PREVIEW / etf_5min / 2020-11-04

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-11-04.parquet
  size:    1.7 MB
  rows:    79,186

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
2020-11-04 04:00:00	SPY	ETF	337.8	338.22	337.43	337.9	18602.0
2020-11-04 04:05:00	SPY	ETF	337.79	338.04	337.64	337.78	12718.0
2020-11-04 04:10:00	SPY	ETF	337.7	337.83	337.3	337.62	1488.0
2020-11-04 04:15:00	SPY	ETF	337.51	338.86	337.43	338.52	8050.0
2020-11-04 04:20:00	SPY	ETF	338.66	338.66	337.91	338.06	25824.0
2020-11-04 04:25:00	SPY	ETF	338.39	340.35	338.19	340.35	58731.0
2020-11-04 04:30:00	SPY	ETF	340.25	340.4	339.59	339.77	31502.0
2020-11-04 04:35:00	SPY	ETF	339.97	340.77	339.69	339.73	25164.0
2020-11-04 04:40:00	SPY	ETF	339.72	339.94	338.04	339.37	45500.0
2020-11-04 04:45:00	SPY	ETF	339.3	339.4	338.27	338.83	37359.0
2020-11-04 04:50:00	SPY	ETF	338.79	339.38	338.74	338.92	36186.0
2020-11-04 04:55:00	SPY	ETF	338.71	338.79	337.91	338.16	9187.0
2020-11-04 05:00:00	SPY	ETF	337.85	338.22	337.34	337.47	15039.0
2020-11-04 05:05:00	SPY	ETF	337.74	338.05	337.5	337.5	27526.0
2020-11-04 05:10:00	SPY	ETF	337.88	337.89	337.31	337.57	20453.0
2020-11-04 05:15:00	SPY	ETF	337.46	337.76	336.89	337.38	20612.0
2020-11-04 05:20:00	SPY	ETF	337.34	337.34	336.76	337.14	6550.0
2020-11-04 05:25:00	SPY	ETF	337.14	337.38	336.96	337.15	8079.0
2020-11-04 05:30:00	SPY	ETF	336.73	336.73	335.78	335.97	29008.0
2020-11-04 05:35:00	SPY	ETF	335.96	336.82	335.95	336.81	18995.0
2020-11-04 05:40:00	SPY	ETF	336.9	337.03	336.5	336.72	15104.0
2020-11-04 05:45:00	SPY	ETF	336.77	337.74	336.77	337.74	18262.0
2020-11-04 05:50:00	SPY	ETF	337.84	337.92	337.45	337.92	5235.0
2020-11-04 05:55:00	SPY	ETF	337.98	338.12	337.55	337.8	21861.0
2020-11-04 06:00:00	SPY	ETF	337.55	338.0	337.5	337.5	8397.0
2020-11-04 06:05:00	SPY	ETF	337.52	337.84	337.4	337.4	12535.0
2020-11-04 06:10:00	SPY	ETF	337.44	338.2	337.31	338.08	11124.0
2020-11-04 06:15:00	SPY	ETF	337.81	337.91	337.12	337.12	54633.0
2020-11-04 06:20:00	SPY	ETF	337.07	337.42	337.01	337.2	7785.0
2020-11-04 06:25:00	SPY	ETF	337.13	337.49	337.06	337.09	22859.0
2020-11-04 06:30:00	SPY	ETF	337.2	337.86	337.2	337.84	84703.0
2020-11-04 06:35:00	SPY	ETF	337.83	338.4	337.83	338.02	24013.0
2020-11-04 06:40:00	SPY	ETF	338.0	338.67	338.0	338.48	50574.0
2020-11-04 06:45:00	SPY	ETF	338.44	338.93	338.28	338.32	58412.0
2020-11-04 06:50:00	SPY	ETF	338.54	338.73	338.24	338.49	56271.0
2020-11-04 06:55:00	SPY	ETF	338.44	338.55	338.15	338.15	17561.0
2020-11-04 07:00:00	SPY	ETF	338.02	338.2	337.59	337.6	74630.0
2020-11-04 07:05:00	SPY	ETF	337.61	338.34	337.5	338.11	36395.0
2020-11-04 07:10:00	SPY	ETF	338.16	339.29	338.15	339.15	50934.0
2020-11-04 07:15:00	SPY	ETF	339.12	339.91	339.03	339.91	47298.0
2020-11-04 07:20:00	SPY	ETF	339.97	340.28	339.65	340.26	106371.0
2020-11-04 07:25:00	SPY	ETF	340.3	340.51	339.94	340.47	44089.0
2020-11-04 07:30:00	SPY	ETF	340.5	340.62	340.01	340.56	105160.0
2020-11-04 07:35:00	SPY	ETF	340.58	341.89	340.58	341.07	282723.0
2020-11-04 07:40:00	SPY	ETF	341.1	341.25	340.36	340.89	174586.0
2020-11-04 07:45:00	SPY	ETF	340.79	341.07	340.5	340.58	79115.0
2020-11-04 07:50:00	SPY	ETF	340.47	341.52	340.35	341.5	223312.0
2020-11-04 07:55:00	SPY	ETF	341.6	342.12	341.16	341.73	86357.0
2020-11-04 08:00:00	SPY	ETF	340.02	342.775	333.0	342.05	631287.0
2020-11-04 08:05:00	SPY	ETF	342.14	342.31	338.3	342.23	256664.0

> showing 50 of 79,186 rows — these rows as CSV

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