PREVIEW / etf_5min / 2021-11-18

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-11-18.parquet
  size:    1.8 MB
  rows:    84,945

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
2021-11-18 04:00:00	SPY	ETF	469.25	469.8	469.25	469.66	25618.0
2021-11-18 04:05:00	SPY	ETF	469.74	469.76	469.6	469.64	4454.0
2021-11-18 04:10:00	SPY	ETF	469.65	469.65	469.65	469.65	204.0
2021-11-18 04:15:00	SPY	ETF	469.68	469.69	469.66	469.69	1130.0
2021-11-18 04:20:00	SPY	ETF	469.69	469.83	469.69	469.8	1769.0
2021-11-18 04:30:00	SPY	ETF	469.85	469.85	469.65	469.7	3564.0
2021-11-18 04:35:00	SPY	ETF	469.67	469.67	469.55	469.65	850.0
2021-11-18 04:40:00	SPY	ETF	469.55	469.62	469.55	469.62	999.0
2021-11-18 04:50:00	SPY	ETF	469.47	469.47	469.45	469.47	1100.0
2021-11-18 04:55:00	SPY	ETF	469.45	469.45	469.45	469.45	220.0
2021-11-18 05:00:00	SPY	ETF	469.33	469.33	469.27	469.27	600.0
2021-11-18 05:05:00	SPY	ETF	469.22	469.22	469.22	469.22	400.0
2021-11-18 05:10:00	SPY	ETF	469.37	469.45	469.37	469.44	575.0
2021-11-18 05:15:00	SPY	ETF	469.42	469.45	469.4	469.42	3869.0
2021-11-18 05:20:00	SPY	ETF	469.42	469.43	469.35	469.35	21826.0
2021-11-18 05:25:00	SPY	ETF	469.34	469.42	469.34	469.42	27296.0
2021-11-18 05:30:00	SPY	ETF	469.34	469.34	469.34	469.34	100.0
2021-11-18 05:35:00	SPY	ETF	469.34	469.4	469.34	469.4	579.0
2021-11-18 05:40:00	SPY	ETF	469.44	469.44	469.44	469.44	750.0
2021-11-18 05:45:00	SPY	ETF	469.39	469.39	469.39	469.39	200.0
2021-11-18 05:50:00	SPY	ETF	469.35	469.37	469.34	469.37	500.0
2021-11-18 05:55:00	SPY	ETF	469.47	469.55	469.46	469.55	356.0
2021-11-18 06:00:00	SPY	ETF	469.49	469.49	469.49	469.49	300.0
2021-11-18 06:05:00	SPY	ETF	469.47	469.47	469.39	469.39	1191.0
2021-11-18 06:15:00	SPY	ETF	469.51	469.57	469.49	469.55	26419.0
2021-11-18 06:20:00	SPY	ETF	469.65	469.7	469.65	469.7	7462.0
2021-11-18 06:25:00	SPY	ETF	469.73	469.8	469.72	469.78	21385.0
2021-11-18 06:30:00	SPY	ETF	469.74	469.74	469.65	469.65	727.0
2021-11-18 06:35:00	SPY	ETF	469.64	469.64	469.64	469.64	205.0
2021-11-18 06:40:00	SPY	ETF	469.66	469.69	469.66	469.66	848.0
2021-11-18 06:45:00	SPY	ETF	469.63	469.7	469.63	469.69	5285.0
2021-11-18 06:50:00	SPY	ETF	469.7	469.7	469.7	469.7	425.0
2021-11-18 06:55:00	SPY	ETF	469.57	469.61	469.57	469.61	565.0
2021-11-18 07:00:00	SPY	ETF	469.62	469.63	469.54	469.54	12516.0
2021-11-18 07:05:00	SPY	ETF	469.54	469.54	469.44	469.45	6922.0
2021-11-18 07:10:00	SPY	ETF	469.43	469.46	469.35	469.35	3297.0
2021-11-18 07:15:00	SPY	ETF	469.38	469.38	469.25	469.27	21130.0
2021-11-18 07:20:00	SPY	ETF	469.3	469.4	469.3	469.4	1900.0
2021-11-18 07:25:00	SPY	ETF	469.41	469.47	469.36	469.43	32962.0
2021-11-18 07:30:00	SPY	ETF	469.42	469.44	469.34	469.34	17513.0
2021-11-18 07:35:00	SPY	ETF	469.33	469.38	469.26	469.28	3555.0
2021-11-18 07:40:00	SPY	ETF	469.31	469.35	469.18	469.24	44035.0
2021-11-18 07:45:00	SPY	ETF	469.22	469.22	469.19	469.19	11943.0
2021-11-18 07:50:00	SPY	ETF	469.18	469.25	469.18	469.25	2119.0
2021-11-18 07:55:00	SPY	ETF	469.25	469.25	469.18	469.21	10703.0
2021-11-18 08:00:00	SPY	ETF	469.6	469.8004	468.471	469.19	79988.0
2021-11-18 08:05:00	SPY	ETF	469.19	469.32	469.19	469.31	5921.0
2021-11-18 08:10:00	SPY	ETF	469.3	469.3	469.24	469.28	8455.0
2021-11-18 08:15:00	SPY	ETF	469.3	469.32	469.17	469.17	7160.0
2021-11-18 08:20:00	SPY	ETF	469.17	469.21	469.13	469.15	8089.0

> showing 50 of 84,945 rows — these rows as CSV

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