PREVIEW / etf_5min / 2021-12-01

all etf 5-min files

  file:    by_date/etf_5min/2021/2021-12-01.parquet
  size:    2.0 MB
  rows:    96,870

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
2021-12-01 04:00:00	SPY	ETF	460.0	460.73	460.0	460.57	11176.0
2021-12-01 04:05:00	SPY	ETF	460.68	461.37	460.68	461.16	20126.0
2021-12-01 04:10:00	SPY	ETF	461.2	461.3	461.12	461.2	2904.0
2021-12-01 04:15:00	SPY	ETF	461.33	461.51	461.21	461.4	4135.0
2021-12-01 04:20:00	SPY	ETF	461.32	461.39	461.27	461.3	2094.0
2021-12-01 04:25:00	SPY	ETF	461.23	461.41	461.23	461.41	2330.0
2021-12-01 04:30:00	SPY	ETF	461.43	461.61	461.33	461.49	1948.0
2021-12-01 04:35:00	SPY	ETF	461.7	462.0	461.7	462.0	3738.0
2021-12-01 04:40:00	SPY	ETF	462.05	462.12	461.76	461.92	12164.0
2021-12-01 04:45:00	SPY	ETF	461.91	461.91	461.67	461.72	3935.0
2021-12-01 04:50:00	SPY	ETF	461.84	461.84	461.74	461.75	600.0
2021-12-01 04:55:00	SPY	ETF	461.78	461.78	461.7	461.77	1849.0
2021-12-01 05:00:00	SPY	ETF	461.77	461.78	461.71	461.71	1330.0
2021-12-01 05:05:00	SPY	ETF	461.59	461.6	461.38	461.51	1910.0
2021-12-01 05:10:00	SPY	ETF	461.52	461.52	461.35	461.38	2090.0
2021-12-01 05:15:00	SPY	ETF	461.38	461.53	461.28	461.53	2233.0
2021-12-01 05:20:00	SPY	ETF	461.42	461.47	461.33	461.33	5898.0
2021-12-01 05:25:00	SPY	ETF	461.4	461.57	461.4	461.55	2443.0
2021-12-01 05:30:00	SPY	ETF	461.45	461.64	461.45	461.62	5289.0
2021-12-01 05:35:00	SPY	ETF	461.6	461.6	461.57	461.57	603.0
2021-12-01 05:40:00	SPY	ETF	461.6	461.6	461.47	461.47	1985.0
2021-12-01 05:45:00	SPY	ETF	461.51	461.62	461.51	461.62	1035.0
2021-12-01 05:50:00	SPY	ETF	461.61	461.83	461.5	461.8	4098.0
2021-12-01 05:55:00	SPY	ETF	461.7	461.78	461.6	461.74	7986.0
2021-12-01 06:00:00	SPY	ETF	461.77	461.82	461.46	461.46	3100.0
2021-12-01 06:05:00	SPY	ETF	461.54	461.65	461.4	461.63	36718.0
2021-12-01 06:10:00	SPY	ETF	461.52	461.52	461.39	461.39	2501.0
2021-12-01 06:15:00	SPY	ETF	461.35	461.35	461.11	461.35	17095.0
2021-12-01 06:20:00	SPY	ETF	461.35	461.6	461.35	461.41	2224.0
2021-12-01 06:25:00	SPY	ETF	461.42	461.5	461.4	461.5	17290.0
2021-12-01 06:30:00	SPY	ETF	461.52	461.55	461.5	461.51	650.0
2021-12-01 06:35:00	SPY	ETF	461.59	461.63	461.37	461.42	13768.0
2021-12-01 06:40:00	SPY	ETF	461.37	461.47	461.35	461.46	9159.0
2021-12-01 06:45:00	SPY	ETF	461.42	461.69	461.4	461.65	5230.0
2021-12-01 06:50:00	SPY	ETF	461.64	461.95	461.64	461.94	14862.0
2021-12-01 06:55:00	SPY	ETF	462.0	462.02	461.93	461.95	14183.0
2021-12-01 07:00:00	SPY	ETF	461.96	462.07	461.8	461.8	44130.0
2021-12-01 07:05:00	SPY	ETF	461.82	461.85	461.66	461.66	8785.0
2021-12-01 07:10:00	SPY	ETF	461.68	461.84	461.63	461.81	31279.0
2021-12-01 07:15:00	SPY	ETF	461.75	462.17	461.64	461.99	72985.0
2021-12-01 07:20:00	SPY	ETF	462.04	462.45	462.03	462.22	27428.0
2021-12-01 07:25:00	SPY	ETF	462.16	462.29	462.05	462.23	12386.0
2021-12-01 07:30:00	SPY	ETF	462.18	462.28	461.91	461.92	26756.0
2021-12-01 07:35:00	SPY	ETF	462.03	462.1	461.85	462.06	104155.0
2021-12-01 07:40:00	SPY	ETF	462.08	462.19	462.03	462.14	9902.0
2021-12-01 07:45:00	SPY	ETF	462.11	462.14	461.96	462.0	16536.0
2021-12-01 07:50:00	SPY	ETF	462.01	462.24	462.01	462.22	8697.0
2021-12-01 07:55:00	SPY	ETF	462.2	462.21	462.05	462.05	22431.0
2021-12-01 08:00:00	SPY	ETF	461.67	462.42	455.901	461.71	192699.0
2021-12-01 08:05:00	SPY	ETF	461.69	461.8	461.6	461.7	31799.0

> showing 50 of 96,870 rows — these rows as CSV

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