PREVIEW / etf_5min / 2020-01-24

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-01-24.parquet
  size:    1.7 MB
  rows:    69,672

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
2020-01-24 04:00:00	SPY	ETF	332.75	332.86	332.74	332.74	5109.0
2020-01-24 04:05:00	SPY	ETF	332.76	332.85	332.76	332.83	5780.0
2020-01-24 04:10:00	SPY	ETF	332.85	332.92	332.85	332.9	3060.0
2020-01-24 04:15:00	SPY	ETF	332.87	332.87	332.85	332.87	1000.0
2020-01-24 04:20:00	SPY	ETF	332.83	332.86	332.83	332.86	6084.0
2020-01-24 04:25:00	SPY	ETF	332.81	332.81	332.79	332.79	930.0
2020-01-24 04:30:00	SPY	ETF	332.78	332.81	332.78	332.81	704.0
2020-01-24 04:35:00	SPY	ETF	332.75	332.75	332.73	332.73	3940.0
2020-01-24 04:40:00	SPY	ETF	332.8	332.8	332.8	332.8	329.0
2020-01-24 04:45:00	SPY	ETF	332.75	332.75	332.75	332.75	500.0
2020-01-24 04:50:00	SPY	ETF	332.66	332.66	332.6	332.6	1630.0
2020-01-24 04:55:00	SPY	ETF	332.63	332.63	332.56	332.58	1044.0
2020-01-24 05:00:00	SPY	ETF	332.53	332.53	332.53	332.53	145.0
2020-01-24 05:05:00	SPY	ETF	332.48	332.55	332.48	332.53	1039.0
2020-01-24 05:10:00	SPY	ETF	332.51	332.56	332.51	332.56	980.0
2020-01-24 05:15:00	SPY	ETF	332.56	332.56	332.56	332.56	700.0
2020-01-24 05:20:00	SPY	ETF	332.59	332.59	332.59	332.59	500.0
2020-01-24 05:25:00	SPY	ETF	332.64	332.64	332.63	332.63	700.0
2020-01-24 05:30:00	SPY	ETF	332.66	332.66	332.62	332.64	3400.0
2020-01-24 05:35:00	SPY	ETF	332.63	332.63	332.51	332.51	2900.0
2020-01-24 05:40:00	SPY	ETF	332.56	332.61	332.56	332.61	2400.0
2020-01-24 05:45:00	SPY	ETF	332.6	332.6	332.56	332.56	1177.0
2020-01-24 05:50:00	SPY	ETF	332.46	332.46	332.46	332.46	100.0
2020-01-24 05:55:00	SPY	ETF	332.42	332.46	332.42	332.46	3015.0
2020-01-24 06:10:00	SPY	ETF	332.67	332.67	332.67	332.67	1200.0
2020-01-24 06:15:00	SPY	ETF	332.68	332.68	332.68	332.68	100.0
2020-01-24 06:25:00	SPY	ETF	332.52	332.52	332.52	332.52	100.0
2020-01-24 06:30:00	SPY	ETF	332.57	332.58	332.57	332.58	710.0
2020-01-24 06:35:00	SPY	ETF	332.6	332.6	332.57	332.57	1100.0
2020-01-24 06:40:00	SPY	ETF	332.58	332.61	332.58	332.61	500.0
2020-01-24 06:45:00	SPY	ETF	332.59	332.63	332.59	332.63	2210.0
2020-01-24 06:55:00	SPY	ETF	332.74	332.74	332.74	332.74	600.0
2020-01-24 07:00:00	SPY	ETF	332.7	332.75	332.68	332.73	12734.0
2020-01-24 07:05:00	SPY	ETF	332.7	332.7	332.6	332.6	982.0
2020-01-24 07:10:00	SPY	ETF	332.55	332.62	332.55	332.6	3188.0
2020-01-24 07:15:00	SPY	ETF	332.63	332.63	332.5	332.5	10505.0
2020-01-24 07:25:00	SPY	ETF	332.63	332.63	332.46	332.46	9834.0
2020-01-24 07:30:00	SPY	ETF	332.48	332.61	332.48	332.52	6128.0
2020-01-24 07:35:00	SPY	ETF	332.54	332.59	332.54	332.54	9450.0
2020-01-24 07:40:00	SPY	ETF	332.6	332.64	332.55	332.58	5404.0
2020-01-24 07:45:00	SPY	ETF	332.58	332.65	332.58	332.64	4292.0
2020-01-24 07:50:00	SPY	ETF	332.6	332.6	332.54	332.59	3027.0
2020-01-24 07:55:00	SPY	ETF	332.59	332.62	332.57	332.62	2717.0
2020-01-24 08:00:00	SPY	ETF	332.53	332.94	332.17	332.65	49881.0
2020-01-24 08:05:00	SPY	ETF	332.65	332.66	332.6	332.6	16495.0
2020-01-24 08:10:00	SPY	ETF	332.62	332.67	332.62	332.67	9945.0
2020-01-24 08:15:00	SPY	ETF	332.62	332.67	332.62	332.6699	1249.0
2020-01-24 08:20:00	SPY	ETF	332.63	332.72	332.63	332.68	6534.0
2020-01-24 08:25:00	SPY	ETF	332.66	332.66	332.56	332.56	7931.0
2020-01-24 08:30:00	SPY	ETF	332.54	332.58	332.52	332.56	26018.0

> showing 50 of 69,672 rows — these rows as CSV

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