PREVIEW / etf_5min / 2020-03-05

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-03-05.parquet
  size:    1.8 MB
  rows:    77,931

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
2020-03-05 04:00:00	SPY	ETF	307.72	307.72	307.4	307.57	22532.0
2020-03-05 04:05:00	SPY	ETF	307.32	307.32	306.75	306.87	34897.0
2020-03-05 04:10:00	SPY	ETF	306.96	307.25	306.87	307.25	5808.0
2020-03-05 04:15:00	SPY	ETF	307.22	307.49	307.12	307.49	6460.0
2020-03-05 04:20:00	SPY	ETF	307.27	307.48	307.05	307.17	12413.0
2020-03-05 04:25:00	SPY	ETF	307.06	307.06	306.63	306.63	6320.0
2020-03-05 04:30:00	SPY	ETF	306.63	306.81	306.58	306.58	8007.0
2020-03-05 04:35:00	SPY	ETF	306.88	307.11	306.72	307.0	4920.0
2020-03-05 04:40:00	SPY	ETF	306.92	306.92	306.56	306.66	4638.0
2020-03-05 04:45:00	SPY	ETF	306.78	307.23	306.75	307.16	6493.0
2020-03-05 04:50:00	SPY	ETF	307.05	307.28	307.05	307.08	4280.0
2020-03-05 04:55:00	SPY	ETF	307.07	307.19	306.9	307.1	3272.0
2020-03-05 05:00:00	SPY	ETF	306.89	307.05	306.67	307.05	10057.0
2020-03-05 05:05:00	SPY	ETF	307.0	307.03	306.36	306.4	9724.0
2020-03-05 05:10:00	SPY	ETF	306.5	306.5	306.09	306.09	5379.0
2020-03-05 05:15:00	SPY	ETF	306.22	306.25	305.78	305.88	29984.0
2020-03-05 05:20:00	SPY	ETF	305.81	306.0	305.72	305.75	37406.0
2020-03-05 05:25:00	SPY	ETF	305.66	305.79	305.4	305.48	11764.0
2020-03-05 05:30:00	SPY	ETF	305.56	306.14	305.51	306.06	21591.0
2020-03-05 05:35:00	SPY	ETF	306.06	306.14	305.99	305.99	3758.0
2020-03-05 05:40:00	SPY	ETF	305.7	305.83	305.6	305.83	19928.0
2020-03-05 05:45:00	SPY	ETF	305.85	306.23	305.85	306.21	11908.0
2020-03-05 05:50:00	SPY	ETF	306.17	306.18	305.44	305.53	6382.0
2020-03-05 05:55:00	SPY	ETF	305.47	305.5	305.19	305.19	16527.0
2020-03-05 06:00:00	SPY	ETF	305.53	306.06	305.53	306.04	10286.0
2020-03-05 06:05:00	SPY	ETF	305.9	306.2	305.75	306.2	62673.0
2020-03-05 06:10:00	SPY	ETF	306.19	306.43	306.09	306.24	24672.0
2020-03-05 06:15:00	SPY	ETF	306.35	306.35	305.99	306.01	19273.0
2020-03-05 06:20:00	SPY	ETF	306.0	306.16	305.6	305.79	17762.0
2020-03-05 06:25:00	SPY	ETF	305.8	305.86	305.25	305.25	22296.0
2020-03-05 06:30:00	SPY	ETF	305.32	305.56	305.0	305.11	42031.0
2020-03-05 06:35:00	SPY	ETF	305.09	305.57	304.91	305.53	44920.0
2020-03-05 06:40:00	SPY	ETF	305.59	305.9	305.59	305.8	25671.0
2020-03-05 06:45:00	SPY	ETF	305.81	305.92	305.54	305.86	26436.0
2020-03-05 06:50:00	SPY	ETF	305.89	306.1	305.56	305.56	33362.0
2020-03-05 06:55:00	SPY	ETF	305.69	306.0	305.68	305.86	109894.0
2020-03-05 07:00:00	SPY	ETF	305.97	305.99	305.26	305.48	208693.0
2020-03-05 07:05:00	SPY	ETF	305.47	305.98	305.47	305.87	70664.0
2020-03-05 07:10:00	SPY	ETF	305.85	306.06	305.57	306.0	60656.0
2020-03-05 07:15:00	SPY	ETF	306.07	306.25	305.91	305.91	100249.0
2020-03-05 07:20:00	SPY	ETF	305.94	306.22	305.9	306.22	68372.0
2020-03-05 07:25:00	SPY	ETF	306.25	306.56	306.06	306.4	95980.0
2020-03-05 07:30:00	SPY	ETF	306.46	306.58	305.87	305.96	115282.0
2020-03-05 07:35:00	SPY	ETF	305.97	306.05	305.59	305.78	82051.0
2020-03-05 07:40:00	SPY	ETF	305.75	306.28	305.75	306.27	208793.0
2020-03-05 07:45:00	SPY	ETF	306.27	306.39	305.97	306.0	128200.0
2020-03-05 07:50:00	SPY	ETF	305.95	306.12	305.72	306.12	34439.0
2020-03-05 07:55:00	SPY	ETF	306.2	306.34	305.7	305.75	65513.0
2020-03-05 08:00:00	SPY	ETF	305.9	310.53	305.24	305.4	218141.0
2020-03-05 08:05:00	SPY	ETF	305.39	309.27	305.32	305.55	169872.0

> showing 50 of 77,931 rows — these rows as CSV

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