PREVIEW / etf_5min / 2021-05-04

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-05-04.parquet
  size:    1.9 MB
  rows:    87,252

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
2021-05-04 04:00:00	SPY	ETF	417.2	417.34	417.02	417.34	2190.0
2021-05-04 04:05:00	SPY	ETF	417.38	417.38	417.22	417.35	2900.0
2021-05-04 04:10:00	SPY	ETF	417.28	417.31	417.28	417.31	368.0
2021-05-04 04:15:00	SPY	ETF	417.37	417.44	417.37	417.44	200.0
2021-05-04 04:20:00	SPY	ETF	417.47	417.73	417.47	417.73	700.0
2021-05-04 04:25:00	SPY	ETF	417.67	417.67	417.61	417.61	1600.0
2021-05-04 04:30:00	SPY	ETF	417.56	417.56	417.48	417.49	660.0
2021-05-04 04:35:00	SPY	ETF	417.35	417.35	417.13	417.13	600.0
2021-05-04 04:40:00	SPY	ETF	417.3	417.38	417.23	417.3	3100.0
2021-05-04 04:45:00	SPY	ETF	417.32	417.41	417.32	417.41	650.0
2021-05-04 04:50:00	SPY	ETF	417.33	417.43	417.33	417.38	3000.0
2021-05-04 04:55:00	SPY	ETF	417.38	417.43	417.38	417.43	800.0
2021-05-04 05:00:00	SPY	ETF	417.36	417.36	417.28	417.28	1400.0
2021-05-04 05:05:00	SPY	ETF	417.31	417.43	417.31	417.43	2199.0
2021-05-04 05:10:00	SPY	ETF	417.44	417.44	417.44	417.44	600.0
2021-05-04 05:20:00	SPY	ETF	417.32	417.32	417.32	417.32	100.0
2021-05-04 05:25:00	SPY	ETF	417.31	417.34	417.31	417.34	996.0
2021-05-04 05:30:00	SPY	ETF	417.5	417.54	417.49	417.51	1881.0
2021-05-04 05:35:00	SPY	ETF	417.58	417.62	417.58	417.62	700.0
2021-05-04 05:40:00	SPY	ETF	417.62	417.72	417.62	417.71	1200.0
2021-05-04 05:45:00	SPY	ETF	417.67	417.67	417.67	417.67	400.0
2021-05-04 05:50:00	SPY	ETF	417.75	417.88	417.75	417.86	1102.0
2021-05-04 05:55:00	SPY	ETF	417.85	417.87	417.78	417.78	1400.0
2021-05-04 06:00:00	SPY	ETF	417.78	417.78	417.78	417.78	200.0
2021-05-04 06:05:00	SPY	ETF	417.86	417.86	417.86	417.86	200.0
2021-05-04 06:10:00	SPY	ETF	417.86	417.88	417.86	417.88	340.0
2021-05-04 06:15:00	SPY	ETF	417.9	417.96	417.83	417.83	646.0
2021-05-04 06:20:00	SPY	ETF	417.81	417.81	417.76	417.76	300.0
2021-05-04 06:25:00	SPY	ETF	417.79	417.79	417.75	417.75	1359.0
2021-05-04 06:30:00	SPY	ETF	417.79	417.79	417.79	417.79	300.0
2021-05-04 06:35:00	SPY	ETF	417.88	417.9	417.75	417.75	1300.0
2021-05-04 06:40:00	SPY	ETF	417.6	417.66	417.56	417.66	2500.0
2021-05-04 06:45:00	SPY	ETF	417.63	417.63	417.6	417.6	500.0
2021-05-04 06:50:00	SPY	ETF	417.63	417.73	417.63	417.73	200.0
2021-05-04 06:55:00	SPY	ETF	417.78	417.79	417.78	417.79	600.0
2021-05-04 07:00:00	SPY	ETF	417.83	417.94	417.81	417.94	3901.0
2021-05-04 07:05:00	SPY	ETF	417.91	417.91	417.81	417.83	35494.0
2021-05-04 07:10:00	SPY	ETF	417.8	417.84	417.75	417.76	32438.0
2021-05-04 07:15:00	SPY	ETF	417.79	417.84	417.73	417.73	12819.0
2021-05-04 07:20:00	SPY	ETF	417.73	417.79	417.71	417.75	2790.0
2021-05-04 07:25:00	SPY	ETF	417.75	417.84	417.75	417.82	11940.0
2021-05-04 07:30:00	SPY	ETF	417.79	417.79	417.46	417.47	5362.0
2021-05-04 07:35:00	SPY	ETF	417.44	417.47	417.0	417.02	26432.0
2021-05-04 07:40:00	SPY	ETF	416.97	416.97	415.82	416.39	307521.0
2021-05-04 07:45:00	SPY	ETF	416.41	416.41	415.88	416.1	248284.0
2021-05-04 07:50:00	SPY	ETF	416.06	416.91	416.02	416.67	351862.0
2021-05-04 07:55:00	SPY	ETF	416.68	416.69	416.49	416.49	11866.0
2021-05-04 08:00:00	SPY	ETF	417.7701	418.0	415.85	416.46	145783.0
2021-05-04 08:05:00	SPY	ETF	416.46	416.48	416.21	416.24	49013.0
2021-05-04 08:10:00	SPY	ETF	416.24	416.28	415.85	416.02	79120.0

> showing 50 of 87,252 rows — these rows as CSV

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