PREVIEW / etf_5min / 2020-11-23

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-11-23.parquet
  size:    1.7 MB
  rows:    79,503

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
2020-11-23 04:00:00	SPY	ETF	357.74	357.86	357.5	357.54	12599.0
2020-11-23 04:05:00	SPY	ETF	357.6	357.8	357.58	357.8	3560.0
2020-11-23 04:10:00	SPY	ETF	357.76	357.84	357.76	357.82	985.0
2020-11-23 04:15:00	SPY	ETF	357.87	357.94	357.75	357.75	8865.0
2020-11-23 04:20:00	SPY	ETF	357.86	357.86	357.69	357.75	3161.0
2020-11-23 04:25:00	SPY	ETF	357.72	357.8	357.68	357.8	1390.0
2020-11-23 04:30:00	SPY	ETF	357.72	357.72	357.58	357.58	1521.0
2020-11-23 04:35:00	SPY	ETF	357.57	357.59	357.29	357.41	6817.0
2020-11-23 04:40:00	SPY	ETF	357.42	357.47	357.42	357.47	855.0
2020-11-23 04:45:00	SPY	ETF	357.42	357.44	357.35	357.44	811.0
2020-11-23 04:50:00	SPY	ETF	357.46	357.61	357.44	357.61	1150.0
2020-11-23 04:55:00	SPY	ETF	357.71	357.76	357.7	357.76	1286.0
2020-11-23 05:00:00	SPY	ETF	357.67	357.67	357.65	357.65	301.0
2020-11-23 05:10:00	SPY	ETF	357.73	357.73	357.64	357.64	1590.0
2020-11-23 05:15:00	SPY	ETF	357.57	357.62	357.57	357.62	300.0
2020-11-23 05:25:00	SPY	ETF	357.7	357.7	357.7	357.7	500.0
2020-11-23 05:30:00	SPY	ETF	357.59	357.59	357.45	357.49	996.0
2020-11-23 05:35:00	SPY	ETF	357.54	357.55	357.53	357.55	926.0
2020-11-23 05:40:00	SPY	ETF	357.68	357.68	357.52	357.52	834.0
2020-11-23 05:45:00	SPY	ETF	357.47	357.52	357.47	357.52	1150.0
2020-11-23 05:50:00	SPY	ETF	357.55	357.55	357.54	357.54	806.0
2020-11-23 05:55:00	SPY	ETF	357.49	357.49	357.49	357.49	622.0
2020-11-23 06:00:00	SPY	ETF	357.58	357.59	357.54	357.54	1377.0
2020-11-23 06:05:00	SPY	ETF	357.54	357.54	357.54	357.54	133.0
2020-11-23 06:10:00	SPY	ETF	357.53	357.53	357.52	357.52	856.0
2020-11-23 06:15:00	SPY	ETF	357.58	357.59	357.58	357.59	11095.0
2020-11-23 06:20:00	SPY	ETF	357.53	357.55	357.53	357.54	3607.0
2020-11-23 06:25:00	SPY	ETF	357.49	357.49	357.34	357.34	1044.0
2020-11-23 06:30:00	SPY	ETF	357.28	357.28	357.2	357.23	3688.0
2020-11-23 06:35:00	SPY	ETF	357.14	357.26	357.13	357.26	7639.0
2020-11-23 06:40:00	SPY	ETF	357.18	357.18	357.18	357.18	103.0
2020-11-23 06:45:00	SPY	ETF	357.18	357.25	357.15	357.22	29804.0
2020-11-23 06:50:00	SPY	ETF	357.22	357.24	357.19	357.22	12558.0
2020-11-23 06:55:00	SPY	ETF	357.26	357.27	357.2	357.27	6054.0
2020-11-23 07:00:00	SPY	ETF	357.3	357.3	357.14	357.16	28181.0
2020-11-23 07:05:00	SPY	ETF	357.07	357.16	356.88	356.94	8575.0
2020-11-23 07:10:00	SPY	ETF	356.93	357.09	356.92	357.09	16571.0
2020-11-23 07:15:00	SPY	ETF	357.08	357.16	357.08	357.16	12693.0
2020-11-23 07:20:00	SPY	ETF	357.14	357.22	357.14	357.22	7765.0
2020-11-23 07:25:00	SPY	ETF	357.2	357.66	357.2	357.65	30161.0
2020-11-23 07:30:00	SPY	ETF	357.68	357.78	357.56	357.56	21164.0
2020-11-23 07:35:00	SPY	ETF	357.57	357.76	357.57	357.63	19324.0
2020-11-23 07:40:00	SPY	ETF	357.67	357.74	357.65	357.7	12952.0
2020-11-23 07:45:00	SPY	ETF	357.67	357.7	357.58	357.6	9420.0
2020-11-23 07:50:00	SPY	ETF	357.6	357.68	357.57	357.64	32287.0
2020-11-23 07:55:00	SPY	ETF	357.63	357.65	357.57	357.6	49388.0
2020-11-23 08:00:00	SPY	ETF	357.25	357.7604	356.4	357.47	98444.0
2020-11-23 08:05:00	SPY	ETF	357.5	357.54	357.42	357.48	8495.0
2020-11-23 08:10:00	SPY	ETF	357.46	357.59	357.46	357.58	19551.0
2020-11-23 08:15:00	SPY	ETF	357.53	357.53	357.28	357.45	11877.0

> showing 50 of 79,503 rows — these rows as CSV

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