PREVIEW / etf_5min / 2021-11-01

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-11-01.parquet
  size:    1.8 MB
  rows:    86,349

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
2021-11-01 04:00:00	SPY	ETF	459.92	460.12	459.92	460.06	3132.0
2021-11-01 04:05:00	SPY	ETF	460.0	460.08	460.0	460.08	1934.0
2021-11-01 04:10:00	SPY	ETF	460.14	460.15	460.02	460.15	2520.0
2021-11-01 04:15:00	SPY	ETF	460.29	460.51	460.29	460.45	1779.0
2021-11-01 04:20:00	SPY	ETF	460.53	460.53	460.53	460.53	100.0
2021-11-01 04:25:00	SPY	ETF	460.63	460.75	460.54	460.66	7700.0
2021-11-01 04:30:00	SPY	ETF	460.66	460.73	460.65	460.68	3849.0
2021-11-01 04:35:00	SPY	ETF	460.7	460.87	460.7	460.87	633.0
2021-11-01 04:40:00	SPY	ETF	460.75	460.83	460.75	460.82	3210.0
2021-11-01 04:45:00	SPY	ETF	460.84	460.84	460.8	460.8	837.0
2021-11-01 04:50:00	SPY	ETF	460.8	460.89	460.8	460.87	4911.0
2021-11-01 04:55:00	SPY	ETF	460.87	460.92	460.87	460.89	2867.0
2021-11-01 05:00:00	SPY	ETF	460.88	461.06	460.88	461.06	1977.0
2021-11-01 05:05:00	SPY	ETF	461.12	461.23	461.12	461.2	3652.0
2021-11-01 05:10:00	SPY	ETF	461.22	461.29	461.21	461.21	3720.0
2021-11-01 05:15:00	SPY	ETF	461.13	461.13	461.09	461.12	658.0
2021-11-01 05:20:00	SPY	ETF	461.11	461.11	461.05	461.05	681.0
2021-11-01 05:25:00	SPY	ETF	461.05	461.05	461.04	461.04	300.0
2021-11-01 05:30:00	SPY	ETF	461.07	461.07	461.07	461.07	300.0
2021-11-01 05:35:00	SPY	ETF	461.13	461.14	461.12	461.12	900.0
2021-11-01 05:40:00	SPY	ETF	461.07	461.07	461.03	461.03	3100.0
2021-11-01 05:45:00	SPY	ETF	461.0	461.0	461.0	461.0	505.0
2021-11-01 05:50:00	SPY	ETF	461.02	461.04	461.02	461.04	500.0
2021-11-01 05:55:00	SPY	ETF	461.01	461.02	461.01	461.02	548.0
2021-11-01 06:00:00	SPY	ETF	461.07	461.07	461.07	461.07	553.0
2021-11-01 06:10:00	SPY	ETF	461.06	461.14	461.06	461.08	3898.0
2021-11-01 06:15:00	SPY	ETF	461.08	461.2	461.08	461.17	25185.0
2021-11-01 06:20:00	SPY	ETF	461.22	461.25	461.2	461.2	25150.0
2021-11-01 06:25:00	SPY	ETF	461.06	461.07	461.04	461.07	5195.0
2021-11-01 06:30:00	SPY	ETF	461.05	461.05	461.05	461.05	100.0
2021-11-01 06:35:00	SPY	ETF	461.19	461.19	461.16	461.18	750.0
2021-11-01 06:40:00	SPY	ETF	461.13	461.13	461.13	461.13	100.0
2021-11-01 06:45:00	SPY	ETF	461.15	461.15	461.15	461.15	309.0
2021-11-01 06:50:00	SPY	ETF	461.2	461.26	461.15	461.26	26833.0
2021-11-01 06:55:00	SPY	ETF	461.24	461.34	461.24	461.33	3430.0
2021-11-01 07:00:00	SPY	ETF	461.28	461.36	461.28	461.34	7075.0
2021-11-01 07:05:00	SPY	ETF	461.39	461.42	461.33	461.39	4100.0
2021-11-01 07:10:00	SPY	ETF	461.37	461.37	461.3	461.3	1357.0
2021-11-01 07:15:00	SPY	ETF	461.28	461.29	461.23	461.28	5166.0
2021-11-01 07:20:00	SPY	ETF	461.23	461.23	461.16	461.16	5436.0
2021-11-01 07:25:00	SPY	ETF	461.2	461.21	461.16	461.21	4183.0
2021-11-01 07:30:00	SPY	ETF	461.2	461.2	461.05	461.05	26814.0
2021-11-01 07:35:00	SPY	ETF	461.05	461.05	461.0	461.03	9529.0
2021-11-01 07:40:00	SPY	ETF	461.02	461.03	461.0	461.03	3655.0
2021-11-01 07:45:00	SPY	ETF	461.01	461.08	461.01	461.06	4693.0
2021-11-01 07:50:00	SPY	ETF	461.08	461.1	461.07	461.07	997.0
2021-11-01 07:55:00	SPY	ETF	461.07	461.08	461.06	461.07	1737.0
2021-11-01 08:00:00	SPY	ETF	461.3299	461.4	459.71	460.98	18542.0
2021-11-01 08:05:00	SPY	ETF	461.0	461.0	460.85	460.919	5065.0
2021-11-01 08:10:00	SPY	ETF	460.92	460.92	460.85	460.899	8854.0

> showing 50 of 86,349 rows — these rows as CSV

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