PREVIEW / etf_5min / 2020-11-24

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-11-24.parquet
  size:    1.8 MB
  rows:    83,920

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
2020-11-24 04:00:00	SPY	ETF	359.86	360.0	359.82	360.0	2269.0
2020-11-24 04:05:00	SPY	ETF	360.07	360.12	360.04	360.04	8247.0
2020-11-24 04:15:00	SPY	ETF	360.08	360.24	360.08	360.24	1326.0
2020-11-24 04:20:00	SPY	ETF	360.26	360.28	360.19	360.2	5629.0
2020-11-24 04:25:00	SPY	ETF	360.03	360.03	359.92	359.92	640.0
2020-11-24 04:30:00	SPY	ETF	359.95	360.1	359.95	360.1	3622.0
2020-11-24 04:35:00	SPY	ETF	360.21	360.23	360.2	360.2	759.0
2020-11-24 04:40:00	SPY	ETF	360.23	360.31	360.23	360.27	2505.0
2020-11-24 04:45:00	SPY	ETF	360.24	360.28	360.14	360.14	1024.0
2020-11-24 04:50:00	SPY	ETF	360.24	360.26	360.17	360.17	712.0
2020-11-24 04:55:00	SPY	ETF	360.2	360.34	360.2	360.34	3975.0
2020-11-24 05:00:00	SPY	ETF	360.16	360.16	360.11	360.11	450.0
2020-11-24 05:05:00	SPY	ETF	360.2	360.22	360.17	360.19	1700.0
2020-11-24 05:10:00	SPY	ETF	360.24	360.24	360.07	360.14	6176.0
2020-11-24 05:20:00	SPY	ETF	360.07	360.07	360.07	360.07	700.0
2020-11-24 05:25:00	SPY	ETF	360.29	360.44	360.15	360.24	3835.0
2020-11-24 05:30:00	SPY	ETF	360.32	360.32	360.25	360.26	580.0
2020-11-24 05:35:00	SPY	ETF	360.39	360.39	360.34	360.34	1887.0
2020-11-24 05:40:00	SPY	ETF	360.34	360.34	360.19	360.19	302.0
2020-11-24 05:45:00	SPY	ETF	360.2	360.29	360.17	360.25	1110.0
2020-11-24 05:50:00	SPY	ETF	360.28	360.28	360.27	360.27	1100.0
2020-11-24 05:55:00	SPY	ETF	360.31	360.39	360.31	360.39	301.0
2020-11-24 06:00:00	SPY	ETF	360.4	360.4	360.39	360.39	461.0
2020-11-24 06:05:00	SPY	ETF	360.44	360.69	360.44	360.68	5018.0
2020-11-24 06:10:00	SPY	ETF	360.7	360.7	360.4	360.42	4166.0
2020-11-24 06:15:00	SPY	ETF	360.44	360.44	360.44	360.44	230.0
2020-11-24 06:20:00	SPY	ETF	360.47	360.64	360.47	360.64	3924.0
2020-11-24 06:25:00	SPY	ETF	360.62	360.62	360.44	360.47	6817.0
2020-11-24 06:30:00	SPY	ETF	360.4	360.43	360.4	360.4	2300.0
2020-11-24 06:35:00	SPY	ETF	360.39	360.39	360.39	360.39	206.0
2020-11-24 06:40:00	SPY	ETF	360.46	360.48	360.46	360.48	1444.0
2020-11-24 06:45:00	SPY	ETF	360.43	360.43	360.29	360.29	1132.0
2020-11-24 06:50:00	SPY	ETF	360.37	360.37	360.3	360.3	1069.0
2020-11-24 06:55:00	SPY	ETF	360.25	360.32	360.21	360.21	4582.0
2020-11-24 07:00:00	SPY	ETF	360.09	360.18	360.0	360.13	76956.0
2020-11-24 07:05:00	SPY	ETF	360.07	360.19	360.07	360.15	3656.0
2020-11-24 07:10:00	SPY	ETF	360.22	360.29	360.15	360.15	4637.0
2020-11-24 07:15:00	SPY	ETF	360.15	360.2	360.09	360.13	34324.0
2020-11-24 07:20:00	SPY	ETF	360.15	360.16	359.86	359.87	43760.0
2020-11-24 07:25:00	SPY	ETF	359.84	359.92	359.59	359.69	34350.0
2020-11-24 07:30:00	SPY	ETF	359.69	359.89	359.69	359.84	17452.0
2020-11-24 07:35:00	SPY	ETF	359.87	360.02	359.85	359.97	9012.0
2020-11-24 07:40:00	SPY	ETF	360.02	360.11	360.02	360.06	9761.0
2020-11-24 07:45:00	SPY	ETF	360.12	360.18	360.07	360.08	7217.0
2020-11-24 07:50:00	SPY	ETF	360.14	360.27	360.07	360.25	19032.0
2020-11-24 07:55:00	SPY	ETF	360.22	360.3	360.22	360.29	12982.0
2020-11-24 08:00:00	SPY	ETF	360.3	360.69	359.64	360.37	45506.0
2020-11-24 08:05:00	SPY	ETF	360.38	360.45	360.37	360.4	15594.0
2020-11-24 08:10:00	SPY	ETF	360.42	360.44	360.35	360.4	9833.0
2020-11-24 08:15:00	SPY	ETF	360.43	360.57	360.39	360.5404	6965.0

> showing 50 of 83,920 rows — these rows as CSV

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