PREVIEW / etf_5min / 2020-12-15

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-12-15.parquet
  size:    1.7 MB
  rows:    78,442

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
2020-12-15 04:00:00	SPY	ETF	366.51	366.88	366.51	366.82	4703.0
2020-12-15 04:05:00	SPY	ETF	366.98	367.0	366.95	366.95	1891.0
2020-12-15 04:10:00	SPY	ETF	366.97	366.97	366.9	366.9	1545.0
2020-12-15 04:15:00	SPY	ETF	366.95	366.95	366.86	366.9	1467.0
2020-12-15 04:20:00	SPY	ETF	366.87	366.92	366.87	366.92	2075.0
2020-12-15 04:25:00	SPY	ETF	366.87	366.91	366.84	366.91	1127.0
2020-12-15 04:35:00	SPY	ETF	367.0	367.0	367.0	367.0	1071.0
2020-12-15 04:40:00	SPY	ETF	366.94	366.94	366.85	366.85	950.0
2020-12-15 04:45:00	SPY	ETF	366.82	367.15	366.82	367.15	3508.0
2020-12-15 04:50:00	SPY	ETF	367.14	367.14	367.07	367.07	700.0
2020-12-15 04:55:00	SPY	ETF	367.07	367.07	366.97	366.97	7690.0
2020-12-15 05:00:00	SPY	ETF	366.97	366.97	366.91	366.91	298.0
2020-12-15 05:05:00	SPY	ETF	366.94	366.94	366.79	366.79	422.0
2020-12-15 05:10:00	SPY	ETF	366.81	366.81	366.81	366.81	101.0
2020-12-15 05:15:00	SPY	ETF	366.81	366.81	366.79	366.79	5600.0
2020-12-15 05:20:00	SPY	ETF	366.75	366.85	366.7	366.76	57534.0
2020-12-15 05:25:00	SPY	ETF	366.76	366.79	366.76	366.79	359.0
2020-12-15 05:30:00	SPY	ETF	366.84	366.85	366.84	366.85	12500.0
2020-12-15 05:40:00	SPY	ETF	366.86	366.86	366.85	366.85	735.0
2020-12-15 05:45:00	SPY	ETF	366.78	366.86	366.78	366.85	5490.0
2020-12-15 05:50:00	SPY	ETF	366.75	366.75	366.72	366.72	2417.0
2020-12-15 05:55:00	SPY	ETF	366.77	366.77	366.75	366.75	685.0
2020-12-15 06:00:00	SPY	ETF	366.82	366.95	366.75	366.95	901.0
2020-12-15 06:05:00	SPY	ETF	366.95	366.96	366.93	366.93	12824.0
2020-12-15 06:10:00	SPY	ETF	366.88	366.88	366.87	366.87	1350.0
2020-12-15 06:15:00	SPY	ETF	366.82	366.82	366.82	366.82	1333.0
2020-12-15 06:25:00	SPY	ETF	366.85	366.85	366.75	366.75	15348.0
2020-12-15 06:30:00	SPY	ETF	366.73	366.73	366.61	366.62	13768.0
2020-12-15 06:35:00	SPY	ETF	366.57	366.57	366.52	366.52	1534.0
2020-12-15 06:40:00	SPY	ETF	366.57	366.64	366.57	366.62	800.0
2020-12-15 06:45:00	SPY	ETF	366.69	366.7	366.64	366.7	568.0
2020-12-15 06:50:00	SPY	ETF	366.76	366.78	366.76	366.78	522.0
2020-12-15 06:55:00	SPY	ETF	366.82	366.84	366.67	366.67	2323.0
2020-12-15 07:00:00	SPY	ETF	366.62	366.84	366.61	366.81	6092.0
2020-12-15 07:05:00	SPY	ETF	366.94	367.11	366.94	367.11	19561.0
2020-12-15 07:10:00	SPY	ETF	367.09	367.46	367.04	367.46	17898.0
2020-12-15 07:15:00	SPY	ETF	367.39	367.41	367.29	367.41	23529.0
2020-12-15 07:20:00	SPY	ETF	367.34	367.39	367.2	367.22	4122.0
2020-12-15 07:25:00	SPY	ETF	367.22	367.27	367.18	367.21	7660.0
2020-12-15 07:30:00	SPY	ETF	367.22	367.25	367.14	367.25	31801.0
2020-12-15 07:35:00	SPY	ETF	367.2	367.25	367.17	367.2	28120.0
2020-12-15 07:40:00	SPY	ETF	367.19	367.25	367.17	367.18	10871.0
2020-12-15 07:45:00	SPY	ETF	367.16	367.19	367.16	367.19	4933.0
2020-12-15 07:50:00	SPY	ETF	367.18	367.19	367.02	367.05	8121.0
2020-12-15 07:55:00	SPY	ETF	367.03	367.07	367.0	367.04	5148.0
2020-12-15 08:00:00	SPY	ETF	367.0233	367.46	364.75	366.99	31808.0
2020-12-15 08:05:00	SPY	ETF	367.0	367.11	366.98	367.1	6079.0
2020-12-15 08:10:00	SPY	ETF	367.1	367.1	367.04	367.08	3776.0
2020-12-15 08:15:00	SPY	ETF	367.05	367.1	367.04	367.07	7486.0
2020-12-15 08:20:00	SPY	ETF	367.08	367.12	367.04	367.09	8643.0

> showing 50 of 78,442 rows — these rows as CSV

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