PREVIEW / etf_5min / 2019-12-24

all etf 5-min files

  file:    by_date/etf_5min/2019/2019-12-24.parquet
  size:    879 KB
  rows:    36,298

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
2019-12-24 04:05:00	SPY	ETF	321.47	321.47	321.47	321.47	100.0
2019-12-24 04:10:00	SPY	ETF	321.49	321.49	321.49	321.49	331.0
2019-12-24 04:15:00	SPY	ETF	321.49	321.52	321.49	321.52	220.0
2019-12-24 04:20:00	SPY	ETF	321.57	321.57	321.57	321.57	100.0
2019-12-24 04:30:00	SPY	ETF	321.59	321.59	321.59	321.59	103.0
2019-12-24 04:50:00	SPY	ETF	321.57	321.57	321.57	321.57	1000.0
2019-12-24 05:00:00	SPY	ETF	321.57	321.57	321.57	321.57	520.0
2019-12-24 05:10:00	SPY	ETF	321.52	321.52	321.52	321.52	400.0
2019-12-24 05:15:00	SPY	ETF	321.52	321.52	321.52	321.52	300.0
2019-12-24 05:20:00	SPY	ETF	321.57	321.57	321.57	321.57	700.0
2019-12-24 05:25:00	SPY	ETF	321.57	321.57	321.57	321.57	400.0
2019-12-24 05:35:00	SPY	ETF	321.57	321.6	321.57	321.6	200.0
2019-12-24 05:40:00	SPY	ETF	321.6	321.6	321.6	321.6	200.0
2019-12-24 05:55:00	SPY	ETF	321.55	321.55	321.55	321.55	100.0
2019-12-24 06:00:00	SPY	ETF	321.55	321.55	321.55	321.55	600.0
2019-12-24 06:10:00	SPY	ETF	321.57	321.57	321.57	321.57	1282.0
2019-12-24 06:30:00	SPY	ETF	321.54	321.6	321.54	321.6	900.0
2019-12-24 06:45:00	SPY	ETF	321.57	321.57	321.57	321.57	200.0
2019-12-24 06:50:00	SPY	ETF	321.57	321.6	321.57	321.6	1200.0
2019-12-24 07:00:00	SPY	ETF	321.571	321.6	321.57	321.57	769.0
2019-12-24 07:05:00	SPY	ETF	321.6	321.62	321.59	321.59	1305.0
2019-12-24 07:10:00	SPY	ETF	321.58	321.59	321.58	321.59	1282.0
2019-12-24 07:15:00	SPY	ETF	321.62	321.62	321.62	321.62	247.0
2019-12-24 07:25:00	SPY	ETF	321.73	321.73	321.73	321.73	119.0
2019-12-24 07:30:00	SPY	ETF	321.75	321.75	321.65	321.65	2268.0
2019-12-24 07:40:00	SPY	ETF	321.59	321.59	321.59	321.59	5000.0
2019-12-24 07:50:00	SPY	ETF	321.64	321.64	321.64	321.64	800.0
2019-12-24 08:00:00	SPY	ETF	321.62	321.7299	321.38	321.59	6310.0
2019-12-24 08:05:00	SPY	ETF	321.59	321.59	321.55	321.55	1814.0
2019-12-24 08:10:00	SPY	ETF	321.54	321.59	321.53	321.55	1240.0
2019-12-24 08:15:00	SPY	ETF	321.55	321.56	321.55	321.56	7062.0
2019-12-24 08:20:00	SPY	ETF	321.58	321.58	321.55	321.58	811.0
2019-12-24 08:25:00	SPY	ETF	321.62	321.63	321.59	321.59	20713.0
2019-12-24 08:30:00	SPY	ETF	321.6	321.62	321.57	321.62	3449.0
2019-12-24 08:35:00	SPY	ETF	321.57	321.57	321.53	321.53	3149.0
2019-12-24 08:40:00	SPY	ETF	321.53	321.53	321.5	321.5199	5743.0
2019-12-24 08:45:00	SPY	ETF	321.52	321.54	321.47	321.47	2768.0
2019-12-24 08:50:00	SPY	ETF	321.49	321.5	321.46	321.49	2979.0
2019-12-24 08:55:00	SPY	ETF	321.47	321.52	321.45	321.51	2892.0
2019-12-24 09:00:00	SPY	ETF	321.51	321.53	321.49	321.49	10354.0
2019-12-24 09:05:00	SPY	ETF	321.48	321.49	321.46	321.46	5053.0
2019-12-24 09:10:00	SPY	ETF	321.47	321.47	321.41	321.45	4112.0
2019-12-24 09:15:00	SPY	ETF	321.44	321.44	321.42	321.42	3013.0
2019-12-24 09:20:00	SPY	ETF	321.42	321.45	321.41	321.45	6472.0
2019-12-24 09:25:00	SPY	ETF	321.44	321.5	321.44	321.48	21716.0
2019-12-24 09:30:00	SPY	ETF	321.47	321.52	321.1361	321.1599	967486.0
2019-12-24 09:35:00	SPY	ETF	321.16	321.25	321.07	321.21	593664.0
2019-12-24 09:40:00	SPY	ETF	321.2	321.2	320.97	321.0	570188.0
2019-12-24 09:45:00	SPY	ETF	321.01	321.08	320.93	320.95	546469.0
2019-12-24 09:50:00	SPY	ETF	320.95	320.99	320.9	320.94	374963.0

> showing 50 of 36,298 rows — these rows as CSV

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