PREVIEW / etf_5min / 2020-01-07

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-01-07.parquet
  size:    1.6 MB
  rows:    67,494

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
2020-01-07 04:00:00	SPY	ETF	324.1	324.13	324.1	324.1	1900.0
2020-01-07 04:05:00	SPY	ETF	324.1	324.1	324.1	324.1	2015.0
2020-01-07 04:15:00	SPY	ETF	323.9	323.97	323.9	323.97	2200.0
2020-01-07 04:20:00	SPY	ETF	323.95	323.95	323.95	323.95	3130.0
2020-01-07 04:30:00	SPY	ETF	324.06	324.06	324.06	324.06	800.0
2020-01-07 04:35:00	SPY	ETF	323.94	323.94	323.91	323.91	542.0
2020-01-07 04:40:00	SPY	ETF	323.9	323.9	323.87	323.87	907.0
2020-01-07 04:45:00	SPY	ETF	323.61	323.66	323.6	323.6	1075.0
2020-01-07 04:55:00	SPY	ETF	323.81	323.81	323.81	323.81	100.0
2020-01-07 05:05:00	SPY	ETF	323.9	323.91	323.9	323.91	600.0
2020-01-07 05:10:00	SPY	ETF	323.84	323.84	323.84	323.84	300.0
2020-01-07 05:15:00	SPY	ETF	323.86	323.89	323.81	323.81	1532.0
2020-01-07 05:25:00	SPY	ETF	323.66	323.69	323.58	323.69	3002.0
2020-01-07 05:30:00	SPY	ETF	323.61	323.61	323.61	323.61	604.0
2020-01-07 05:35:00	SPY	ETF	323.63	323.76	323.63	323.7	1803.0
2020-01-07 05:40:00	SPY	ETF	323.75	323.75	323.64	323.64	1895.0
2020-01-07 05:45:00	SPY	ETF	323.66	323.69	323.66	323.69	1000.0
2020-01-07 05:50:00	SPY	ETF	323.81	323.81	323.81	323.81	500.0
2020-01-07 05:55:00	SPY	ETF	323.78	323.78	323.78	323.78	967.0
2020-01-07 06:00:00	SPY	ETF	323.76	323.76	323.76	323.76	300.0
2020-01-07 06:05:00	SPY	ETF	323.89	323.93	323.87	323.87	1112.0
2020-01-07 06:10:00	SPY	ETF	323.85	323.85	323.75	323.75	1391.0
2020-01-07 06:15:00	SPY	ETF	323.75	323.75	323.69	323.69	1806.0
2020-01-07 06:20:00	SPY	ETF	323.66	323.66	323.66	323.66	300.0
2020-01-07 06:25:00	SPY	ETF	323.71	323.71	323.58	323.58	1880.0
2020-01-07 06:30:00	SPY	ETF	323.53	323.56	323.5	323.56	5199.0
2020-01-07 06:35:00	SPY	ETF	323.61	323.61	323.56	323.61	1320.0
2020-01-07 06:40:00	SPY	ETF	323.53	323.61	323.53	323.55	2789.0
2020-01-07 06:45:00	SPY	ETF	323.59	323.59	323.4	323.46	8225.0
2020-01-07 06:50:00	SPY	ETF	323.38	323.44	323.38	323.41	1203.0
2020-01-07 06:55:00	SPY	ETF	323.41	323.41	323.41	323.41	1000.0
2020-01-07 07:00:00	SPY	ETF	323.49	323.57	323.45	323.55	16751.0
2020-01-07 07:05:00	SPY	ETF	323.53	323.64	323.47	323.63	11098.0
2020-01-07 07:10:00	SPY	ETF	323.62	323.65	323.62	323.63	5321.0
2020-01-07 07:15:00	SPY	ETF	323.6	323.6	323.5	323.5	5455.0
2020-01-07 07:20:00	SPY	ETF	323.65	323.65	323.58	323.58	3589.0
2020-01-07 07:25:00	SPY	ETF	323.58	323.7	323.58	323.66	26074.0
2020-01-07 07:30:00	SPY	ETF	323.69	323.69	323.61	323.62	16028.0
2020-01-07 07:35:00	SPY	ETF	323.58	323.64	323.58	323.64	3729.0
2020-01-07 07:40:00	SPY	ETF	323.58	323.68	323.58	323.68	5870.0
2020-01-07 07:45:00	SPY	ETF	323.64	323.66	323.61	323.61	2828.0
2020-01-07 07:50:00	SPY	ETF	323.57	323.57	323.57	323.57	514.0
2020-01-07 07:55:00	SPY	ETF	323.63	323.8	323.63	323.78	5940.0
2020-01-07 08:00:00	SPY	ETF	323.56	324.2	323.4	323.47	114532.0
2020-01-07 08:05:00	SPY	ETF	323.55	323.58	323.48	323.53	8945.0
2020-01-07 08:10:00	SPY	ETF	323.53	323.53	323.4	323.45	10381.0
2020-01-07 08:15:00	SPY	ETF	323.47	323.49	323.44	323.4698	10025.0
2020-01-07 08:20:00	SPY	ETF	323.38	323.56	323.37	323.56	28211.0
2020-01-07 08:25:00	SPY	ETF	323.56	323.56	323.54	323.56	3388.0
2020-01-07 08:30:00	SPY	ETF	323.49	323.49	323.3	323.3	63032.0

> showing 50 of 67,494 rows — these rows as CSV

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