PREVIEW / etf_5min / 2020-12-03

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-12-03.parquet
  size:    1.7 MB
  rows:    78,901

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
2020-12-03 04:00:00	SPY	ETF	366.28	366.34	366.28	366.34	1652.0
2020-12-03 04:05:00	SPY	ETF	366.72	366.72	366.6	366.62	1423.0
2020-12-03 04:10:00	SPY	ETF	366.5	366.5	366.44	366.44	299.0
2020-12-03 04:15:00	SPY	ETF	366.41	366.45	366.38	366.38	1909.0
2020-12-03 04:20:00	SPY	ETF	366.25	366.25	366.03	366.03	2770.0
2020-12-03 04:25:00	SPY	ETF	366.04	366.08	366.04	366.08	1897.0
2020-12-03 04:30:00	SPY	ETF	366.1	366.1	366.03	366.03	300.0
2020-12-03 04:35:00	SPY	ETF	366.01	366.05	366.0	366.0	2153.0
2020-12-03 04:40:00	SPY	ETF	365.94	365.94	365.89	365.89	1130.0
2020-12-03 04:45:00	SPY	ETF	365.8	366.09	365.8	366.09	1455.0
2020-12-03 04:50:00	SPY	ETF	366.25	366.26	366.25	366.26	2006.0
2020-12-03 04:55:00	SPY	ETF	366.27	366.38	366.27	366.38	1800.0
2020-12-03 05:05:00	SPY	ETF	366.25	366.25	366.2	366.2	200.0
2020-12-03 05:10:00	SPY	ETF	366.25	366.25	366.23	366.23	500.0
2020-12-03 05:20:00	SPY	ETF	366.3	366.3	366.3	366.3	201.0
2020-12-03 05:30:00	SPY	ETF	366.22	366.22	366.22	366.22	240.0
2020-12-03 05:35:00	SPY	ETF	366.23	366.25	366.23	366.25	452.0
2020-12-03 05:40:00	SPY	ETF	366.18	366.18	366.18	366.18	1007.0
2020-12-03 05:55:00	SPY	ETF	366.42	366.5	366.42	366.5	1145.0
2020-12-03 06:00:00	SPY	ETF	366.57	366.57	366.57	366.57	200.0
2020-12-03 06:05:00	SPY	ETF	366.55	366.55	366.55	366.55	710.0
2020-12-03 06:10:00	SPY	ETF	366.6	366.61	366.6	366.61	500.0
2020-12-03 06:15:00	SPY	ETF	366.63	366.63	366.63	366.63	300.0
2020-12-03 06:20:00	SPY	ETF	366.59	366.78	366.59	366.78	3189.0
2020-12-03 06:25:00	SPY	ETF	366.68	366.68	366.68	366.68	925.0
2020-12-03 06:30:00	SPY	ETF	366.73	366.8	366.73	366.75	57625.0
2020-12-03 06:35:00	SPY	ETF	366.76	366.76	366.76	366.76	600.0
2020-12-03 06:40:00	SPY	ETF	366.7	366.77	366.7	366.71	10200.0
2020-12-03 06:50:00	SPY	ETF	366.67	366.67	366.49	366.49	1753.0
2020-12-03 06:55:00	SPY	ETF	366.69	366.69	366.68	366.68	300.0
2020-12-03 07:00:00	SPY	ETF	366.69	366.9	366.59	366.9	128188.0
2020-12-03 07:05:00	SPY	ETF	366.91	366.95	366.74	366.74	50630.0
2020-12-03 07:10:00	SPY	ETF	366.74	366.76	366.6	366.61	38800.0
2020-12-03 07:15:00	SPY	ETF	366.66	366.69	366.65	366.68	3091.0
2020-12-03 07:20:00	SPY	ETF	366.66	366.67	366.44	366.48	20854.0
2020-12-03 07:25:00	SPY	ETF	366.45	366.54	366.41	366.48	28963.0
2020-12-03 07:30:00	SPY	ETF	366.5	366.64	366.5	366.64	2297.0
2020-12-03 07:35:00	SPY	ETF	366.6	366.6	366.51	366.51	3546.0
2020-12-03 07:40:00	SPY	ETF	366.52	366.68	366.52	366.63	3071.0
2020-12-03 07:45:00	SPY	ETF	366.68	366.93	366.68	366.84	12093.0
2020-12-03 07:50:00	SPY	ETF	366.82	366.88	366.82	366.87	5247.0
2020-12-03 07:55:00	SPY	ETF	366.89	366.96	366.86	366.96	7200.0
2020-12-03 08:00:00	SPY	ETF	366.5701	366.92	366.2	366.8	46816.0
2020-12-03 08:05:00	SPY	ETF	366.8	366.84	366.72	366.74	17646.0
2020-12-03 08:10:00	SPY	ETF	366.76	366.89	366.76	366.81	9414.0
2020-12-03 08:15:00	SPY	ETF	366.75	366.81	366.72	366.75	7649.0
2020-12-03 08:20:00	SPY	ETF	366.76	366.87	366.71	366.75	13400.0
2020-12-03 08:25:00	SPY	ETF	366.76	366.83	366.74	366.83	10031.0
2020-12-03 08:30:00	SPY	ETF	366.86	367.01	366.67	366.81	114907.0
2020-12-03 08:35:00	SPY	ETF	366.81	366.81	366.58	366.73	39470.0

> showing 50 of 78,901 rows — these rows as CSV

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