PREVIEW / etf_5min / 2020-08-04

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-08-04.parquet
  size:    1.6 MB
  rows:    75,039

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
2020-08-04 04:00:00	SPY	ETF	328.11	328.12	327.83	327.95	6345.0
2020-08-04 04:05:00	SPY	ETF	327.97	327.97	327.52	327.67	12505.0
2020-08-04 04:10:00	SPY	ETF	327.72	327.93	327.69	327.83	6070.0
2020-08-04 04:15:00	SPY	ETF	327.91	328.08	327.91	327.97	4682.0
2020-08-04 04:20:00	SPY	ETF	327.91	328.02	327.88	328.0	3831.0
2020-08-04 04:25:00	SPY	ETF	327.94	328.22	327.94	328.22	6648.0
2020-08-04 04:30:00	SPY	ETF	328.26	328.35	327.88	328.08	7574.0
2020-08-04 04:35:00	SPY	ETF	327.84	327.86	327.77	327.86	1813.0
2020-08-04 04:40:00	SPY	ETF	327.9	328.08	327.9	327.96	1694.0
2020-08-04 04:45:00	SPY	ETF	327.94	328.05	327.94	328.05	670.0
2020-08-04 04:50:00	SPY	ETF	327.79	327.79	327.79	327.79	100.0
2020-08-04 04:55:00	SPY	ETF	328.01	328.15	328.01	328.15	600.0
2020-08-04 05:00:00	SPY	ETF	328.04	328.18	327.99	328.18	3680.0
2020-08-04 05:05:00	SPY	ETF	328.11	328.41	328.11	328.3	10355.0
2020-08-04 05:10:00	SPY	ETF	328.28	328.28	328.23	328.23	400.0
2020-08-04 05:15:00	SPY	ETF	328.25	328.25	328.25	328.25	140.0
2020-08-04 05:20:00	SPY	ETF	328.08	328.09	328.04	328.08	5351.0
2020-08-04 05:25:00	SPY	ETF	328.08	328.08	328.0	328.0	924.0
2020-08-04 05:30:00	SPY	ETF	328.0	328.23	328.0	328.18	3938.0
2020-08-04 05:35:00	SPY	ETF	328.15	328.25	327.8	327.8	3054.0
2020-08-04 05:40:00	SPY	ETF	327.91	328.11	327.9	327.98	2705.0
2020-08-04 05:45:00	SPY	ETF	327.94	328.23	327.94	328.23	2250.0
2020-08-04 05:50:00	SPY	ETF	328.2	328.28	328.18	328.26	4638.0
2020-08-04 05:55:00	SPY	ETF	328.21	328.21	328.17	328.17	650.0
2020-08-04 06:00:00	SPY	ETF	328.18	328.24	328.0	328.0	2965.0
2020-08-04 06:05:00	SPY	ETF	327.93	327.93	327.91	327.91	1223.0
2020-08-04 06:10:00	SPY	ETF	327.9	327.95	327.9	327.92	10476.0
2020-08-04 06:15:00	SPY	ETF	327.87	327.89	327.82	327.82	946.0
2020-08-04 06:20:00	SPY	ETF	328.12	328.13	328.0	328.09	6906.0
2020-08-04 06:25:00	SPY	ETF	328.06	328.06	328.0	328.0	700.0
2020-08-04 06:30:00	SPY	ETF	327.95	328.04	327.95	327.98	26674.0
2020-08-04 06:35:00	SPY	ETF	327.86	328.0	327.86	328.0	1025.0
2020-08-04 06:40:00	SPY	ETF	327.89	327.96	327.89	327.92	1100.0
2020-08-04 06:45:00	SPY	ETF	327.9	328.09	327.9	328.08	1496.0
2020-08-04 06:50:00	SPY	ETF	328.02	328.1	328.01	328.1	3067.0
2020-08-04 06:55:00	SPY	ETF	328.08	328.1	328.08	328.1	1156.0
2020-08-04 07:00:00	SPY	ETF	328.06	328.35	328.06	328.2	15200.0
2020-08-04 07:05:00	SPY	ETF	328.15	328.23	328.1	328.23	3060.0
2020-08-04 07:10:00	SPY	ETF	328.25	328.25	328.12	328.12	35113.0
2020-08-04 07:15:00	SPY	ETF	328.05	328.05	327.76	327.81	14578.0
2020-08-04 07:20:00	SPY	ETF	327.84	327.95	327.83	327.92	10176.0
2020-08-04 07:25:00	SPY	ETF	327.89	327.91	327.84	327.87	6916.0
2020-08-04 07:30:00	SPY	ETF	327.79	327.79	327.53	327.64	16682.0
2020-08-04 07:35:00	SPY	ETF	327.66	327.68	327.47	327.48	16800.0
2020-08-04 07:40:00	SPY	ETF	327.51	327.64	327.51	327.57	44443.0
2020-08-04 07:45:00	SPY	ETF	327.63	327.63	327.45	327.49	65409.0
2020-08-04 07:50:00	SPY	ETF	327.49	327.49	327.25	327.45	81441.0
2020-08-04 07:55:00	SPY	ETF	327.47	327.48	327.41	327.45	8077.0
2020-08-04 08:00:00	SPY	ETF	327.4	329.5	327.15	329.35	107848.0
2020-08-04 08:05:00	SPY	ETF	327.29	327.47	327.29	327.47	20361.0

> showing 50 of 75,039 rows — these rows as CSV

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