PREVIEW / etf_5min / 2021-01-20

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-01-20.parquet
  size:    1.9 MB
  rows:    86,698

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
2021-01-20 04:00:00	SPY	ETF	379.63	379.65	379.62	379.62	6000.0
2021-01-20 04:05:00	SPY	ETF	379.63	379.63	379.51	379.51	1200.0
2021-01-20 04:10:00	SPY	ETF	379.52	379.52	379.52	379.52	800.0
2021-01-20 04:15:00	SPY	ETF	379.48	379.67	379.48	379.67	400.0
2021-01-20 04:20:00	SPY	ETF	379.72	379.72	379.72	379.72	500.0
2021-01-20 04:25:00	SPY	ETF	379.71	379.82	379.7	379.82	2600.0
2021-01-20 04:30:00	SPY	ETF	379.69	379.69	379.69	379.69	100.0
2021-01-20 04:35:00	SPY	ETF	379.68	379.68	379.56	379.56	840.0
2021-01-20 04:40:00	SPY	ETF	379.7	379.7	379.66	379.66	1100.0
2021-01-20 04:45:00	SPY	ETF	379.79	379.83	379.73	379.73	3310.0
2021-01-20 04:50:00	SPY	ETF	379.77	379.83	379.7	379.83	2887.0
2021-01-20 04:55:00	SPY	ETF	379.81	379.86	379.81	379.86	400.0
2021-01-20 05:00:00	SPY	ETF	379.83	379.88	379.82	379.82	3627.0
2021-01-20 05:05:00	SPY	ETF	379.85	379.92	379.85	379.92	1500.0
2021-01-20 05:10:00	SPY	ETF	379.94	379.96	379.9	379.9	1300.0
2021-01-20 05:15:00	SPY	ETF	379.8	380.0	379.8	380.0	2610.0
2021-01-20 05:20:00	SPY	ETF	379.94	379.94	379.89	379.9	900.0
2021-01-20 05:25:00	SPY	ETF	379.98	379.99	379.96	379.96	1194.0
2021-01-20 05:30:00	SPY	ETF	380.0	380.0	380.0	380.0	100.0
2021-01-20 05:35:00	SPY	ETF	379.98	380.03	379.98	380.03	1300.0
2021-01-20 05:40:00	SPY	ETF	380.01	380.1	380.01	380.01	1101.0
2021-01-20 05:45:00	SPY	ETF	380.07	380.07	380.07	380.07	600.0
2021-01-20 05:50:00	SPY	ETF	380.1	380.1	380.1	380.1	1000.0
2021-01-20 05:55:00	SPY	ETF	380.2	380.35	380.2	380.3	3925.0
2021-01-20 06:00:00	SPY	ETF	380.25	380.33	380.16	380.17	1800.0
2021-01-20 06:05:00	SPY	ETF	380.21	380.21	380.21	380.21	400.0
2021-01-20 06:10:00	SPY	ETF	380.25	380.25	380.25	380.25	820.0
2021-01-20 06:15:00	SPY	ETF	380.2	380.26	380.17	380.2	2895.0
2021-01-20 06:20:00	SPY	ETF	380.14	380.2	380.14	380.2	400.0
2021-01-20 06:25:00	SPY	ETF	380.11	380.11	380.1	380.1	800.0
2021-01-20 06:30:00	SPY	ETF	380.04	380.05	379.92	379.92	2100.0
2021-01-20 06:35:00	SPY	ETF	380.0	380.0	379.97	380.0	533.0
2021-01-20 06:40:00	SPY	ETF	379.95	379.95	379.95	379.95	100.0
2021-01-20 06:45:00	SPY	ETF	380.0	380.0	379.98	379.98	2600.0
2021-01-20 06:50:00	SPY	ETF	379.97	379.97	379.92	379.92	1230.0
2021-01-20 06:55:00	SPY	ETF	379.91	379.99	379.9	379.98	8300.0
2021-01-20 07:00:00	SPY	ETF	379.94	380.0	379.84	379.961	12458.0
2021-01-20 07:05:00	SPY	ETF	379.97	380.02	379.92	380.0	7254.0
2021-01-20 07:10:00	SPY	ETF	380.03	380.03	379.8	379.92	6363.0
2021-01-20 07:15:00	SPY	ETF	379.96	379.98	379.9	379.96	39610.0
2021-01-20 07:20:00	SPY	ETF	379.96	379.96	379.87	379.89	18692.0
2021-01-20 07:25:00	SPY	ETF	379.89	379.93	379.85	379.88	7533.0
2021-01-20 07:30:00	SPY	ETF	379.94	380.09	379.92	380.06	2867.0
2021-01-20 07:35:00	SPY	ETF	380.05	380.07	379.99	380.0	12753.0
2021-01-20 07:40:00	SPY	ETF	380.02	380.04	379.86	379.91	4837.0
2021-01-20 07:45:00	SPY	ETF	379.95	380.0	379.95	379.95	38584.0
2021-01-20 07:50:00	SPY	ETF	379.94	379.99	379.9	379.98	31868.0
2021-01-20 07:55:00	SPY	ETF	379.99	380.04	379.98	380.04	15731.0
2021-01-20 08:00:00	SPY	ETF	380.0	380.21	379.13	380.15	55996.0
2021-01-20 08:05:00	SPY	ETF	380.12	380.16	380.12	380.14	75135.0

> showing 50 of 86,698 rows — these rows as CSV

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