PREVIEW / etf_5min / 2020-10-19

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-10-19.parquet
  size:    1.6 MB
  rows:    72,556

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
2020-10-19 04:00:00	SPY	ETF	348.6	349.12	348.6	349.07	24206.0
2020-10-19 04:05:00	SPY	ETF	348.85	348.85	348.56	348.72	4255.0
2020-10-19 04:10:00	SPY	ETF	348.86	348.91	348.84	348.91	796.0
2020-10-19 04:15:00	SPY	ETF	348.94	348.95	348.83	348.95	1375.0
2020-10-19 04:20:00	SPY	ETF	348.92	349.06	348.9	349.02	6381.0
2020-10-19 04:25:00	SPY	ETF	348.97	349.07	348.97	349.07	1000.0
2020-10-19 04:30:00	SPY	ETF	348.96	349.11	348.96	349.09	1608.0
2020-10-19 04:35:00	SPY	ETF	349.07	349.09	348.99	348.99	4700.0
2020-10-19 04:40:00	SPY	ETF	349.02	349.04	348.97	348.97	4610.0
2020-10-19 04:45:00	SPY	ETF	349.14	349.18	349.14	349.18	1062.0
2020-10-19 04:50:00	SPY	ETF	349.18	349.23	349.1	349.1	2450.0
2020-10-19 04:55:00	SPY	ETF	349.09	349.1	349.01	349.01	1300.0
2020-10-19 05:00:00	SPY	ETF	349.18	349.18	349.18	349.18	1250.0
2020-10-19 05:10:00	SPY	ETF	349.26	349.26	349.16	349.2	440.0
2020-10-19 05:15:00	SPY	ETF	349.29	349.29	349.21	349.22	16312.0
2020-10-19 05:20:00	SPY	ETF	349.34	349.43	349.34	349.35	6773.0
2020-10-19 05:25:00	SPY	ETF	349.3	349.31	349.19	349.19	4260.0
2020-10-19 05:30:00	SPY	ETF	349.16	349.16	349.06	349.06	715.0
2020-10-19 05:35:00	SPY	ETF	349.13	349.23	349.09	349.16	8380.0
2020-10-19 05:40:00	SPY	ETF	349.25	349.25	349.2	349.2	548.0
2020-10-19 05:45:00	SPY	ETF	349.18	349.2	349.13	349.14	1864.0
2020-10-19 05:50:00	SPY	ETF	349.08	349.08	348.93	349.02	1647.0
2020-10-19 05:55:00	SPY	ETF	349.06	349.13	349.06	349.09	1400.0
2020-10-19 06:00:00	SPY	ETF	349.13	349.13	349.07	349.07	500.0
2020-10-19 06:05:00	SPY	ETF	348.94	348.95	348.91	348.91	2115.0
2020-10-19 06:10:00	SPY	ETF	348.85	348.86	348.76	348.77	31031.0
2020-10-19 06:15:00	SPY	ETF	348.93	348.93	348.65	348.71	38570.0
2020-10-19 06:20:00	SPY	ETF	348.7	348.72	348.66	348.66	65407.0
2020-10-19 06:25:00	SPY	ETF	348.77	348.85	348.72	348.85	721.0
2020-10-19 06:30:00	SPY	ETF	348.73	348.73	348.65	348.69	1115.0
2020-10-19 06:35:00	SPY	ETF	348.75	348.91	348.75	348.91	1199.0
2020-10-19 06:40:00	SPY	ETF	348.98	348.98	348.9	348.9	862.0
2020-10-19 06:50:00	SPY	ETF	348.99	349.09	348.99	349.09	740.0
2020-10-19 06:55:00	SPY	ETF	349.15	349.19	349.15	349.17	5204.0
2020-10-19 07:00:00	SPY	ETF	349.15	349.24	349.13	349.2	43510.0
2020-10-19 07:05:00	SPY	ETF	349.22	349.22	349.1	349.1	18339.0
2020-10-19 07:10:00	SPY	ETF	349.07	349.09	348.97	348.97	10375.0
2020-10-19 07:15:00	SPY	ETF	348.95	348.97	348.9	348.95	5253.0
2020-10-19 07:20:00	SPY	ETF	348.92	348.92	348.83	348.88	3398.0
2020-10-19 07:25:00	SPY	ETF	348.99	348.99	348.92	348.96	3553.0
2020-10-19 07:30:00	SPY	ETF	348.94	348.98	348.92	348.98	4833.0
2020-10-19 07:35:00	SPY	ETF	348.99	348.99	348.86	348.9	8563.0
2020-10-19 07:40:00	SPY	ETF	348.88	348.99	348.85	348.96	10024.0
2020-10-19 07:45:00	SPY	ETF	348.94	349.03	348.94	348.95	6497.0
2020-10-19 07:50:00	SPY	ETF	348.94	348.97	348.91	348.92	7607.0
2020-10-19 07:55:00	SPY	ETF	348.9	348.99	348.83	348.85	4451.0
2020-10-19 08:00:00	SPY	ETF	348.84	349.35	348.3	348.52	51221.0
2020-10-19 08:05:00	SPY	ETF	348.58	348.7	348.49	348.68	15198.0
2020-10-19 08:10:00	SPY	ETF	348.61	348.75	348.6	348.72	18379.0
2020-10-19 08:15:00	SPY	ETF	348.72	348.75	348.62	348.73	59241.0

> showing 50 of 72,556 rows — these rows as CSV

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