PREVIEW / etf_5min / 2021-11-17

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-11-17.parquet
  size:    1.8 MB
  rows:    84,921

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
2021-11-17 04:00:00	SPY	ETF	469.48	469.48	469.44	469.47	1111.0
2021-11-17 04:05:00	SPY	ETF	469.41	469.41	469.37	469.37	1100.0
2021-11-17 04:10:00	SPY	ETF	469.36	469.37	469.32	469.34	758.0
2021-11-17 04:15:00	SPY	ETF	469.31	469.31	469.28	469.28	468.0
2021-11-17 04:20:00	SPY	ETF	469.26	469.29	469.26	469.29	1100.0
2021-11-17 04:25:00	SPY	ETF	469.28	469.28	469.28	469.28	100.0
2021-11-17 04:30:00	SPY	ETF	469.24	469.24	469.16	469.16	300.0
2021-11-17 04:35:00	SPY	ETF	469.0	469.0	469.0	469.0	100.0
2021-11-17 04:40:00	SPY	ETF	468.96	469.04	468.96	469.01	995.0
2021-11-17 04:45:00	SPY	ETF	469.06	469.06	469.06	469.06	200.0
2021-11-17 04:50:00	SPY	ETF	469.06	469.06	469.04	469.04	420.0
2021-11-17 05:00:00	SPY	ETF	469.03	469.04	469.02	469.02	1300.0
2021-11-17 05:05:00	SPY	ETF	469.04	469.04	469.01	469.01	221.0
2021-11-17 05:25:00	SPY	ETF	468.94	468.97	468.94	468.97	1101.0
2021-11-17 05:30:00	SPY	ETF	469.0	469.02	468.99	469.02	1889.0
2021-11-17 05:35:00	SPY	ETF	469.02	469.02	468.96	468.96	500.0
2021-11-17 05:40:00	SPY	ETF	468.93	468.93	468.93	468.93	300.0
2021-11-17 05:45:00	SPY	ETF	469.03	469.03	468.97	469.02	3000.0
2021-11-17 05:50:00	SPY	ETF	469.0	469.02	469.0	469.0	500.0
2021-11-17 05:55:00	SPY	ETF	468.99	468.99	468.88	468.88	5000.0
2021-11-17 06:00:00	SPY	ETF	468.9	468.9	468.9	468.9	100.0
2021-11-17 06:05:00	SPY	ETF	468.83	468.95	468.8	468.95	4782.0
2021-11-17 06:10:00	SPY	ETF	468.97	469.0	468.97	469.0	268.0
2021-11-17 06:15:00	SPY	ETF	468.98	469.04	468.98	469.04	2695.0
2021-11-17 06:20:00	SPY	ETF	469.05	469.05	468.98	468.98	300.0
2021-11-17 06:30:00	SPY	ETF	469.08	469.08	469.08	469.08	200.0
2021-11-17 06:35:00	SPY	ETF	469.05	469.05	469.01	469.01	1244.0
2021-11-17 06:40:00	SPY	ETF	469.02	469.02	469.02	469.02	1000.0
2021-11-17 06:45:00	SPY	ETF	468.9	468.9	468.9	468.9	100.0
2021-11-17 06:50:00	SPY	ETF	468.83	468.83	468.8	468.82	7658.0
2021-11-17 06:55:00	SPY	ETF	468.98	469.01	468.98	469.01	480.0
2021-11-17 07:00:00	SPY	ETF	469.06	469.2	469.03	469.2	9101.0
2021-11-17 07:05:00	SPY	ETF	469.2	469.21	469.14	469.16	5555.0
2021-11-17 07:10:00	SPY	ETF	469.16	469.16	469.13	469.13	1551.0
2021-11-17 07:15:00	SPY	ETF	469.1	469.15	469.07	469.15	4740.0
2021-11-17 07:20:00	SPY	ETF	469.2	469.23	469.2	469.23	6791.0
2021-11-17 07:25:00	SPY	ETF	469.23	469.31	469.19	469.3	123968.0
2021-11-17 07:30:00	SPY	ETF	469.26	469.29	469.25	469.29	4184.0
2021-11-17 07:35:00	SPY	ETF	469.3	469.3	469.21	469.23	3035.0
2021-11-17 07:40:00	SPY	ETF	469.22	469.23	469.19	469.2	14700.0
2021-11-17 07:45:00	SPY	ETF	469.18	469.18	469.1	469.1	4789.0
2021-11-17 07:50:00	SPY	ETF	469.1	469.12	469.08	469.09	6006.0
2021-11-17 07:55:00	SPY	ETF	469.06	469.06	468.95	468.95	49090.0
2021-11-17 08:00:00	SPY	ETF	469.1599	469.4004	468.8	468.8	283771.0
2021-11-17 08:05:00	SPY	ETF	468.77	468.81	468.7	468.77	29534.0
2021-11-17 08:10:00	SPY	ETF	468.74	468.77	468.43	468.53	55658.0
2021-11-17 08:15:00	SPY	ETF	468.46	468.61	468.4	468.55	33426.0
2021-11-17 08:20:00	SPY	ETF	468.61	468.77	468.6	468.77	10417.0
2021-11-17 08:25:00	SPY	ETF	468.75	468.9	468.75	468.9	3967.0
2021-11-17 08:30:00	SPY	ETF	468.9	468.92	468.82	468.82	4678.0

> showing 50 of 84,921 rows — these rows as CSV

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