PREVIEW / etf_5min / 2020-02-26

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-02-26.parquet
  size:    1.8 MB
  rows:    79,511

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
2020-02-26 04:00:00	SPY	ETF	311.76	311.76	310.65	310.77	79092.0
2020-02-26 04:05:00	SPY	ETF	310.63	310.63	309.64	309.85	107677.0
2020-02-26 04:10:00	SPY	ETF	309.92	310.2	309.08	310.11	37712.0
2020-02-26 04:15:00	SPY	ETF	310.16	311.25	310.16	311.2	50263.0
2020-02-26 04:20:00	SPY	ETF	310.81	311.0	310.35	310.79	28456.0
2020-02-26 04:25:00	SPY	ETF	310.85	311.3	310.82	311.25	7672.0
2020-02-26 04:30:00	SPY	ETF	311.27	311.31	310.84	311.24	32595.0
2020-02-26 04:35:00	SPY	ETF	311.06	312.1	310.98	311.83	35852.0
2020-02-26 04:40:00	SPY	ETF	311.79	312.15	311.5	311.5	16233.0
2020-02-26 04:45:00	SPY	ETF	311.67	311.67	310.96	310.99	18095.0
2020-02-26 04:50:00	SPY	ETF	311.24	311.75	311.16	311.71	3018.0
2020-02-26 04:55:00	SPY	ETF	311.58	311.58	311.32	311.32	6874.0
2020-02-26 05:00:00	SPY	ETF	311.55	311.72	311.38	311.72	5464.0
2020-02-26 05:05:00	SPY	ETF	311.93	312.62	311.84	312.6	35758.0
2020-02-26 05:10:00	SPY	ETF	312.65	312.66	312.3	312.3	7591.0
2020-02-26 05:15:00	SPY	ETF	312.3	312.93	312.3	312.65	20309.0
2020-02-26 05:20:00	SPY	ETF	312.61	313.02	312.61	312.73	8810.0
2020-02-26 05:25:00	SPY	ETF	312.63	313.16	312.61	313.1	10925.0
2020-02-26 05:30:00	SPY	ETF	313.03	313.16	312.75	313.01	10674.0
2020-02-26 05:35:00	SPY	ETF	312.93	313.03	312.72	312.78	11813.0
2020-02-26 05:40:00	SPY	ETF	312.8	312.83	312.52	312.77	13365.0
2020-02-26 05:45:00	SPY	ETF	313.01	313.03	311.96	311.96	24235.0
2020-02-26 05:50:00	SPY	ETF	312.0	312.12	311.75	311.98	4469.0
2020-02-26 05:55:00	SPY	ETF	311.92	312.19	311.78	311.78	3971.0
2020-02-26 06:00:00	SPY	ETF	311.82	312.17	311.82	312.17	16027.0
2020-02-26 06:05:00	SPY	ETF	312.26	312.91	312.26	312.77	23561.0
2020-02-26 06:10:00	SPY	ETF	312.62	312.9	312.44	312.84	12821.0
2020-02-26 06:15:00	SPY	ETF	312.84	312.94	312.78	312.89	9988.0
2020-02-26 06:20:00	SPY	ETF	312.9	313.6	312.9	313.52	26748.0
2020-02-26 06:25:00	SPY	ETF	313.56	313.8	313.5	313.5	22496.0
2020-02-26 06:30:00	SPY	ETF	313.58	313.71	313.33	313.52	20119.0
2020-02-26 06:35:00	SPY	ETF	313.52	314.08	313.52	314.08	43149.0
2020-02-26 06:40:00	SPY	ETF	314.06	314.36	313.97	314.17	31483.0
2020-02-26 06:45:00	SPY	ETF	314.16	314.25	313.92	313.96	7631.0
2020-02-26 06:50:00	SPY	ETF	313.98	313.98	313.69	313.78	16499.0
2020-02-26 06:55:00	SPY	ETF	313.74	313.77	313.4	313.4	25412.0
2020-02-26 07:00:00	SPY	ETF	313.38	313.5	312.66	313.13	154811.0
2020-02-26 07:05:00	SPY	ETF	313.06	314.02	312.93	314.0	80022.0
2020-02-26 07:10:00	SPY	ETF	314.05	314.17	313.55	313.76	57779.0
2020-02-26 07:15:00	SPY	ETF	313.8	314.0	313.46	313.53	62948.0
2020-02-26 07:20:00	SPY	ETF	313.42	313.42	312.84	313.2	102368.0
2020-02-26 07:25:00	SPY	ETF	313.23	313.25	312.72	312.95	48539.0
2020-02-26 07:30:00	SPY	ETF	313.14	313.14	312.58	312.77	47568.0
2020-02-26 07:35:00	SPY	ETF	312.72	312.77	312.16	312.3	133392.0
2020-02-26 07:40:00	SPY	ETF	312.33	312.98	312.21	312.9	115688.0
2020-02-26 07:45:00	SPY	ETF	312.9	313.5	312.89	313.46	93802.0
2020-02-26 07:50:00	SPY	ETF	313.54	313.66	313.34	313.45	37435.0
2020-02-26 07:55:00	SPY	ETF	313.41	313.97	313.17	313.72	197740.0
2020-02-26 08:00:00	SPY	ETF	314.1033	315.0	311.54	313.77	228832.0
2020-02-26 08:05:00	SPY	ETF	313.77	314.08	313.3	313.49	111811.0

> showing 50 of 79,511 rows — these rows as CSV

> unlock the full archive -- $79 one-time