PREVIEW / etf_5min / 2020-11-09

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-11-09.parquet
  size:    1.9 MB
  rows:    90,320

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
2020-11-09 04:00:00	SPY	ETF	355.0	355.36	354.92	354.92	21364.0
2020-11-09 04:05:00	SPY	ETF	354.96	355.35	354.96	355.35	10254.0
2020-11-09 04:10:00	SPY	ETF	355.38	355.76	355.3	355.66	11829.0
2020-11-09 04:15:00	SPY	ETF	355.66	355.83	355.66	355.74	1505.0
2020-11-09 04:20:00	SPY	ETF	355.76	355.76	355.31	355.31	2324.0
2020-11-09 04:25:00	SPY	ETF	355.08	355.1	354.73	354.8	3584.0
2020-11-09 04:30:00	SPY	ETF	354.95	355.08	354.95	355.05	2990.0
2020-11-09 04:35:00	SPY	ETF	354.8	355.05	354.65	355.05	3394.0
2020-11-09 04:40:00	SPY	ETF	355.13	355.13	354.91	355.1	2768.0
2020-11-09 04:45:00	SPY	ETF	355.08	355.08	354.85	354.96	1898.0
2020-11-09 04:50:00	SPY	ETF	354.96	355.14	354.9	355.02	2163.0
2020-11-09 04:55:00	SPY	ETF	354.98	355.04	354.9	355.01	2261.0
2020-11-09 05:00:00	SPY	ETF	355.11	355.15	355.06	355.13	2606.0
2020-11-09 05:05:00	SPY	ETF	355.27	355.27	355.27	355.27	361.0
2020-11-09 05:10:00	SPY	ETF	355.26	355.26	354.98	355.0	3778.0
2020-11-09 05:15:00	SPY	ETF	355.19	355.24	355.12	355.24	1662.0
2020-11-09 05:20:00	SPY	ETF	355.18	355.23	355.18	355.21	1203.0
2020-11-09 05:25:00	SPY	ETF	355.08	355.1	354.71	355.1	17923.0
2020-11-09 05:30:00	SPY	ETF	355.23	355.38	355.23	355.38	1383.0
2020-11-09 05:35:00	SPY	ETF	355.38	355.38	355.2	355.21	2366.0
2020-11-09 05:40:00	SPY	ETF	355.25	355.53	355.18	355.53	1403.0
2020-11-09 05:45:00	SPY	ETF	355.53	355.53	355.41	355.41	1791.0
2020-11-09 05:50:00	SPY	ETF	355.35	355.4	355.29	355.38	2001.0
2020-11-09 05:55:00	SPY	ETF	355.6	355.6	355.51	355.56	5879.0
2020-11-09 06:00:00	SPY	ETF	355.5	355.52	355.46	355.52	843.0
2020-11-09 06:05:00	SPY	ETF	355.41	355.52	355.34	355.52	1176.0
2020-11-09 06:10:00	SPY	ETF	355.51	355.51	355.3	355.46	6136.0
2020-11-09 06:15:00	SPY	ETF	355.42	355.5	355.21	355.43	15622.0
2020-11-09 06:20:00	SPY	ETF	355.51	355.54	355.25	355.29	3422.0
2020-11-09 06:25:00	SPY	ETF	355.3	355.4	355.23	355.24	9770.0
2020-11-09 06:30:00	SPY	ETF	355.16	355.24	355.04	355.04	5372.0
2020-11-09 06:35:00	SPY	ETF	355.14	355.19	355.05	355.07	1560.0
2020-11-09 06:40:00	SPY	ETF	355.05	355.16	355.05	355.16	1629.0
2020-11-09 06:45:00	SPY	ETF	355.4	360.01	355.4	359.55	730647.0
2020-11-09 06:50:00	SPY	ETF	359.53	364.7	359.31	362.04	680859.0
2020-11-09 06:55:00	SPY	ETF	362.04	365.32	361.44	363.66	340058.0
2020-11-09 07:00:00	SPY	ETF	363.51	363.71	361.08	361.36	544210.0
2020-11-09 07:05:00	SPY	ETF	361.44	363.2	361.25	363.12	360669.0
2020-11-09 07:10:00	SPY	ETF	363.09	363.58	362.0	362.7	385396.0
2020-11-09 07:15:00	SPY	ETF	362.54	364.0	362.54	362.81	342635.0
2020-11-09 07:20:00	SPY	ETF	362.76	363.41	362.27	363.16	240883.0
2020-11-09 07:25:00	SPY	ETF	363.2	363.42	362.4	362.4	299830.0
2020-11-09 07:30:00	SPY	ETF	362.46	363.25	362.31	363.08	554423.0
2020-11-09 07:35:00	SPY	ETF	363.04	363.63	361.89	362.24	473610.0
2020-11-09 07:40:00	SPY	ETF	362.21	364.24	362.01	363.44	257023.0
2020-11-09 07:45:00	SPY	ETF	363.43	363.58	362.5	362.61	498702.0
2020-11-09 07:50:00	SPY	ETF	362.6	363.5	362.5	363.32	127995.0
2020-11-09 07:55:00	SPY	ETF	363.35	364.66	362.98	364.66	314750.0
2020-11-09 08:00:00	SPY	ETF	364.7	365.65	355.01	364.03	547393.0
2020-11-09 08:05:00	SPY	ETF	364.0	364.66	363.5	363.63	145532.0

> showing 50 of 90,320 rows — these rows as CSV

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