.74	149.74	149.73	149.73	10200.0
2013-01-31 06:25:00	SPY	ETF	149.68	149.72	149.68	149.72	1250.0
2013-01-31 06:35:00	SPY	ETF	149.6	149.63	149.6	149.63	400.0
2013-01-31 06:40:00	SPY	ETF	149.73	149.73	149.73	149.73	100.0
2013-01-31 06:45:00	SPY	ETF	149.74	149.74	149.74	149.74	2499.0
2013-01-31 06:50:00	SPY	ETF	149.74	149.75	149.74	149.75	5529.0
2013-01-31 06:55:00	SPY	ETF	149.76	149.78	149.76	149.78	9200.0
2013-01-31 07:00:00	SPY	ETF	149.74	149.76	149.73	149.76	10300.0
2013-01-31 07:05:00	SPY	ETF	149.77	149.8	149.77	149.79	5299.0
2013-01-31 07:10:00	SPY	ETF	149.79	149.8	149.79	149.8	61392.0
2013-01-31 07:15:00	SPY	ETF	149.77	149.77	149.77	149.77	1000.0
2013-01-31 07:20:00	SPY	ETF	149.81	149.81	149.79	149.79	7750.0
2013-01-31 07:25:00	SPY	ETF	149.83	149.84	149.82	149.82	22300.0
2013-01-31 07:30:00	SPY	ETF	149.85	149.92	149.85	149.89	88934.0
2013-01-31 07:35:00	SPY	ETF	149.88	149.93	149.88	149.91	83383.0
2013-01-31 07:40:00	SPY	ETF	149.91	149.95	149.9	149.95	139487.0
2013-01-31 07:45:00	SPY	ETF	149.93	149.96	149.9	149.9	40750.0
2013-01-31 07:50:00	SPY	ETF	149.92	149.93	149.88	149.89	72908.0
2013-01-31 07:55:00	SPY	ETF	149.88	149.91	149.84	149.87	13018.0
2013-01-31 08:00:00	SPY	ETF	149.86	149.93	149.77	149.8	405049.0
2013-01-31 08:05:00	SPY	ETF	149.82	149.84	149.75	149.75	111830.0
2013-01-31 08:10:00	SPY	ETF	149.84	149.84	149.74	149.77	578060.0
2013-01-31 08:15:00	SPY	ETF	149.77	149.79	149.65	149.67	74862.0
2013-01-31 08:20:00	SPY	ETF	149.68	149.71	149.65	149.66	62534.0
2013-01-31 08:25:00	SPY	ETF	149.65	149.67	149.6	149.65	234934.0
2013-01-31 08:30:00	SPY	ETF	149.58	149.77	149.54	149.76	464308.0
2013-01-31 08:35:00	SPY	ETF	149.75	149.84	149.75	149.8	124650.0
2013-01-31 08:40:00	SPY	ETF	149.79	149.8	149.72	149.75	668408.0
2013-01-31 08:45:00	SPY	ETF	149.74	149.76	149.71	149.72	58555.0
2013-01-31 08:50:00	SPY	ETF	149.72	150.01	149.69	150.01	65640.0
2013-01-31 08:55:00	SPY	ETF	149.71	149.88	149.7	149.87	204038.0
2013-01-31 09:00:00	SPY	ETF	149.87	149.94	149.86	149.87	259547.0
2013-01-31 09:05:00	SPY	ETF	149.87	149.92	149.85	149.92	83760.0
2013-01-31 09:10:00	SPY	ETF	149.92	149.97	149.92	149.94	109288.0

> showing 50 of 40,501 rows — these rows as CSV

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