PREVIEW / etf_5min / 2020-12-18

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-12-18.parquet
  size:    1.8 MB
  rows:    80,435

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
2020-12-18 04:00:00	SPY	ETF	371.2	371.2	370.76	370.86	9106.0
2020-12-18 04:05:00	SPY	ETF	371.02	371.52	370.97	371.47	5225.0
2020-12-18 04:10:00	SPY	ETF	371.52	371.52	371.4	371.4	750.0
2020-12-18 04:15:00	SPY	ETF	371.01	371.01	370.85	370.88	1230.0
2020-12-18 04:20:00	SPY	ETF	370.85	370.85	370.8	370.8	425.0
2020-12-18 04:25:00	SPY	ETF	370.78	370.98	370.78	370.9	6615.0
2020-12-18 04:30:00	SPY	ETF	370.9	370.9	370.83	370.88	893.0
2020-12-18 04:35:00	SPY	ETF	370.84	370.84	370.84	370.84	100.0
2020-12-18 04:40:00	SPY	ETF	370.85	370.85	370.83	370.83	949.0
2020-12-18 04:45:00	SPY	ETF	370.81	370.81	370.68	370.75	1125.0
2020-12-18 04:50:00	SPY	ETF	370.71	370.73	370.71	370.73	625.0
2020-12-18 04:55:00	SPY	ETF	370.73	370.77	370.7	370.76	511.0
2020-12-18 05:00:00	SPY	ETF	370.78	370.93	370.78	370.92	940.0
2020-12-18 05:05:00	SPY	ETF	370.93	370.96	370.93	370.96	3432.0
2020-12-18 05:10:00	SPY	ETF	370.94	370.94	370.94	370.94	102.0
2020-12-18 05:15:00	SPY	ETF	370.89	370.89	370.8	370.8	1084.0
2020-12-18 05:20:00	SPY	ETF	370.8	370.8	370.75	370.75	570.0
2020-12-18 05:25:00	SPY	ETF	370.79	370.79	370.79	370.79	100.0
2020-12-18 05:30:00	SPY	ETF	370.73	370.76	370.73	370.76	834.0
2020-12-18 05:35:00	SPY	ETF	370.7	370.7	370.54	370.6	2585.0
2020-12-18 05:40:00	SPY	ETF	370.52	370.6	370.51	370.56	11992.0
2020-12-18 05:45:00	SPY	ETF	370.6	370.7	370.6	370.65	1830.0
2020-12-18 05:50:00	SPY	ETF	370.63	370.68	370.53	370.68	3470.0
2020-12-18 05:55:00	SPY	ETF	370.79	370.9	370.79	370.9	4948.0
2020-12-18 06:00:00	SPY	ETF	370.85	370.85	370.78	370.78	400.0
2020-12-18 06:05:00	SPY	ETF	370.8	370.8	370.8	370.8	400.0
2020-12-18 06:10:00	SPY	ETF	370.75	370.8	370.75	370.75	567.0
2020-12-18 06:15:00	SPY	ETF	370.74	370.97	370.74	370.97	2415.0
2020-12-18 06:20:00	SPY	ETF	370.99	371.0	370.99	371.0	2200.0
2020-12-18 06:25:00	SPY	ETF	370.96	370.96	370.92	370.94	844.0
2020-12-18 06:30:00	SPY	ETF	370.91	370.91	370.86	370.91	501.0
2020-12-18 06:35:00	SPY	ETF	370.94	370.94	370.94	370.94	110.0
2020-12-18 06:40:00	SPY	ETF	370.96	370.98	370.96	370.97	680.0
2020-12-18 06:45:00	SPY	ETF	370.97	371.0	370.97	371.0	851.0
2020-12-18 06:50:00	SPY	ETF	370.96	371.0	370.9	371.0	10964.0
2020-12-18 06:55:00	SPY	ETF	371.0	371.02	370.88	370.9	6766.0
2020-12-18 07:00:00	SPY	ETF	370.95	371.01	370.85	371.01	10649.0
2020-12-18 07:05:00	SPY	ETF	371.07	371.1	371.0	371.08	4987.0
2020-12-18 07:10:00	SPY	ETF	371.08	371.08	370.96	370.98	11861.0
2020-12-18 07:15:00	SPY	ETF	370.94	371.05	370.94	371.04	6756.0
2020-12-18 07:20:00	SPY	ETF	371.03	371.04	371.02	371.02	6533.0
2020-12-18 07:25:00	SPY	ETF	371.03	371.03	370.95	371.0	14089.0
2020-12-18 07:30:00	SPY	ETF	371.0	371.09	370.99	371.08	8637.0
2020-12-18 07:35:00	SPY	ETF	371.06	371.11	370.99	371.11	16612.0
2020-12-18 07:40:00	SPY	ETF	371.11	371.148	371.06	371.148	3322.0
2020-12-18 07:45:00	SPY	ETF	371.1	371.23	371.1	371.14	20165.0
2020-12-18 07:50:00	SPY	ETF	371.11	371.11	370.97	371.0	10983.0
2020-12-18 07:55:00	SPY	ETF	370.99	371.0	370.78	370.79	20834.0
2020-12-18 08:00:00	SPY	ETF	370.79	371.2298	369.39	370.7498	66309.0
2020-12-18 08:05:00	SPY	ETF	370.74	370.81	370.7	370.76	12822.0

> showing 50 of 80,435 rows — these rows as CSV

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