PREVIEW / etf_5min / 2013-02-27

all etf 5-min files

  file:    by_date/etf_5min/2013/2013-02-27.parquet
  size:    964 KB
  rows:    39,010

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
2013-02-27 04:00:00	SPY	ETF	149.68	149.68	149.68	149.68	302.0
2013-02-27 04:20:00	SPY	ETF	149.57	149.61	149.57	149.59	1300.0
2013-02-27 04:25:00	SPY	ETF	149.59	149.6	149.59	149.6	800.0
2013-02-27 04:30:00	SPY	ETF	149.59	149.62	149.57	149.62	1100.0
2013-02-27 04:35:00	SPY	ETF	149.64	149.64	149.64	149.64	400.0
2013-02-27 04:40:00	SPY	ETF	149.52	149.54	149.49	149.49	5100.0
2013-02-27 04:45:00	SPY	ETF	149.49	149.49	149.49	149.49	100.0
2013-02-27 04:50:00	SPY	ETF	149.47	149.7	149.47	149.7	19100.0
2013-02-27 04:55:00	SPY	ETF	149.61	149.64	149.59	149.64	2900.0
2013-02-27 05:00:00	SPY	ETF	149.64	149.71	149.64	149.7	800.0
2013-02-27 05:10:00	SPY	ETF	149.74	149.74	149.73	149.73	3800.0
2013-02-27 05:15:00	SPY	ETF	149.73	149.77	149.73	149.73	3180.0
2013-02-27 05:20:00	SPY	ETF	149.73	149.76	149.72	149.76	2400.0
2013-02-27 05:25:00	SPY	ETF	149.66	149.69	149.61	149.64	16500.0
2013-02-27 05:30:00	SPY	ETF	149.67	149.74	149.67	149.72	2200.0
2013-02-27 05:35:00	SPY	ETF	149.72	149.79	149.72	149.76	5400.0
2013-02-27 05:40:00	SPY	ETF	149.75	149.76	149.72	149.76	2700.0
2013-02-27 05:55:00	SPY	ETF	149.67	149.67	149.62	149.63	1900.0
2013-02-27 06:00:00	SPY	ETF	149.68	149.68	149.66	149.66	3500.0
2013-02-27 06:05:00	SPY	ETF	149.66	149.71	149.66	149.71	10500.0
2013-02-27 06:10:00	SPY	ETF	149.78	149.78	149.78	149.78	5000.0
2013-02-27 06:15:00	SPY	ETF	149.73	149.77	149.73	149.76	650.0
2013-02-27 06:20:00	SPY	ETF	149.74	149.74	149.74	149.74	1180.0
2013-02-27 06:25:00	SPY	ETF	149.72	149.74	149.71	149.74	15300.0
2013-02-27 06:35:00	SPY	ETF	149.77	149.82	149.77	149.82	1600.0
2013-02-27 06:40:00	SPY	ETF	149.84	149.84	149.84	149.84	100.0
2013-02-27 06:45:00	SPY	ETF	149.83	149.83	149.78	149.78	4150.0
2013-02-27 06:50:00	SPY	ETF	149.79	149.82	149.79	149.81	600.0
2013-02-27 06:55:00	SPY	ETF	149.81	149.84	149.81	149.84	3300.0
2013-02-27 07:00:00	SPY	ETF	149.83	149.86	149.81	149.81	1300.0
2013-02-27 07:05:00	SPY	ETF	149.84	149.87	149.82	149.82	7151.0
2013-02-27 07:10:00	SPY	ETF	149.83	149.93	149.83	149.93	32900.0
2013-02-27 07:15:00	SPY	ETF	149.92	149.93	149.85	149.85	35290.0
2013-02-27 07:20:00	SPY	ETF	149.85	149.87	149.85	149.86	2590.0
2013-02-27 07:25:00	SPY	ETF	149.81	149.83	149.8	149.83	12744.0
2013-02-27 07:30:00	SPY	ETF	149.82	149.85	149.81	149.84	1300.0
2013-02-27 07:35:00	SPY	ETF	149.86	149.88	149.86	149.86	2600.0
2013-02-27 07:40:00	SPY	ETF	149.87	149.96	149.87	149.92	17020.0
2013-02-27 07:45:00	SPY	ETF	149.91	149.95	149.88	149.95	9600.0
2013-02-27 07:50:00	SPY	ETF	149.95	150.0	149.95	150.0	22407.0
2013-02-27 07:55:00	SPY	ETF	150.01	150.1	150.01	150.08	72030.0
2013-02-27 08:00:00	SPY	ETF	150.08	150.08	149.6308	149.6308	343885.0
2013-02-27 08:05:00	SPY	ETF	149.94	149.94	149.9	149.94	63200.0
2013-02-27 08:10:00	SPY	ETF	149.91	149.92	149.87	149.91	41333.0
2013-02-27 08:15:00	SPY	ETF	149.91	149.96	149.9	149.95	38167.0
2013-02-27 08:20:00	SPY	ETF	149.94	149.94	149.82	149.85	36944.0
2013-02-27 08:25:00	SPY	ETF	149.85	149.85	149.63	149.68	228469.0
2013-02-27 08:30:00	SPY	ETF	149.69	149.94	149.69	149.77	422785.0
2013-02-27 08:35:00	SPY	ETF	149.77	149.83	149.7	149.82	153717.0
2013-02-27 08:40:00	SPY	ETF	149.8	149.87	149.79	149.82	83500.0

> showing 50 of 39,010 rows — these rows as CSV

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