PREVIEW / etf_5min / 2021-09-03

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-09-03.parquet
  size:    1.6 MB
  rows:    75,883

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
2021-09-03 04:00:00	SPY	ETF	453.91	453.99	453.91	453.96	5251.0
2021-09-03 04:05:00	SPY	ETF	454.05	454.05	453.99	453.99	467.0
2021-09-03 04:10:00	SPY	ETF	454.05	454.05	453.94	453.94	1100.0
2021-09-03 04:15:00	SPY	ETF	454.01	454.01	454.01	454.01	100.0
2021-09-03 04:20:00	SPY	ETF	453.96	453.96	453.96	453.96	111.0
2021-09-03 04:25:00	SPY	ETF	453.97	453.97	453.97	453.97	100.0
2021-09-03 04:30:00	SPY	ETF	454.01	454.02	454.01	454.02	600.0
2021-09-03 04:35:00	SPY	ETF	453.93	453.93	453.91	453.91	2495.0
2021-09-03 04:40:00	SPY	ETF	454.0	454.0	453.99	453.99	500.0
2021-09-03 05:00:00	SPY	ETF	453.85	453.85	453.85	453.85	104.0
2021-09-03 05:05:00	SPY	ETF	453.86	453.86	453.83	453.83	300.0
2021-09-03 05:15:00	SPY	ETF	453.9	453.93	453.9	453.93	400.0
2021-09-03 05:20:00	SPY	ETF	453.85	453.85	453.82	453.82	300.0
2021-09-03 05:25:00	SPY	ETF	453.89	453.9	453.89	453.9	200.0
2021-09-03 05:30:00	SPY	ETF	453.85	453.85	453.85	453.85	100.0
2021-09-03 05:45:00	SPY	ETF	453.85	453.85	453.85	453.85	100.0
2021-09-03 05:50:00	SPY	ETF	453.83	453.83	453.83	453.83	2000.0
2021-09-03 05:55:00	SPY	ETF	453.78	453.78	453.78	453.78	100.0
2021-09-03 06:00:00	SPY	ETF	453.88	453.88	453.88	453.88	500.0
2021-09-03 06:05:00	SPY	ETF	453.83	453.85	453.81	453.81	577.0
2021-09-03 06:20:00	SPY	ETF	454.0	454.05	454.0	454.05	2220.0
2021-09-03 06:25:00	SPY	ETF	454.08	454.08	454.08	454.08	299.0
2021-09-03 06:30:00	SPY	ETF	454.03	454.03	454.01	454.01	357.0
2021-09-03 06:35:00	SPY	ETF	454.03	454.03	454.03	454.03	1600.0
2021-09-03 06:45:00	SPY	ETF	454.0	454.03	454.0	454.03	916.0
2021-09-03 06:50:00	SPY	ETF	454.0	454.0	454.0	454.0	300.0
2021-09-03 06:55:00	SPY	ETF	453.98	454.08	453.98	454.0	9752.0
2021-09-03 07:00:00	SPY	ETF	453.93	453.99	453.89	453.94	3133.0
2021-09-03 07:05:00	SPY	ETF	453.9	453.9	453.9	453.9	1326.0
2021-09-03 07:10:00	SPY	ETF	453.9	453.94	453.9	453.9	3556.0
2021-09-03 07:15:00	SPY	ETF	453.94	453.94	453.93	453.94	3591.0
2021-09-03 07:20:00	SPY	ETF	453.94	453.99	453.94	453.97	1577.0
2021-09-03 07:25:00	SPY	ETF	453.99	454.0	453.99	453.99	2461.0
2021-09-03 07:30:00	SPY	ETF	453.99	454.0	453.98	453.99	2897.0
2021-09-03 07:35:00	SPY	ETF	454.0	454.01	453.99	453.99	4263.0
2021-09-03 07:40:00	SPY	ETF	453.98	453.98	453.92	453.92	2095.0
2021-09-03 07:45:00	SPY	ETF	453.91	453.92	453.91	453.91	2689.0
2021-09-03 07:50:00	SPY	ETF	453.91	453.92	453.85	453.85	21737.0
2021-09-03 07:55:00	SPY	ETF	453.83	453.84	453.71	453.76	17488.0
2021-09-03 08:00:00	SPY	ETF	453.77	454.02	453.71	453.84	27076.0
2021-09-03 08:05:00	SPY	ETF	453.82	453.82	453.69	453.69	7442.0
2021-09-03 08:10:00	SPY	ETF	453.66	453.87	453.66	453.86	5665.0
2021-09-03 08:15:00	SPY	ETF	453.88	453.91	453.81	453.85	15877.0
2021-09-03 08:20:00	SPY	ETF	453.88	453.9	453.85	453.9	3975.0
2021-09-03 08:25:00	SPY	ETF	453.88	453.94	453.85	453.89	20160.0
2021-09-03 08:30:00	SPY	ETF	453.83	454.53	453.2	453.74	424955.0
2021-09-03 08:35:00	SPY	ETF	453.82	454.06	453.0	453.11	208479.0
2021-09-03 08:40:00	SPY	ETF	453.16	453.16	452.52	453.09	106543.0
2021-09-03 08:45:00	SPY	ETF	453.03	453.33	452.89	453.28	39524.0
2021-09-03 08:50:00	SPY	ETF	453.26	453.4	453.18	453.38	41448.0

> showing 50 of 75,883 rows — these rows as CSV

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