PREVIEW / etf_5min / 2021-01-27

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-01-27.parquet
  size:    2.0 MB
  rows:    93,464

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
2021-01-27 04:00:00	SPY	ETF	383.25	383.66	383.22	383.66	3580.0
2021-01-27 04:05:00	SPY	ETF	383.68	383.68	383.53	383.54	1550.0
2021-01-27 04:10:00	SPY	ETF	383.5	383.6	383.43	383.5	700.0
2021-01-27 04:15:00	SPY	ETF	383.56	383.6	383.56	383.56	459.0
2021-01-27 04:20:00	SPY	ETF	383.7	383.79	383.6	383.6	1380.0
2021-01-27 04:25:00	SPY	ETF	383.64	383.67	383.6	383.6	5690.0
2021-01-27 04:35:00	SPY	ETF	383.5	383.5	383.5	383.5	100.0
2021-01-27 04:40:00	SPY	ETF	383.43	383.49	383.43	383.45	929.0
2021-01-27 04:45:00	SPY	ETF	383.41	383.44	383.4	383.44	531.0
2021-01-27 04:50:00	SPY	ETF	383.32	383.34	383.32	383.34	700.0
2021-01-27 04:55:00	SPY	ETF	383.33	383.41	383.33	383.39	510.0
2021-01-27 05:00:00	SPY	ETF	383.3	383.34	383.24	383.24	1499.0
2021-01-27 05:05:00	SPY	ETF	383.2	383.2	383.1	383.2	1600.0
2021-01-27 05:10:00	SPY	ETF	383.19	383.19	382.96	382.98	4714.0
2021-01-27 05:15:00	SPY	ETF	383.02	383.21	383.02	383.21	2100.0
2021-01-27 05:20:00	SPY	ETF	383.23	383.23	383.12	383.17	800.0
2021-01-27 05:25:00	SPY	ETF	383.1	383.15	383.05	383.13	10000.0
2021-01-27 05:30:00	SPY	ETF	383.07	383.2	383.07	383.15	1700.0
2021-01-27 05:35:00	SPY	ETF	383.17	383.17	382.91	382.91	2873.0
2021-01-27 05:40:00	SPY	ETF	382.96	382.96	382.83	382.83	500.0
2021-01-27 05:45:00	SPY	ETF	382.83	382.9	382.8	382.8	7782.0
2021-01-27 05:50:00	SPY	ETF	382.85	382.85	382.65	382.65	6745.0
2021-01-27 05:55:00	SPY	ETF	382.63	382.8	382.61	382.61	2900.0
2021-01-27 06:00:00	SPY	ETF	382.65	382.65	382.08	382.15	35471.0
2021-01-27 06:05:00	SPY	ETF	382.14	382.2	381.97	382.2	8103.0
2021-01-27 06:10:00	SPY	ETF	382.4	382.4	382.1	382.2	31400.0
2021-01-27 06:15:00	SPY	ETF	382.36	382.49	382.35	382.49	850.0
2021-01-27 06:20:00	SPY	ETF	382.58	382.6	382.48	382.51	6960.0
2021-01-27 06:25:00	SPY	ETF	382.41	382.45	382.3	382.4	58355.0
2021-01-27 06:30:00	SPY	ETF	382.45	382.49	382.39	382.39	7298.0
2021-01-27 06:35:00	SPY	ETF	382.27	382.27	381.7	381.98	20101.0
2021-01-27 06:40:00	SPY	ETF	381.98	381.98	381.39	381.48	44170.0
2021-01-27 06:45:00	SPY	ETF	381.52	381.52	379.73	380.35	201675.0
2021-01-27 06:50:00	SPY	ETF	380.35	381.05	380.0	381.05	53022.0
2021-01-27 06:55:00	SPY	ETF	381.01	381.01	380.62	380.69	42838.0
2021-01-27 07:00:00	SPY	ETF	380.78	381.13	380.66	381.01	93602.0
2021-01-27 07:05:00	SPY	ETF	380.95	381.2	380.72	380.72	27929.0
2021-01-27 07:10:00	SPY	ETF	380.72	380.85	380.12	380.2	42542.0
2021-01-27 07:15:00	SPY	ETF	380.18	380.39	379.6	379.76	90000.0
2021-01-27 07:20:00	SPY	ETF	379.72	380.02	379.52	380.01	122840.0
2021-01-27 07:25:00	SPY	ETF	380.01	380.05	379.72	380.0	93085.0
2021-01-27 07:30:00	SPY	ETF	380.0	380.3	379.68	379.97	109869.0
2021-01-27 07:35:00	SPY	ETF	379.92	380.17	379.62	379.67	67811.0
2021-01-27 07:40:00	SPY	ETF	379.84	379.93	378.93	379.25	76101.0
2021-01-27 07:45:00	SPY	ETF	379.1	379.8	379.0	379.67	132555.0
2021-01-27 07:50:00	SPY	ETF	379.67	379.76	379.25	379.32	53503.0
2021-01-27 07:55:00	SPY	ETF	379.25	379.54	378.86	379.02	70230.0
2021-01-27 08:00:00	SPY	ETF	378.95	383.41	378.76	378.83	147077.0
2021-01-27 08:05:00	SPY	ETF	379.0	379.33	378.85	379.25	89379.0
2021-01-27 08:10:00	SPY	ETF	379.21	379.65	379.15	379.65	218858.0

> showing 50 of 93,464 rows — these rows as CSV

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