PREVIEW / etf_5min / 2020-12-28

all etf 5-min files

  file:    by_date/etf_5min/2020/2020-12-28.parquet
  size:    1.8 MB
  rows:    81,574

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
2020-12-28 04:00:00	SPY	ETF	371.16	371.21	371.12	371.12	3492.0
2020-12-28 04:05:00	SPY	ETF	371.18	371.24	371.07	371.07	2758.0
2020-12-28 04:10:00	SPY	ETF	371.14	371.14	371.13	371.13	575.0
2020-12-28 04:15:00	SPY	ETF	371.16	371.17	371.14	371.14	1409.0
2020-12-28 04:20:00	SPY	ETF	371.14	371.14	371.08	371.08	730.0
2020-12-28 04:35:00	SPY	ETF	371.1	371.1	371.0	371.0	690.0
2020-12-28 04:40:00	SPY	ETF	371.0	371.27	371.0	371.26	7008.0
2020-12-28 04:45:00	SPY	ETF	371.32	371.32	371.32	371.32	295.0
2020-12-28 04:55:00	SPY	ETF	371.29	371.29	371.29	371.29	100.0
2020-12-28 05:00:00	SPY	ETF	371.32	371.32	371.32	371.32	210.0
2020-12-28 05:05:00	SPY	ETF	371.33	371.34	371.33	371.34	200.0
2020-12-28 05:15:00	SPY	ETF	371.35	371.35	371.35	371.35	100.0
2020-12-28 05:20:00	SPY	ETF	371.29	371.29	371.29	371.29	174.0
2020-12-28 05:25:00	SPY	ETF	371.18	371.21	371.17	371.21	2531.0
2020-12-28 05:30:00	SPY	ETF	371.21	371.27	371.19	371.22	2975.0
2020-12-28 05:35:00	SPY	ETF	371.24	371.24	371.24	371.24	201.0
2020-12-28 05:40:00	SPY	ETF	371.24	371.24	371.17	371.21	3776.0
2020-12-28 05:55:00	SPY	ETF	371.36	371.36	371.33	371.33	889.0
2020-12-28 06:00:00	SPY	ETF	371.4	371.41	371.4	371.41	389.0
2020-12-28 06:05:00	SPY	ETF	371.5	371.59	371.5	371.57	3380.0
2020-12-28 06:10:00	SPY	ETF	371.6	372.11	371.6	371.92	3439.0
2020-12-28 06:15:00	SPY	ETF	371.69	371.69	371.64	371.64	2456.0
2020-12-28 06:20:00	SPY	ETF	371.57	371.57	371.51	371.51	1736.0
2020-12-28 06:35:00	SPY	ETF	371.65	371.65	371.64	371.64	445.0
2020-12-28 06:40:00	SPY	ETF	371.7	371.7	371.7	371.7	113.0
2020-12-28 06:45:00	SPY	ETF	371.57	371.65	371.57	371.57	1388.0
2020-12-28 06:50:00	SPY	ETF	371.58	371.65	371.57	371.57	4868.0
2020-12-28 06:55:00	SPY	ETF	371.54	371.7	371.54	371.69	5893.0
2020-12-28 07:00:00	SPY	ETF	371.52	371.57	371.32	371.35	34033.0
2020-12-28 07:05:00	SPY	ETF	371.37	371.39	371.28	371.29	18174.0
2020-12-28 07:10:00	SPY	ETF	371.34	371.36	371.31	371.31	8559.0
2020-12-28 07:15:00	SPY	ETF	371.35	371.4	371.33	371.4	8180.0
2020-12-28 07:20:00	SPY	ETF	371.4	371.48	371.35	371.42	16367.0
2020-12-28 07:25:00	SPY	ETF	371.41	371.5	371.38	371.43	5875.0
2020-12-28 07:30:00	SPY	ETF	371.46	371.6	371.38	371.45	15755.0
2020-12-28 07:35:00	SPY	ETF	371.48	371.48	371.38	371.45	9784.0
2020-12-28 07:40:00	SPY	ETF	371.45	371.5	371.43	371.48	8555.0
2020-12-28 07:45:00	SPY	ETF	371.47	371.52	371.47	371.52	1952.0
2020-12-28 07:50:00	SPY	ETF	371.53	371.61	371.53	371.55	4364.0
2020-12-28 07:55:00	SPY	ETF	371.57	371.59	371.5	371.52	27370.0
2020-12-28 08:00:00	SPY	ETF	371.51	371.6399	371.26	371.58	28210.0
2020-12-28 08:05:00	SPY	ETF	371.62	371.63	371.13	371.13	11218.0
2020-12-28 08:10:00	SPY	ETF	371.63	371.65	371.56	371.56	10353.0
2020-12-28 08:15:00	SPY	ETF	371.57	371.64	371.57	371.62	3722.0
2020-12-28 08:20:00	SPY	ETF	371.64	371.64	371.53	371.53	15901.0
2020-12-28 08:25:00	SPY	ETF	371.53	371.6	371.5	371.6	26642.0
2020-12-28 08:30:00	SPY	ETF	371.6	371.7	371.56	371.64	50382.0
2020-12-28 08:35:00	SPY	ETF	371.65	371.76	371.65	371.72	35576.0
2020-12-28 08:40:00	SPY	ETF	371.72	371.76	371.7	371.72	9213.0
2020-12-28 08:45:00	SPY	ETF	371.7	371.77	371.7	371.75	15594.0

> showing 50 of 81,574 rows — these rows as CSV

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