PREVIEW / etf_5min / 2013-03-11

all etf 5-min files

  file:    by_date/etf_5min/2013/2013-03-11.parquet
  size:    919 KB
  rows:    39,024

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
2013-03-11 04:00:00	SPY	ETF	155.35	155.35	155.23	155.23	2000.0
2013-03-11 04:25:00	SPY	ETF	155.19	155.19	155.15	155.15	200.0
2013-03-11 04:35:00	SPY	ETF	155.12	155.13	155.11	155.13	802.0
2013-03-11 04:45:00	SPY	ETF	155.19	155.19	155.19	155.19	400.0
2013-03-11 05:20:00	SPY	ETF	155.23	155.23	155.23	155.23	800.0
2013-03-11 05:25:00	SPY	ETF	155.19	155.19	155.19	155.19	17200.0
2013-03-11 05:45:00	SPY	ETF	155.11	155.11	155.11	155.11	10000.0
2013-03-11 05:55:00	SPY	ETF	155.14	155.14	155.14	155.14	100.0
2013-03-11 06:00:00	SPY	ETF	155.16	155.16	155.16	155.16	2100.0
2013-03-11 06:05:00	SPY	ETF	155.19	155.19	155.14	155.14	2400.0
2013-03-11 06:25:00	SPY	ETF	155.12	155.12	155.12	155.12	5100.0
2013-03-11 06:35:00	SPY	ETF	155.13	155.13	155.12	155.12	2500.0
2013-03-11 06:40:00	SPY	ETF	155.13	155.18	155.12	155.18	4690.0
2013-03-11 06:45:00	SPY	ETF	155.17	155.17	155.17	155.17	500.0
2013-03-11 07:00:00	SPY	ETF	155.17	155.17	155.14	155.16	8657.0
2013-03-11 07:05:00	SPY	ETF	155.12	155.16	155.12	155.16	25700.0
2013-03-11 07:10:00	SPY	ETF	155.16	155.17	155.14	155.14	29985.0
2013-03-11 07:15:00	SPY	ETF	155.16	155.16	155.11	155.11	6000.0
2013-03-11 07:20:00	SPY	ETF	155.11	155.13	155.11	155.11	1536.0
2013-03-11 07:25:00	SPY	ETF	155.115	155.12	155.095	155.1	3352.0
2013-03-11 07:30:00	SPY	ETF	155.09	155.09	154.99	155.01	548700.0
2013-03-11 07:35:00	SPY	ETF	155.01	155.03	155.01	155.02	66500.0
2013-03-11 07:40:00	SPY	ETF	155.0	155.08	155.0	155.08	58886.0
2013-03-11 07:45:00	SPY	ETF	155.08	155.11	155.06	155.1	6274.0
2013-03-11 07:50:00	SPY	ETF	155.11	155.11	155.11	155.11	300.0
2013-03-11 07:55:00	SPY	ETF	155.12	155.13	155.11	155.13	12600.0
2013-03-11 08:00:00	SPY	ETF	154.99	155.19	154.99	155.16	44773.0
2013-03-11 08:05:00	SPY	ETF	155.04	155.19	155.04	155.19	629427.0
2013-03-11 08:10:00	SPY	ETF	155.18	155.19	155.18	155.19	22090.0
2013-03-11 08:15:00	SPY	ETF	155.19	155.22	155.19	155.2	20936.0
2013-03-11 08:20:00	SPY	ETF	155.21	155.25	155.2	155.22	29283.0
2013-03-11 08:25:00	SPY	ETF	155.21	155.23	155.19	155.23	109032.0
2013-03-11 08:30:00	SPY	ETF	155.23	155.25	155.14	155.14	1418847.0
2013-03-11 08:35:00	SPY	ETF	155.15	155.22	155.15	155.22	20540.0
2013-03-11 08:40:00	SPY	ETF	155.23	155.27	155.22	155.27	71575.0
2013-03-11 08:45:00	SPY	ETF	155.25	155.3	155.22	155.3	61866.0
2013-03-11 08:50:00	SPY	ETF	155.3	155.3	155.26	155.27	46712.0
2013-03-11 08:55:00	SPY	ETF	155.27	155.29	155.24	155.24	24185.0
2013-03-11 09:00:00	SPY	ETF	155.25	155.3	155.25	155.3	18000.0
2013-03-11 09:05:00	SPY	ETF	155.31	155.34	155.28	155.34	67070.0
2013-03-11 09:10:00	SPY	ETF	155.34	155.36	155.3	155.3	43400.0
2013-03-11 09:15:00	SPY	ETF	155.3	155.33	155.24	155.24	141007.0
2013-03-11 09:20:00	SPY	ETF	155.26	155.28	155.26	155.28	27394.0
2013-03-11 09:25:00	SPY	ETF	155.28	155.33	155.25	155.33	132232.0
2013-03-11 09:30:00	SPY	ETF	155.325	155.36	155.22	155.23	2260776.0
2013-03-11 09:35:00	SPY	ETF	155.23	155.28	155.18	155.279	1450709.0
2013-03-11 09:40:00	SPY	ETF	155.2701	155.28	155.13	155.2	2669534.0
2013-03-11 09:45:00	SPY	ETF	155.199	155.29	155.18	155.26	806482.0
2013-03-11 09:50:00	SPY	ETF	155.26	155.42	155.255	155.32	1711480.0
2013-03-11 09:55:00	SPY	ETF	155.322	155.379	155.29	155.35	2247207.0

> showing 50 of 39,024 rows — these rows as CSV

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