PREVIEW / etf_5min / 2020-01-15

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-01-15.parquet
  size:    1.6 MB
  rows:    67,048

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
2020-01-15 04:00:00	SPY	ETF	327.46	327.5	327.46	327.5	200.0
2020-01-15 04:05:00	SPY	ETF	327.44	327.44	327.37	327.41	800.0
2020-01-15 04:10:00	SPY	ETF	327.41	327.44	327.41	327.43	954.0
2020-01-15 04:15:00	SPY	ETF	327.43	327.43	327.43	327.43	300.0
2020-01-15 04:25:00	SPY	ETF	327.48	327.48	327.46	327.46	400.0
2020-01-15 04:35:00	SPY	ETF	327.47	327.47	327.47	327.47	200.0
2020-01-15 04:40:00	SPY	ETF	327.45	327.45	327.45	327.45	100.0
2020-01-15 04:45:00	SPY	ETF	327.56	327.56	327.51	327.51	1000.0
2020-01-15 04:50:00	SPY	ETF	327.42	327.42	327.41	327.41	400.0
2020-01-15 05:00:00	SPY	ETF	327.51	327.51	327.47	327.5	1505.0
2020-01-15 05:05:00	SPY	ETF	327.56	327.63	327.52	327.63	632.0
2020-01-15 05:10:00	SPY	ETF	327.64	327.65	327.62	327.63	3100.0
2020-01-15 05:15:00	SPY	ETF	327.68	327.68	327.66	327.66	1200.0
2020-01-15 05:20:00	SPY	ETF	327.68	327.68	327.63	327.63	1200.0
2020-01-15 05:25:00	SPY	ETF	327.66	327.66	327.66	327.66	500.0
2020-01-15 05:30:00	SPY	ETF	327.66	327.66	327.66	327.66	100.0
2020-01-15 05:35:00	SPY	ETF	327.63	327.63	327.63	327.63	377.0
2020-01-15 05:40:00	SPY	ETF	327.63	327.64	327.63	327.64	923.0
2020-01-15 05:45:00	SPY	ETF	327.63	327.63	327.58	327.58	1000.0
2020-01-15 05:50:00	SPY	ETF	327.52	327.55	327.52	327.54	3500.0
2020-01-15 05:55:00	SPY	ETF	327.65	327.66	327.64	327.66	300.0
2020-01-15 06:00:00	SPY	ETF	327.66	327.71	327.66	327.71	400.0
2020-01-15 06:05:00	SPY	ETF	327.68	327.75	327.68	327.73	1004.0
2020-01-15 06:15:00	SPY	ETF	327.7	327.72	327.7	327.72	800.0
2020-01-15 06:20:00	SPY	ETF	327.69	327.71	327.69	327.69	300.0
2020-01-15 06:30:00	SPY	ETF	327.72	327.74	327.64	327.66	7029.0
2020-01-15 06:35:00	SPY	ETF	327.74	327.76	327.74	327.74	936.0
2020-01-15 06:40:00	SPY	ETF	327.71	327.74	327.71	327.74	2690.0
2020-01-15 06:45:00	SPY	ETF	327.84	327.89	327.84	327.87	7900.0
2020-01-15 06:50:00	SPY	ETF	327.79	327.79	327.79	327.79	1220.0
2020-01-15 06:55:00	SPY	ETF	327.79	327.81	327.77	327.77	849.0
2020-01-15 07:00:00	SPY	ETF	327.77	327.82	327.76	327.78	13491.0
2020-01-15 07:05:00	SPY	ETF	327.81	327.82	327.76	327.77	10760.0
2020-01-15 07:10:00	SPY	ETF	327.75	327.76	327.74	327.76	995.0
2020-01-15 07:15:00	SPY	ETF	327.85	327.86	327.84	327.86	1853.0
2020-01-15 07:20:00	SPY	ETF	327.86	327.86	327.6	327.66	45167.0
2020-01-15 07:25:00	SPY	ETF	327.7	327.71	327.63	327.63	3001.0
2020-01-15 07:30:00	SPY	ETF	327.61	327.63	327.58	327.58	5567.0
2020-01-15 07:35:00	SPY	ETF	327.6	327.6	327.6	327.6	275.0
2020-01-15 07:40:00	SPY	ETF	327.64	327.67	327.62	327.67	7312.0
2020-01-15 07:45:00	SPY	ETF	327.68	327.71	327.66	327.71	1319.0
2020-01-15 07:50:00	SPY	ETF	327.71	327.9	327.71	327.89	8378.0
2020-01-15 07:55:00	SPY	ETF	327.86	327.86	327.86	327.86	312.0
2020-01-15 08:00:00	SPY	ETF	327.78	327.94	327.15	327.82	28761.0
2020-01-15 08:05:00	SPY	ETF	327.8	327.82	327.7899	327.7899	3839.0
2020-01-15 08:10:00	SPY	ETF	327.83	327.84	327.75	327.75	8525.0
2020-01-15 08:15:00	SPY	ETF	327.76	327.82	327.76	327.76	5164.0
2020-01-15 08:20:00	SPY	ETF	327.7	327.7	327.61	327.62	72890.0
2020-01-15 08:25:00	SPY	ETF	327.61	327.68	327.61	327.67	31263.0
2020-01-15 08:30:00	SPY	ETF	327.7	327.77	327.55	327.63	15990.0

> showing 50 of 67,048 rows — these rows as CSV

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