PREVIEW / etf_5min / 2020-01-02

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-01-02.parquet
  size:    1.7 MB
  rows:    72,484

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
2020-01-02 04:00:00	SPY	ETF	323.52	323.69	323.52	323.64	10644.0
2020-01-02 04:05:00	SPY	ETF	323.71	323.78	323.7	323.76	3333.0
2020-01-02 04:10:00	SPY	ETF	323.76	323.83	323.73	323.81	3900.0
2020-01-02 04:15:00	SPY	ETF	323.76	323.76	323.76	323.76	100.0
2020-01-02 04:20:00	SPY	ETF	323.76	323.76	323.76	323.76	100.0
2020-01-02 04:25:00	SPY	ETF	323.75	323.78	323.75	323.76	1274.0
2020-01-02 04:30:00	SPY	ETF	323.75	323.76	323.69	323.7	3530.0
2020-01-02 04:35:00	SPY	ETF	323.74	323.8	323.74	323.78	3304.0
2020-01-02 04:40:00	SPY	ETF	323.78	323.86	323.71	323.71	1700.0
2020-01-02 04:50:00	SPY	ETF	323.76	323.76	323.76	323.76	400.0
2020-01-02 04:55:00	SPY	ETF	323.83	323.83	323.83	323.83	150.0
2020-01-02 05:00:00	SPY	ETF	323.82	323.85	323.82	323.85	2309.0
2020-01-02 05:15:00	SPY	ETF	323.85	323.85	323.84	323.84	300.0
2020-01-02 05:25:00	SPY	ETF	323.93	323.96	323.93	323.96	4360.0
2020-01-02 05:30:00	SPY	ETF	323.96	323.98	323.9	323.9	1320.0
2020-01-02 05:35:00	SPY	ETF	323.92	323.92	323.91	323.92	2000.0
2020-01-02 05:40:00	SPY	ETF	323.98	323.98	323.96	323.98	1555.0
2020-01-02 05:45:00	SPY	ETF	323.98	323.98	323.98	323.98	2005.0
2020-01-02 05:50:00	SPY	ETF	323.98	323.98	323.92	323.96	1290.0
2020-01-02 05:55:00	SPY	ETF	323.91	323.91	323.91	323.91	100.0
2020-01-02 06:00:00	SPY	ETF	323.94	323.94	323.84	323.86	520.0
2020-01-02 06:05:00	SPY	ETF	323.84	323.91	323.84	323.91	1000.0
2020-01-02 06:10:00	SPY	ETF	323.81	323.81	323.81	323.81	450.0
2020-01-02 06:15:00	SPY	ETF	323.83	323.86	323.8	323.81	1250.0
2020-01-02 06:20:00	SPY	ETF	323.73	323.73	323.71	323.71	4475.0
2020-01-02 06:25:00	SPY	ETF	323.79	323.79	323.79	323.79	200.0
2020-01-02 06:30:00	SPY	ETF	323.74	323.74	323.68	323.68	2010.0
2020-01-02 06:35:00	SPY	ETF	323.68	323.68	323.66	323.66	1700.0
2020-01-02 06:40:00	SPY	ETF	323.76	323.76	323.71	323.71	1210.0
2020-01-02 06:45:00	SPY	ETF	323.69	323.69	323.65	323.66	680.0
2020-01-02 06:50:00	SPY	ETF	323.7	323.7	323.69	323.69	3160.0
2020-01-02 06:55:00	SPY	ETF	323.66	323.66	323.63	323.63	1213.0
2020-01-02 07:00:00	SPY	ETF	323.61	323.73	323.61	323.66	8660.0
2020-01-02 07:05:00	SPY	ETF	323.68	323.69	323.64	323.679	2274.0
2020-01-02 07:10:00	SPY	ETF	323.66	323.71	323.65	323.65	6907.0
2020-01-02 07:15:00	SPY	ETF	323.64	323.72	323.64	323.72	8800.0
2020-01-02 07:20:00	SPY	ETF	323.76	323.79	323.76	323.79	1779.0
2020-01-02 07:25:00	SPY	ETF	323.81	323.81	323.76	323.76	2676.0
2020-01-02 07:30:00	SPY	ETF	323.78	323.85	323.78	323.85	3882.0
2020-01-02 07:35:00	SPY	ETF	323.83	323.85	323.78	323.81	9085.0
2020-01-02 07:40:00	SPY	ETF	323.75	323.78	323.75	323.78	5135.0
2020-01-02 07:45:00	SPY	ETF	323.8	323.82	323.78	323.82	3682.0
2020-01-02 07:50:00	SPY	ETF	323.78	323.82	323.76	323.8	5991.0
2020-01-02 07:55:00	SPY	ETF	323.8	323.85	323.78	323.85	5990.0
2020-01-02 08:00:00	SPY	ETF	323.6899	323.89	322.83	323.89	37705.0
2020-01-02 08:05:00	SPY	ETF	323.88	323.93	323.85	323.91	15108.0
2020-01-02 08:10:00	SPY	ETF	323.91	323.94	322.92	323.88	29731.0
2020-01-02 08:15:00	SPY	ETF	323.89	323.89	323.85	323.87	9274.0
2020-01-02 08:20:00	SPY	ETF	323.86	323.9	323.86	323.9	56336.0
2020-01-02 08:25:00	SPY	ETF	323.9	323.91	323.85	323.85	19497.0

> showing 50 of 72,484 rows — these rows as CSV

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