PREVIEW / etf_5min / 2020-12-09

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-12-09.parquet
  size:    1.8 MB
  rows:    80,863

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
2020-12-09 04:00:00	SPY	ETF	371.25	371.28	371.2	371.23	7833.0
2020-12-09 04:05:00	SPY	ETF	371.27	371.27	371.27	371.27	1040.0
2020-12-09 04:10:00	SPY	ETF	371.21	371.24	371.13	371.14	4534.0
2020-12-09 04:15:00	SPY	ETF	371.14	371.14	371.12	371.12	1757.0
2020-12-09 04:20:00	SPY	ETF	371.08	371.08	371.01	371.08	1900.0
2020-12-09 04:25:00	SPY	ETF	371.0	371.0	370.99	370.99	1010.0
2020-12-09 04:30:00	SPY	ETF	371.05	371.08	371.01	371.05	970.0
2020-12-09 04:40:00	SPY	ETF	371.11	371.11	371.11	371.11	100.0
2020-12-09 04:45:00	SPY	ETF	371.03	371.03	371.03	371.03	900.0
2020-12-09 05:05:00	SPY	ETF	371.08	371.08	371.08	371.08	431.0
2020-12-09 05:10:00	SPY	ETF	371.01	371.01	371.01	371.01	100.0
2020-12-09 05:15:00	SPY	ETF	370.99	371.11	370.99	371.11	900.0
2020-12-09 05:20:00	SPY	ETF	370.99	370.99	370.99	370.99	290.0
2020-12-09 05:25:00	SPY	ETF	371.01	371.01	371.0	371.0	1100.0
2020-12-09 05:30:00	SPY	ETF	370.95	371.03	370.95	371.01	500.0
2020-12-09 05:35:00	SPY	ETF	370.93	370.93	370.86	370.86	1213.0
2020-12-09 05:40:00	SPY	ETF	370.89	370.89	370.89	370.89	300.0
2020-12-09 05:45:00	SPY	ETF	370.91	370.94	370.91	370.94	800.0
2020-12-09 05:50:00	SPY	ETF	370.86	370.86	370.86	370.86	351.0
2020-12-09 05:55:00	SPY	ETF	370.89	370.92	370.89	370.92	2875.0
2020-12-09 06:00:00	SPY	ETF	370.93	370.94	370.92	370.94	4617.0
2020-12-09 06:05:00	SPY	ETF	370.96	370.96	370.96	370.96	101.0
2020-12-09 06:10:00	SPY	ETF	370.92	370.92	370.9	370.91	1047.0
2020-12-09 06:15:00	SPY	ETF	370.91	370.91	370.86	370.86	2200.0
2020-12-09 06:20:00	SPY	ETF	370.89	370.89	370.89	370.89	2000.0
2020-12-09 06:25:00	SPY	ETF	370.89	370.89	370.87	370.89	869.0
2020-12-09 06:30:00	SPY	ETF	370.9	370.9	370.9	370.9	400.0
2020-12-09 06:35:00	SPY	ETF	370.85	370.85	370.85	370.85	100.0
2020-12-09 06:40:00	SPY	ETF	370.74	370.78	370.73	370.74	4452.0
2020-12-09 06:45:00	SPY	ETF	370.67	370.74	370.67	370.74	1000.0
2020-12-09 06:50:00	SPY	ETF	370.73	370.87	370.73	370.84	27570.0
2020-12-09 06:55:00	SPY	ETF	370.81	370.82	370.81	370.82	2047.0
2020-12-09 07:00:00	SPY	ETF	370.81	370.87	370.74	370.83	10967.0
2020-12-09 07:05:00	SPY	ETF	370.84	370.85	370.78	370.85	4469.0
2020-12-09 07:10:00	SPY	ETF	370.85	370.95	370.85	370.95	1173.0
2020-12-09 07:15:00	SPY	ETF	370.92	370.92	370.89	370.9	3557.0
2020-12-09 07:20:00	SPY	ETF	370.9	370.93	370.78	370.78	3993.0
2020-12-09 07:25:00	SPY	ETF	370.78	370.79	370.69	370.77	21662.0
2020-12-09 07:30:00	SPY	ETF	370.75	370.77	370.74	370.76	18242.0
2020-12-09 07:35:00	SPY	ETF	370.73	370.74	370.46	370.46	9761.0
2020-12-09 07:40:00	SPY	ETF	370.47	370.56	370.47	370.53	28975.0
2020-12-09 07:45:00	SPY	ETF	370.53	370.56	370.53	370.56	12583.0
2020-12-09 07:50:00	SPY	ETF	370.56	370.57	370.53	370.57	4106.0
2020-12-09 07:55:00	SPY	ETF	370.59	370.69	370.59	370.68	15521.0
2020-12-09 08:00:00	SPY	ETF	370.91	371.15	370.44	370.67	21269.0
2020-12-09 08:05:00	SPY	ETF	370.61	370.75	370.61	370.71	20035.0
2020-12-09 08:10:00	SPY	ETF	370.71	370.7101	370.66	370.68	6522.0
2020-12-09 08:15:00	SPY	ETF	370.69	370.69	370.66	370.67	1811.0
2020-12-09 08:20:00	SPY	ETF	370.69	370.74	370.69	370.74	9608.0
2020-12-09 08:25:00	SPY	ETF	370.74	370.74	370.69	370.74	11076.0

> showing 50 of 80,863 rows — these rows as CSV

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