PREVIEW / etf_5min / 2021-05-19

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-05-19.parquet
  size:    1.8 MB
  rows:    85,681

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
2021-05-19 04:00:00	SPY	ETF	409.6	410.15	409.22	409.56	9327.0
2021-05-19 04:05:00	SPY	ETF	409.61	409.7	409.55	409.6	3150.0
2021-05-19 04:10:00	SPY	ETF	409.48	409.48	409.05	409.05	700.0
2021-05-19 04:15:00	SPY	ETF	409.05	409.05	408.82	408.96	1400.0
2021-05-19 04:20:00	SPY	ETF	408.8	408.91	408.68	408.84	6057.0
2021-05-19 04:25:00	SPY	ETF	408.86	408.88	408.5	408.61	6900.0
2021-05-19 04:30:00	SPY	ETF	408.64	408.8	408.64	408.8	895.0
2021-05-19 04:35:00	SPY	ETF	408.91	408.91	408.91	408.91	100.0
2021-05-19 04:40:00	SPY	ETF	408.8	408.88	408.7	408.7	1650.0
2021-05-19 04:45:00	SPY	ETF	408.6	408.6	408.37	408.48	1800.0
2021-05-19 04:50:00	SPY	ETF	408.53	408.54	408.41	408.49	2860.0
2021-05-19 04:55:00	SPY	ETF	408.63	408.77	408.63	408.7	7199.0
2021-05-19 05:00:00	SPY	ETF	408.67	409.2	408.67	409.2	3350.0
2021-05-19 05:05:00	SPY	ETF	409.29	409.29	409.18	409.18	1100.0
2021-05-19 05:10:00	SPY	ETF	409.19	409.29	409.18	409.29	1300.0
2021-05-19 05:15:00	SPY	ETF	409.36	409.69	409.35	409.61	3848.0
2021-05-19 05:20:00	SPY	ETF	409.64	409.73	409.52	409.52	5200.0
2021-05-19 05:25:00	SPY	ETF	409.6	409.65	409.4	409.44	16980.0
2021-05-19 05:30:00	SPY	ETF	409.49	409.53	409.24	409.24	819.0
2021-05-19 05:35:00	SPY	ETF	409.3	409.58	409.23	409.58	5700.0
2021-05-19 05:40:00	SPY	ETF	409.59	409.66	409.26	409.34	17099.0
2021-05-19 05:45:00	SPY	ETF	409.26	409.3	408.72	408.91	11300.0
2021-05-19 05:50:00	SPY	ETF	408.87	408.89	408.66	408.66	6450.0
2021-05-19 05:55:00	SPY	ETF	408.58	408.58	408.2	408.41	7643.0
2021-05-19 06:00:00	SPY	ETF	408.35	408.42	408.21	408.21	5000.0
2021-05-19 06:05:00	SPY	ETF	408.44	408.51	408.27	408.4	3899.0
2021-05-19 06:10:00	SPY	ETF	408.28	408.38	408.16	408.38	6768.0
2021-05-19 06:15:00	SPY	ETF	408.36	408.62	408.29	408.6	7100.0
2021-05-19 06:20:00	SPY	ETF	408.61	408.61	408.57	408.61	1750.0
2021-05-19 06:25:00	SPY	ETF	408.58	408.67	408.58	408.67	300.0
2021-05-19 06:30:00	SPY	ETF	408.74	408.74	408.49	408.5	5271.0
2021-05-19 06:35:00	SPY	ETF	408.45	408.61	408.45	408.56	1450.0
2021-05-19 06:40:00	SPY	ETF	408.73	408.83	408.67	408.82	11094.0
2021-05-19 06:45:00	SPY	ETF	408.75	408.82	408.63	408.68	5694.0
2021-05-19 06:50:00	SPY	ETF	408.67	408.88	408.67	408.84	7862.0
2021-05-19 06:55:00	SPY	ETF	408.84	408.84	408.66	408.66	4900.0
2021-05-19 07:00:00	SPY	ETF	408.75	408.75	408.45	408.58	14104.0
2021-05-19 07:05:00	SPY	ETF	408.5	408.6	408.12	408.17	28377.0
2021-05-19 07:10:00	SPY	ETF	408.16	408.36	408.07	408.36	12484.0
2021-05-19 07:15:00	SPY	ETF	408.32	408.34	407.72	407.72	53250.0
2021-05-19 07:20:00	SPY	ETF	407.85	407.87	407.72	407.84	25716.0
2021-05-19 07:25:00	SPY	ETF	407.83	407.99	407.65	407.71	25741.0
2021-05-19 07:30:00	SPY	ETF	407.8	407.8	407.39	407.39	34616.0
2021-05-19 07:35:00	SPY	ETF	407.39	407.68	407.33	407.57	126125.0
2021-05-19 07:40:00	SPY	ETF	407.58	407.6	407.38	407.54	182918.0
2021-05-19 07:45:00	SPY	ETF	407.49	407.95	407.49	407.91	81540.0
2021-05-19 07:50:00	SPY	ETF	407.87	407.99	407.65	407.67	25945.0
2021-05-19 07:55:00	SPY	ETF	407.71	407.81	407.47	407.62	22294.0
2021-05-19 08:00:00	SPY	ETF	408.6101	410.85	407.39	408.0	85813.0
2021-05-19 08:05:00	SPY	ETF	408.0	408.33	407.98	408.3	122895.0

> showing 50 of 85,681 rows — these rows as CSV

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