PREVIEW / etf_5min / 2020-11-20

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-11-20.parquet
  size:    1.7 MB
  rows:    74,119

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
2020-11-20 04:00:00	SPY	ETF	356.68	356.71	356.55	356.67	9455.0
2020-11-20 04:05:00	SPY	ETF	356.65	356.71	356.57	356.57	2701.0
2020-11-20 04:10:00	SPY	ETF	356.61	356.68	356.53	356.57	12581.0
2020-11-20 04:15:00	SPY	ETF	356.56	356.59	356.52	356.59	866.0
2020-11-20 04:20:00	SPY	ETF	356.54	356.54	356.47	356.47	1455.0
2020-11-20 04:25:00	SPY	ETF	356.49	357.39	356.49	357.34	14406.0
2020-11-20 04:30:00	SPY	ETF	357.25	357.29	357.13	357.26	4463.0
2020-11-20 04:35:00	SPY	ETF	357.24	357.39	357.22	357.39	2941.0
2020-11-20 04:40:00	SPY	ETF	357.34	357.51	357.34	357.46	3219.0
2020-11-20 04:45:00	SPY	ETF	357.44	357.57	357.43	357.43	5563.0
2020-11-20 04:50:00	SPY	ETF	357.42	357.43	357.27	357.27	1815.0
2020-11-20 04:55:00	SPY	ETF	357.32	357.32	357.22	357.22	451.0
2020-11-20 05:00:00	SPY	ETF	357.2	357.26	357.2	357.2	902.0
2020-11-20 05:05:00	SPY	ETF	357.26	357.26	357.26	357.26	600.0
2020-11-20 05:10:00	SPY	ETF	357.11	357.5	357.11	357.5	7345.0
2020-11-20 05:15:00	SPY	ETF	357.49	357.49	357.34	357.34	3329.0
2020-11-20 05:25:00	SPY	ETF	357.44	357.67	357.44	357.65	10405.0
2020-11-20 05:30:00	SPY	ETF	357.59	357.59	357.42	357.42	1665.0
2020-11-20 05:35:00	SPY	ETF	357.5	357.61	357.5	357.54	3600.0
2020-11-20 05:40:00	SPY	ETF	357.62	357.66	357.51	357.66	1710.0
2020-11-20 05:45:00	SPY	ETF	357.71	357.92	357.69	357.92	10455.0
2020-11-20 05:50:00	SPY	ETF	357.92	357.92	357.71	357.78	5253.0
2020-11-20 05:55:00	SPY	ETF	357.54	357.54	357.54	357.54	2130.0
2020-11-20 06:00:00	SPY	ETF	357.5	357.5	357.42	357.43	947.0
2020-11-20 06:05:00	SPY	ETF	357.5	357.53	357.49	357.53	895.0
2020-11-20 06:10:00	SPY	ETF	357.56	357.66	357.54	357.66	2297.0
2020-11-20 06:15:00	SPY	ETF	357.59	357.59	357.48	357.57	1535.0
2020-11-20 06:20:00	SPY	ETF	357.57	357.64	357.46	357.46	3680.0
2020-11-20 06:25:00	SPY	ETF	357.42	357.42	357.38	357.38	300.0
2020-11-20 06:30:00	SPY	ETF	357.47	357.65	357.47	357.65	1229.0
2020-11-20 06:35:00	SPY	ETF	357.61	357.65	357.61	357.65	1771.0
2020-11-20 06:40:00	SPY	ETF	357.52	357.53	357.52	357.53	301.0
2020-11-20 06:45:00	SPY	ETF	357.55	357.81	357.54	357.73	5765.0
2020-11-20 06:50:00	SPY	ETF	357.73	357.84	357.73	357.84	2850.0
2020-11-20 06:55:00	SPY	ETF	357.78	358.0	357.78	357.97	8734.0
2020-11-20 07:00:00	SPY	ETF	358.08	358.11	357.96	358.09	71252.0
2020-11-20 07:05:00	SPY	ETF	358.1	358.19	358.03	358.08	97097.0
2020-11-20 07:10:00	SPY	ETF	358.03	358.05	357.94	357.95	12247.0
2020-11-20 07:15:00	SPY	ETF	357.98	358.0	357.79	357.84	13896.0
2020-11-20 07:20:00	SPY	ETF	357.8	357.85	357.75	357.83	7161.0
2020-11-20 07:25:00	SPY	ETF	357.8	357.88	357.8	357.88	3881.0
2020-11-20 07:30:00	SPY	ETF	357.86	357.86	357.82	357.85	4191.0
2020-11-20 07:35:00	SPY	ETF	357.86	357.91	357.75	357.75	4606.0
2020-11-20 07:40:00	SPY	ETF	357.79	357.79	357.62	357.77	13528.0
2020-11-20 07:45:00	SPY	ETF	357.75	357.75	357.63	357.63	16778.0
2020-11-20 07:50:00	SPY	ETF	357.65	357.65	357.49	357.6	2930.0
2020-11-20 07:55:00	SPY	ETF	357.59	357.63	357.54	357.63	20196.0
2020-11-20 08:00:00	SPY	ETF	357.64	358.1601	356.1	357.7404	54118.0
2020-11-20 08:05:00	SPY	ETF	357.74	357.88	357.74	357.86	42103.0
2020-11-20 08:10:00	SPY	ETF	357.85	357.86	357.77	357.77	5144.0

> showing 50 of 74,119 rows — these rows as CSV

> unlock the full archive -- $79 one-time