PREVIEW / etf_5min / 2020-05-15

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-05-15.parquet
  size:    1.5 MB
  rows:    72,440

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
2020-05-15 04:00:00	SPY	ETF	286.34	286.45	286.15	286.17	6745.0
2020-05-15 04:05:00	SPY	ETF	286.29	286.4	286.0	286.0	3151.0
2020-05-15 04:10:00	SPY	ETF	285.95	285.97	285.86	285.97	4426.0
2020-05-15 04:15:00	SPY	ETF	286.03	286.05	285.9	285.93	3617.0
2020-05-15 04:20:00	SPY	ETF	286.03	286.03	285.95	285.95	1123.0
2020-05-15 04:25:00	SPY	ETF	285.95	285.95	285.91	285.91	309.0
2020-05-15 04:30:00	SPY	ETF	285.86	285.96	285.86	285.93	1075.0
2020-05-15 04:35:00	SPY	ETF	285.99	286.1	285.64	285.71	1914.0
2020-05-15 04:40:00	SPY	ETF	285.58	285.99	285.58	285.81	1121.0
2020-05-15 04:45:00	SPY	ETF	285.73	285.73	285.72	285.72	200.0
2020-05-15 04:50:00	SPY	ETF	285.65	285.88	285.65	285.88	1975.0
2020-05-15 04:55:00	SPY	ETF	285.78	285.78	285.78	285.78	130.0
2020-05-15 05:00:00	SPY	ETF	285.98	286.01	285.93	285.93	1417.0
2020-05-15 05:05:00	SPY	ETF	286.1	286.15	286.1	286.12	1868.0
2020-05-15 05:10:00	SPY	ETF	286.08	286.08	285.8	285.8	1749.0
2020-05-15 05:15:00	SPY	ETF	285.8	285.85	285.72	285.82	6393.0
2020-05-15 05:20:00	SPY	ETF	285.85	285.85	285.68	285.68	4219.0
2020-05-15 05:25:00	SPY	ETF	285.65	285.8	285.65	285.77	2102.0
2020-05-15 05:30:00	SPY	ETF	285.76	285.76	285.72	285.72	2901.0
2020-05-15 05:35:00	SPY	ETF	285.73	285.79	285.45	285.45	3130.0
2020-05-15 05:40:00	SPY	ETF	285.34	285.36	285.2	285.26	3726.0
2020-05-15 05:45:00	SPY	ETF	285.24	285.41	285.24	285.41	488.0
2020-05-15 05:50:00	SPY	ETF	285.46	285.5	285.46	285.5	1135.0
2020-05-15 05:55:00	SPY	ETF	285.34	285.34	285.25	285.28	3920.0
2020-05-15 06:00:00	SPY	ETF	285.4	285.4	285.05	285.24	3286.0
2020-05-15 06:05:00	SPY	ETF	285.3	285.59	285.3	285.59	2597.0
2020-05-15 06:10:00	SPY	ETF	285.55	285.6	285.54	285.54	8861.0
2020-05-15 06:15:00	SPY	ETF	285.6	285.75	285.6	285.61	4554.0
2020-05-15 06:20:00	SPY	ETF	285.52	285.52	285.37	285.37	510.0
2020-05-15 06:25:00	SPY	ETF	285.39	285.39	285.39	285.39	100.0
2020-05-15 06:30:00	SPY	ETF	285.1	285.1	284.2	284.2	26571.0
2020-05-15 06:35:00	SPY	ETF	284.1	284.18	283.83	283.98	62897.0
2020-05-15 06:40:00	SPY	ETF	283.81	284.22	283.6	284.17	27637.0
2020-05-15 06:45:00	SPY	ETF	284.04	284.44	284.03	284.39	7888.0
2020-05-15 06:50:00	SPY	ETF	284.39	284.39	283.72	283.75	32105.0
2020-05-15 06:55:00	SPY	ETF	283.73	283.73	283.17	283.17	90861.0
2020-05-15 07:00:00	SPY	ETF	283.32	283.37	282.31	282.31	177887.0
2020-05-15 07:05:00	SPY	ETF	282.33	282.67	281.97	282.5	176075.0
2020-05-15 07:10:00	SPY	ETF	282.52	282.97	282.38	282.9	47190.0
2020-05-15 07:15:00	SPY	ETF	282.9	283.15	282.83	283.0	36972.0
2020-05-15 07:20:00	SPY	ETF	282.98	283.25	282.55	283.25	61409.0
2020-05-15 07:25:00	SPY	ETF	283.25	283.31	283.0	283.2	41950.0
2020-05-15 07:30:00	SPY	ETF	283.16	283.16	282.23	282.39	81635.0
2020-05-15 07:35:00	SPY	ETF	282.4	282.81	282.39	282.39	43807.0
2020-05-15 07:40:00	SPY	ETF	282.32	282.32	281.71	282.0	214651.0
2020-05-15 07:45:00	SPY	ETF	282.04	282.43	282.0	282.38	85272.0
2020-05-15 07:50:00	SPY	ETF	282.33	282.62	281.96	282.09	69380.0
2020-05-15 07:55:00	SPY	ETF	282.1	282.32	281.66	281.91	104754.0
2020-05-15 08:00:00	SPY	ETF	282.4999	286.24	281.45	281.89	185463.0
2020-05-15 08:05:00	SPY	ETF	281.84	282.3	281.7	282.17	84425.0

> showing 50 of 72,440 rows — these rows as CSV

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