PREVIEW / etf_5min / 2013-03-27

all etf 5-min files

  file:    by_date/etf_5min/2013/2013-03-27.parquet
  size:    945 KB
  rows:    39,598

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
2013-03-27 04:00:00	SPY	ETF	156.33	156.35	156.31	156.31	600.0
2013-03-27 04:05:00	SPY	ETF	156.34	156.34	156.34	156.34	400.0
2013-03-27 04:10:00	SPY	ETF	156.26	156.26	156.21	156.21	1200.0
2013-03-27 04:15:00	SPY	ETF	156.16	156.21	156.16	156.21	500.0
2013-03-27 04:20:00	SPY	ETF	156.21	156.21	156.15	156.15	200.0
2013-03-27 04:30:00	SPY	ETF	156.25	156.25	156.25	156.25	100.0
2013-03-27 04:40:00	SPY	ETF	156.23	156.23	156.23	156.23	400.0
2013-03-27 04:45:00	SPY	ETF	156.27	156.27	156.27	156.27	300.0
2013-03-27 04:50:00	SPY	ETF	156.23	156.23	156.22	156.22	600.0
2013-03-27 05:00:00	SPY	ETF	156.28	156.29	156.21	156.21	700.0
2013-03-27 05:05:00	SPY	ETF	156.19	156.21	156.19	156.21	1400.0
2013-03-27 05:15:00	SPY	ETF	156.19	156.19	156.19	156.19	100.0
2013-03-27 05:20:00	SPY	ETF	156.11	156.11	156.03	156.05	2500.0
2013-03-27 05:30:00	SPY	ETF	155.98	155.98	155.95	155.96	16700.0
2013-03-27 05:35:00	SPY	ETF	156.0	156.0	155.85	155.85	31050.0
2013-03-27 05:40:00	SPY	ETF	155.87	155.87	155.78	155.81	5100.0
2013-03-27 05:45:00	SPY	ETF	155.82	155.82	155.79	155.82	600.0
2013-03-27 05:50:00	SPY	ETF	155.83	155.84	155.81	155.81	500.0
2013-03-27 05:55:00	SPY	ETF	155.79	155.79	155.74	155.74	7600.0
2013-03-27 06:00:00	SPY	ETF	155.76	155.81	155.73	155.81	7300.0
2013-03-27 06:05:00	SPY	ETF	155.8	155.89	155.8	155.89	4400.0
2013-03-27 06:10:00	SPY	ETF	155.85	155.85	155.73	155.79	700.0
2013-03-27 06:15:00	SPY	ETF	155.74	155.74	155.74	155.74	4100.0
2013-03-27 06:20:00	SPY	ETF	155.72	155.72	155.62	155.62	20800.0
2013-03-27 06:25:00	SPY	ETF	155.62	155.62	155.51	155.54	106901.0
2013-03-27 06:30:00	SPY	ETF	155.56	155.59	155.56	155.57	21600.0
2013-03-27 06:35:00	SPY	ETF	155.55	155.55	155.46	155.49	67685.0
2013-03-27 06:40:00	SPY	ETF	155.49	155.54	155.47	155.54	55700.0
2013-03-27 06:45:00	SPY	ETF	155.56	155.6	155.55	155.6	1000.0
2013-03-27 06:50:00	SPY	ETF	155.61	155.61	155.58	155.58	61200.0
2013-03-27 06:55:00	SPY	ETF	155.55	155.59	155.5	155.59	3800.0
2013-03-27 07:00:00	SPY	ETF	155.55	155.59	155.53	155.55	51413.0
2013-03-27 07:05:00	SPY	ETF	155.57	155.57	155.55	155.56	15186.0
2013-03-27 07:10:00	SPY	ETF	155.56	155.56	155.53	155.54	24359.0
2013-03-27 07:15:00	SPY	ETF	155.53	155.56	155.48	155.53	49045.0
2013-03-27 07:20:00	SPY	ETF	155.54	155.54	155.47	155.48	27000.0
2013-03-27 07:25:00	SPY	ETF	155.5	155.54	155.46	155.46	25740.0
2013-03-27 07:30:00	SPY	ETF	155.48	155.49	155.46	155.48	128400.0
2013-03-27 07:35:00	SPY	ETF	155.46	155.49	155.39	155.39	49599.0
2013-03-27 07:40:00	SPY	ETF	155.39	155.41	155.28	155.41	176820.0
2013-03-27 07:45:00	SPY	ETF	155.42	155.42	155.38	155.39	37759.0
2013-03-27 07:50:00	SPY	ETF	155.4	155.44	155.38	155.42	39354.0
2013-03-27 07:55:00	SPY	ETF	155.41	155.47	155.39	155.39	58800.0
2013-03-27 08:00:00	SPY	ETF	155.39	155.59	155.24	155.4	256411.0
2013-03-27 08:05:00	SPY	ETF	155.24	155.33	155.22	155.3	70600.0
2013-03-27 08:10:00	SPY	ETF	155.3	155.46	155.29	155.46	152501.0
2013-03-27 08:15:00	SPY	ETF	155.48	155.48	155.43	155.43	205686.0
2013-03-27 08:20:00	SPY	ETF	155.43	155.43	155.33	155.37	41904.0
2013-03-27 08:25:00	SPY	ETF	155.37	155.47	155.37	155.46	45850.0
2013-03-27 08:30:00	SPY	ETF	155.43	155.53	155.4	155.44	64354.0

> showing 50 of 39,598 rows — these rows as CSV

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