PREVIEW / etf_5min / 2020-12-21

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-12-21.parquet
  size:    1.9 MB
  rows:    87,407

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
2020-12-21 04:00:00	SPY	ETF	369.18	369.18	367.68	367.7	29810.0
2020-12-21 04:05:00	SPY	ETF	367.65	367.75	367.61	367.75	7598.0
2020-12-21 04:10:00	SPY	ETF	367.73	367.76	367.54	367.6	5131.0
2020-12-21 04:15:00	SPY	ETF	367.55	367.89	367.54	367.83	2100.0
2020-12-21 04:20:00	SPY	ETF	367.88	368.0	367.8	367.8	7619.0
2020-12-21 04:25:00	SPY	ETF	367.66	367.66	367.54	367.6	1141.0
2020-12-21 04:30:00	SPY	ETF	367.56	367.67	367.3	367.54	6782.0
2020-12-21 04:35:00	SPY	ETF	367.39	367.39	367.29	367.29	3496.0
2020-12-21 04:40:00	SPY	ETF	367.3	368.0	366.5	366.51	7170.0
2020-12-21 04:45:00	SPY	ETF	366.23	366.25	365.38	365.83	16204.0
2020-12-21 04:50:00	SPY	ETF	365.91	365.98	365.78	365.82	6460.0
2020-12-21 04:55:00	SPY	ETF	365.8	365.84	365.7	365.7	7196.0
2020-12-21 05:00:00	SPY	ETF	365.45	365.45	364.55	364.78	37147.0
2020-12-21 05:05:00	SPY	ETF	364.82	364.88	363.86	364.22	38045.0
2020-12-21 05:10:00	SPY	ETF	364.13	364.33	363.81	363.81	18807.0
2020-12-21 05:15:00	SPY	ETF	363.81	364.34	363.41	363.46	31932.0
2020-12-21 05:20:00	SPY	ETF	363.42	363.42	362.52	362.52	48130.0
2020-12-21 05:25:00	SPY	ETF	362.51	362.79	361.85	361.89	42242.0
2020-12-21 05:30:00	SPY	ETF	361.79	361.89	361.39	361.75	33937.0
2020-12-21 05:35:00	SPY	ETF	361.69	362.74	361.69	362.64	38485.0
2020-12-21 05:40:00	SPY	ETF	362.51	362.51	362.15	362.15	13660.0
2020-12-21 05:45:00	SPY	ETF	362.18	362.18	361.75	361.82	18652.0
2020-12-21 05:50:00	SPY	ETF	361.84	361.87	359.6	360.68	56554.0
2020-12-21 05:55:00	SPY	ETF	360.7	360.82	358.0	360.1	258511.0
2020-12-21 06:00:00	SPY	ETF	360.0	361.04	359.9	360.77	66190.0
2020-12-21 06:05:00	SPY	ETF	360.73	361.67	360.6	361.41	38330.0
2020-12-21 06:10:00	SPY	ETF	361.56	362.19	361.49	362.17	47408.0
2020-12-21 06:15:00	SPY	ETF	362.15	362.44	362.02	362.1	75018.0
2020-12-21 06:20:00	SPY	ETF	362.04	362.12	361.61	361.85	48448.0
2020-12-21 06:25:00	SPY	ETF	361.92	362.04	361.58	361.99	19546.0
2020-12-21 06:30:00	SPY	ETF	362.05	362.27	361.89	362.1	7604.0
2020-12-21 06:35:00	SPY	ETF	362.13	362.85	362.13	362.78	31985.0
2020-12-21 06:40:00	SPY	ETF	362.79	363.27	362.68	363.17	39238.0
2020-12-21 06:45:00	SPY	ETF	363.25	363.98	363.23	363.77	50835.0
2020-12-21 06:50:00	SPY	ETF	363.67	363.67	362.91	362.93	101310.0
2020-12-21 06:55:00	SPY	ETF	362.94	363.57	362.91	363.1	20412.0
2020-12-21 07:00:00	SPY	ETF	363.31	364.01	363.31	364.01	160557.0
2020-12-21 07:05:00	SPY	ETF	364.0	364.47	363.92	364.04	91242.0
2020-12-21 07:10:00	SPY	ETF	364.0	364.4	363.91	363.92	80613.0
2020-12-21 07:15:00	SPY	ETF	364.12	364.25	363.8	363.89	68497.0
2020-12-21 07:20:00	SPY	ETF	363.85	363.86	362.5	362.79	133851.0
2020-12-21 07:25:00	SPY	ETF	362.74	363.39	362.5	363.27	160063.0
2020-12-21 07:30:00	SPY	ETF	363.26	363.53	362.8	363.19	125869.0
2020-12-21 07:35:00	SPY	ETF	363.17	363.59	363.09	363.49	64447.0
2020-12-21 07:40:00	SPY	ETF	363.59	363.96	363.42	363.44	66576.0
2020-12-21 07:45:00	SPY	ETF	363.49	363.84	363.46	363.82	36153.0
2020-12-21 07:50:00	SPY	ETF	363.82	364.06	363.46	363.58	24775.0
2020-12-21 07:55:00	SPY	ETF	363.63	363.95	363.5	363.63	34510.0
2020-12-21 08:00:00	SPY	ETF	363.63	370.15	361.35	363.33	153414.0
2020-12-21 08:05:00	SPY	ETF	363.3	363.3	363.04	363.18	92722.0

> showing 50 of 87,407 rows — these rows as CSV

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