PREVIEW / etf_5min / 2020-02-04

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-02-04.parquet
  size:    1.6 MB
  rows:    70,822

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
2020-02-04 04:00:00	SPY	ETF	327.28	327.48	327.28	327.48	18605.0
2020-02-04 04:05:00	SPY	ETF	327.5	327.5	327.34	327.35	6295.0
2020-02-04 04:10:00	SPY	ETF	327.32	327.32	327.24	327.24	1156.0
2020-02-04 04:15:00	SPY	ETF	327.3	327.3	327.2	327.2	410.0
2020-02-04 04:20:00	SPY	ETF	327.26	327.36	327.26	327.36	4200.0
2020-02-04 04:30:00	SPY	ETF	327.39	327.5	327.39	327.5	1961.0
2020-02-04 04:35:00	SPY	ETF	327.55	327.69	327.55	327.64	2345.0
2020-02-04 04:40:00	SPY	ETF	327.67	327.67	327.58	327.58	1752.0
2020-02-04 04:45:00	SPY	ETF	327.75	327.85	327.75	327.8	745.0
2020-02-04 04:50:00	SPY	ETF	327.8	327.92	327.8	327.9	4298.0
2020-02-04 04:55:00	SPY	ETF	327.83	327.83	327.79	327.79	704.0
2020-02-04 05:00:00	SPY	ETF	327.83	327.85	327.72	327.8	3501.0
2020-02-04 05:05:00	SPY	ETF	327.8	327.8	327.68	327.68	280.0
2020-02-04 05:10:00	SPY	ETF	327.73	327.87	327.7	327.87	1215.0
2020-02-04 05:15:00	SPY	ETF	327.68	327.68	327.55	327.55	7275.0
2020-02-04 05:20:00	SPY	ETF	327.55	327.6	327.55	327.6	740.0
2020-02-04 05:25:00	SPY	ETF	327.6	327.62	327.6	327.62	310.0
2020-02-04 05:30:00	SPY	ETF	327.62	327.62	327.6	327.6	268.0
2020-02-04 05:35:00	SPY	ETF	327.6	327.6	327.5	327.5	3915.0
2020-02-04 05:40:00	SPY	ETF	327.49	327.5	327.47	327.49	4566.0
2020-02-04 05:45:00	SPY	ETF	327.5	327.52	327.45	327.45	1104.0
2020-02-04 05:50:00	SPY	ETF	327.45	327.5	327.45	327.5	1005.0
2020-02-04 05:55:00	SPY	ETF	327.47	327.47	327.38	327.4	701.0
2020-02-04 06:00:00	SPY	ETF	327.34	327.34	327.3	327.32	5543.0
2020-02-04 06:05:00	SPY	ETF	327.34	327.42	327.29	327.42	5099.0
2020-02-04 06:10:00	SPY	ETF	327.39	327.75	327.39	327.75	2265.0
2020-02-04 06:15:00	SPY	ETF	327.66	327.76	327.66	327.72	5253.0
2020-02-04 06:20:00	SPY	ETF	327.64	327.64	327.58	327.58	600.0
2020-02-04 06:25:00	SPY	ETF	327.48	327.49	327.46	327.46	3535.0
2020-02-04 06:30:00	SPY	ETF	327.49	327.7	327.49	327.7	29400.0
2020-02-04 06:35:00	SPY	ETF	327.67	327.67	327.46	327.49	9945.0
2020-02-04 06:40:00	SPY	ETF	327.46	327.56	327.41	327.54	6700.0
2020-02-04 06:45:00	SPY	ETF	327.53	327.66	327.5	327.66	3743.0
2020-02-04 06:50:00	SPY	ETF	327.6	327.67	327.57	327.57	20835.0
2020-02-04 06:55:00	SPY	ETF	327.59	327.59	327.53	327.55	1408.0
2020-02-04 07:00:00	SPY	ETF	327.53	327.61	327.39	327.39	23573.0
2020-02-04 07:05:00	SPY	ETF	327.4	327.45	327.37	327.44	10658.0
2020-02-04 07:10:00	SPY	ETF	327.41	327.46	327.38	327.45	24739.0
2020-02-04 07:15:00	SPY	ETF	327.46	327.5	327.43	327.48	85299.0
2020-02-04 07:20:00	SPY	ETF	327.5	327.5	327.4	327.46	58393.0
2020-02-04 07:25:00	SPY	ETF	327.46	327.85	327.44	327.8	143276.0
2020-02-04 07:30:00	SPY	ETF	327.8	327.96	327.76	327.89	39959.0
2020-02-04 07:35:00	SPY	ETF	327.95	328.03	327.88	327.92	59970.0
2020-02-04 07:40:00	SPY	ETF	327.98	328.22	327.98	328.13	118265.0
2020-02-04 07:45:00	SPY	ETF	328.09	328.09	327.97	327.97	8253.0
2020-02-04 07:50:00	SPY	ETF	328.01	328.17	328.0	328.1	51054.0
2020-02-04 07:55:00	SPY	ETF	328.09	328.25	328.06	328.2	54739.0
2020-02-04 08:00:00	SPY	ETF	327.44	328.24	325.9	328.03	84402.0
2020-02-04 08:05:00	SPY	ETF	328.09	328.12	327.91	328.09	70186.0
2020-02-04 08:10:00	SPY	ETF	328.08	328.1	328.04	328.08	9266.0

> showing 50 of 70,822 rows — these rows as CSV

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