PREVIEW / etf_5min / 2020-09-23

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-09-23.parquet
  size:    1.7 MB
  rows:    74,405

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
2020-09-23 04:00:00	SPY	ETF	330.9	330.94	330.81	330.94	631.0
2020-09-23 04:05:00	SPY	ETF	330.83	330.83	330.67	330.67	1140.0
2020-09-23 04:10:00	SPY	ETF	330.72	330.72	330.72	330.72	100.0
2020-09-23 04:15:00	SPY	ETF	330.81	330.91	330.81	330.88	2952.0
2020-09-23 04:20:00	SPY	ETF	330.93	330.93	330.88	330.88	3900.0
2020-09-23 04:25:00	SPY	ETF	330.82	331.16	330.82	331.12	3381.0
2020-09-23 04:30:00	SPY	ETF	331.25	331.39	331.25	331.34	8461.0
2020-09-23 04:35:00	SPY	ETF	331.33	331.54	331.33	331.51	11917.0
2020-09-23 04:40:00	SPY	ETF	331.53	331.53	331.44	331.46	886.0
2020-09-23 04:45:00	SPY	ETF	331.49	331.51	331.48	331.51	5120.0
2020-09-23 04:50:00	SPY	ETF	331.47	331.58	331.47	331.58	2770.0
2020-09-23 04:55:00	SPY	ETF	331.57	331.58	331.57	331.58	499.0
2020-09-23 05:00:00	SPY	ETF	331.55	331.68	331.53	331.6	2586.0
2020-09-23 05:05:00	SPY	ETF	331.53	331.53	331.53	331.53	255.0
2020-09-23 05:10:00	SPY	ETF	331.55	331.6	331.53	331.6	5075.0
2020-09-23 05:15:00	SPY	ETF	331.62	331.67	331.46	331.5	5785.0
2020-09-23 05:20:00	SPY	ETF	331.62	331.62	331.38	331.41	5061.0
2020-09-23 05:25:00	SPY	ETF	331.44	331.49	331.44	331.49	1181.0
2020-09-23 05:30:00	SPY	ETF	331.55	331.56	331.55	331.56	805.0
2020-09-23 05:35:00	SPY	ETF	331.47	331.47	331.4	331.42	5796.0
2020-09-23 05:40:00	SPY	ETF	331.52	331.55	331.42	331.55	3889.0
2020-09-23 05:45:00	SPY	ETF	331.6	331.74	331.6	331.74	2196.0
2020-09-23 05:50:00	SPY	ETF	331.74	331.88	331.74	331.84	2981.0
2020-09-23 05:55:00	SPY	ETF	331.82	331.87	331.79	331.87	2302.0
2020-09-23 06:00:00	SPY	ETF	331.8	331.82	331.75	331.75	1670.0
2020-09-23 06:05:00	SPY	ETF	331.7	331.7	331.7	331.7	1472.0
2020-09-23 06:10:00	SPY	ETF	331.6	331.67	331.6	331.67	567.0
2020-09-23 06:15:00	SPY	ETF	331.64	331.64	331.32	331.36	2772.0
2020-09-23 06:20:00	SPY	ETF	331.4	331.45	331.37	331.37	6480.0
2020-09-23 06:25:00	SPY	ETF	331.35	331.44	331.35	331.42	3004.0
2020-09-23 06:30:00	SPY	ETF	331.41	331.49	331.39	331.49	15211.0
2020-09-23 06:35:00	SPY	ETF	331.44	331.44	331.39	331.4	11733.0
2020-09-23 06:40:00	SPY	ETF	331.3	331.4	331.3	331.35	13040.0
2020-09-23 06:45:00	SPY	ETF	331.41	331.42	331.35	331.42	4150.0
2020-09-23 06:50:00	SPY	ETF	331.45	331.93	331.41	331.93	15102.0
2020-09-23 06:55:00	SPY	ETF	331.83	331.86	331.66	331.7	17179.0
2020-09-23 07:00:00	SPY	ETF	331.71	331.75	331.5	331.5	9017.0
2020-09-23 07:05:00	SPY	ETF	331.49	331.56	331.4	331.48	17420.0
2020-09-23 07:10:00	SPY	ETF	331.44	331.48	331.11	331.16	33752.0
2020-09-23 07:15:00	SPY	ETF	331.19	331.19	331.07	331.07	4114.0
2020-09-23 07:20:00	SPY	ETF	331.07	331.1	331.04	331.1	5136.0
2020-09-23 07:25:00	SPY	ETF	331.09	331.17	331.08	331.17	8436.0
2020-09-23 07:30:00	SPY	ETF	331.18	331.3	331.18	331.3	56602.0
2020-09-23 07:35:00	SPY	ETF	331.3	331.55	331.3	331.55	9601.0
2020-09-23 07:40:00	SPY	ETF	331.57	331.62	331.3	331.3	28128.0
2020-09-23 07:45:00	SPY	ETF	331.32	331.4	331.25	331.25	15635.0
2020-09-23 07:50:00	SPY	ETF	331.25	331.25	330.89	330.98	19363.0
2020-09-23 07:55:00	SPY	ETF	330.92	330.99	330.81	330.81	4051.0
2020-09-23 08:00:00	SPY	ETF	331.0301	331.7904	330.15	330.91	42971.0
2020-09-23 08:05:00	SPY	ETF	330.92	330.95	330.75	330.81	68772.0

> showing 50 of 74,405 rows — these rows as CSV

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