PREVIEW / etf_5min / 2020-11-27

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-11-27.parquet
  size:    1.0 MB
  rows:    44,842

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
2020-11-27 04:00:00	SPY	ETF	363.6	363.71	363.51	363.59	2543.0
2020-11-27 04:05:00	SPY	ETF	363.5	363.56	363.5	363.55	1738.0
2020-11-27 04:10:00	SPY	ETF	363.5	363.56	363.5	363.56	414.0
2020-11-27 04:15:00	SPY	ETF	363.58	363.58	363.55	363.55	1302.0
2020-11-27 04:20:00	SPY	ETF	363.55	363.74	363.52	363.69	7411.0
2020-11-27 04:25:00	SPY	ETF	363.66	363.66	363.64	363.64	377.0
2020-11-27 04:30:00	SPY	ETF	363.5	363.5	363.5	363.5	1005.0
2020-11-27 04:35:00	SPY	ETF	363.4	363.41	363.37	363.37	1180.0
2020-11-27 04:45:00	SPY	ETF	363.31	363.31	363.31	363.31	401.0
2020-11-27 04:50:00	SPY	ETF	363.27	363.27	363.16	363.19	8360.0
2020-11-27 05:05:00	SPY	ETF	363.35	363.35	363.29	363.29	324.0
2020-11-27 05:10:00	SPY	ETF	363.31	363.39	363.31	363.39	369.0
2020-11-27 05:15:00	SPY	ETF	363.31	363.31	363.31	363.31	110.0
2020-11-27 05:20:00	SPY	ETF	363.12	363.13	363.03	363.11	1452.0
2020-11-27 05:25:00	SPY	ETF	363.15	363.19	363.02	363.02	5916.0
2020-11-27 05:30:00	SPY	ETF	363.12	363.12	363.12	363.12	1173.0
2020-11-27 05:35:00	SPY	ETF	363.16	363.16	363.12	363.13	1251.0
2020-11-27 05:40:00	SPY	ETF	363.15	363.15	363.15	363.15	600.0
2020-11-27 05:45:00	SPY	ETF	363.16	363.17	363.16	363.16	1538.0
2020-11-27 05:50:00	SPY	ETF	363.15	363.19	363.14	363.15	25708.0
2020-11-27 05:55:00	SPY	ETF	363.15	363.25	363.15	363.23	712.0
2020-11-27 06:00:00	SPY	ETF	363.28	363.3	363.28	363.3	550.0
2020-11-27 06:05:00	SPY	ETF	363.24	363.28	363.24	363.25	887.0
2020-11-27 06:10:00	SPY	ETF	363.2	363.2	363.2	363.2	300.0
2020-11-27 06:20:00	SPY	ETF	363.24	363.31	363.23	363.31	700.0
2020-11-27 06:30:00	SPY	ETF	363.35	363.35	363.35	363.35	217.0
2020-11-27 06:35:00	SPY	ETF	363.36	363.46	363.36	363.46	888.0
2020-11-27 06:40:00	SPY	ETF	363.49	363.49	363.49	363.49	340.0
2020-11-27 06:50:00	SPY	ETF	363.38	363.4	363.38	363.38	3082.0
2020-11-27 06:55:00	SPY	ETF	363.38	363.38	363.38	363.38	500.0
2020-11-27 07:00:00	SPY	ETF	363.38	363.48	363.37	363.48	6532.0
2020-11-27 07:05:00	SPY	ETF	363.5	363.5	363.41	363.41	2445.0
2020-11-27 07:10:00	SPY	ETF	363.43	363.48	363.41	363.45	1073.0
2020-11-27 07:15:00	SPY	ETF	363.5	363.51	363.5	363.51	1875.0
2020-11-27 07:20:00	SPY	ETF	363.46	363.46	363.36	363.46	6745.0
2020-11-27 07:25:00	SPY	ETF	363.55	363.55	363.55	363.55	381.0
2020-11-27 07:30:00	SPY	ETF	363.46	363.49	363.44	363.45	47743.0
2020-11-27 07:35:00	SPY	ETF	363.45	363.52	363.44	363.47	10349.0
2020-11-27 07:40:00	SPY	ETF	363.47	363.5	363.44	363.47	37240.0
2020-11-27 07:45:00	SPY	ETF	363.49	363.67	363.49	363.65	7851.0
2020-11-27 07:50:00	SPY	ETF	363.67	363.7	363.65	363.65	5890.0
2020-11-27 07:55:00	SPY	ETF	363.67	363.67	363.55	363.67	66324.0
2020-11-27 08:00:00	SPY	ETF	363.4399	363.7	362.71	363.65	22697.0
2020-11-27 08:05:00	SPY	ETF	363.69	363.76	363.65	363.65	30060.0
2020-11-27 08:10:00	SPY	ETF	363.64	363.74	363.64	363.67	13650.0
2020-11-27 08:15:00	SPY	ETF	363.68	363.73	363.67	363.73	2057.0
2020-11-27 08:20:00	SPY	ETF	363.631	363.7	363.631	363.68	3663.0
2020-11-27 08:25:00	SPY	ETF	363.68	363.68	363.6	363.64	3406.0
2020-11-27 08:30:00	SPY	ETF	363.64	363.65	363.58	363.58	9091.0
2020-11-27 08:35:00	SPY	ETF	363.59	363.72	363.59	363.72	16257.0

> showing 50 of 44,842 rows — these rows as CSV

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