PREVIEW / etf_5min / 2020-09-03

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-09-03.parquet
  size:    1.9 MB
  rows:    84,214

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
2020-09-03 04:00:00	SPY	ETF	358.08	358.36	358.07	358.26	41938.0
2020-09-03 04:05:00	SPY	ETF	358.22	358.22	357.99	357.99	8825.0
2020-09-03 04:10:00	SPY	ETF	358.04	358.07	357.97	358.07	2325.0
2020-09-03 04:15:00	SPY	ETF	358.08	358.16	358.08	358.15	2950.0
2020-09-03 04:20:00	SPY	ETF	358.15	358.18	358.04	358.04	4700.0
2020-09-03 04:25:00	SPY	ETF	358.0	358.0	358.0	358.0	200.0
2020-09-03 04:30:00	SPY	ETF	357.93	357.96	357.84	357.84	4691.0
2020-09-03 04:35:00	SPY	ETF	357.84	357.85	357.6	357.6	11640.0
2020-09-03 04:40:00	SPY	ETF	357.63	357.66	357.55	357.61	6047.0
2020-09-03 04:45:00	SPY	ETF	357.6	357.69	357.6	357.61	1500.0
2020-09-03 04:50:00	SPY	ETF	357.63	357.63	357.61	357.61	750.0
2020-09-03 04:55:00	SPY	ETF	357.75	357.82	357.71	357.71	4650.0
2020-09-03 05:00:00	SPY	ETF	357.56	357.56	357.39	357.39	5105.0
2020-09-03 05:05:00	SPY	ETF	357.49	357.6	357.3	357.3	5282.0
2020-09-03 05:10:00	SPY	ETF	357.3	357.36	357.3	357.35	5505.0
2020-09-03 05:15:00	SPY	ETF	357.28	357.43	357.28	357.32	2433.0
2020-09-03 05:20:00	SPY	ETF	357.3	357.31	357.08	357.1	12518.0
2020-09-03 05:25:00	SPY	ETF	357.24	357.36	357.24	357.34	3975.0
2020-09-03 05:30:00	SPY	ETF	357.29	357.3	357.29	357.3	1100.0
2020-09-03 05:35:00	SPY	ETF	357.35	357.38	357.35	357.36	1010.0
2020-09-03 05:40:00	SPY	ETF	357.4	357.4	357.13	357.16	7880.0
2020-09-03 05:45:00	SPY	ETF	357.13	357.16	356.91	356.95	8188.0
2020-09-03 05:50:00	SPY	ETF	356.97	357.03	356.95	357.03	1677.0
2020-09-03 05:55:00	SPY	ETF	357.03	357.04	356.61	356.61	5687.0
2020-09-03 06:00:00	SPY	ETF	356.68	356.71	356.59	356.65	2978.0
2020-09-03 06:05:00	SPY	ETF	356.65	356.68	356.55	356.61	56475.0
2020-09-03 06:10:00	SPY	ETF	356.6	356.65	356.54	356.54	8320.0
2020-09-03 06:15:00	SPY	ETF	356.55	356.67	356.5	356.67	23702.0
2020-09-03 06:20:00	SPY	ETF	356.62	356.75	356.5	356.75	27194.0
2020-09-03 06:25:00	SPY	ETF	356.75	356.87	356.75	356.81	4271.0
2020-09-03 06:30:00	SPY	ETF	356.89	356.89	356.79	356.79	730.0
2020-09-03 06:35:00	SPY	ETF	356.91	356.93	356.88	356.88	1890.0
2020-09-03 06:40:00	SPY	ETF	356.88	356.89	356.51	356.51	5358.0
2020-09-03 06:45:00	SPY	ETF	356.49	356.5	356.42	356.47	44735.0
2020-09-03 06:50:00	SPY	ETF	356.44	356.56	356.3	356.54	86653.0
2020-09-03 06:55:00	SPY	ETF	356.55	356.61	356.42	356.42	6854.0
2020-09-03 07:00:00	SPY	ETF	356.35	356.67	356.35	356.64	47234.0
2020-09-03 07:05:00	SPY	ETF	356.68	356.75	356.68	356.73	22592.0
2020-09-03 07:10:00	SPY	ETF	356.69	356.72	356.47	356.58	13561.0
2020-09-03 07:15:00	SPY	ETF	356.64	356.64	356.38	356.4	25331.0
2020-09-03 07:20:00	SPY	ETF	356.44	356.49	356.31	356.33	6556.0
2020-09-03 07:25:00	SPY	ETF	356.33	356.33	356.14	356.23	56046.0
2020-09-03 07:30:00	SPY	ETF	356.25	356.36	356.14	356.28	115329.0
2020-09-03 07:35:00	SPY	ETF	356.28	356.47	356.28	356.45	19161.0
2020-09-03 07:40:00	SPY	ETF	356.46	356.55	356.46	356.55	9504.0
2020-09-03 07:45:00	SPY	ETF	356.53	356.74	356.48	356.67	21841.0
2020-09-03 07:50:00	SPY	ETF	356.67	356.67	356.51	356.51	10130.0
2020-09-03 07:55:00	SPY	ETF	356.51	356.63	356.49	356.55	72976.0
2020-09-03 08:00:00	SPY	ETF	356.59	357.93	356.15	356.5	131683.0
2020-09-03 08:05:00	SPY	ETF	356.51	356.52	356.18	356.18	25984.0

> showing 50 of 84,214 rows — these rows as CSV

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