Market-data lake

lake.intraday_stock dataset schema

Column types and research semantics for NexusTrade’s lake.intraday_stock dataset. Read the supported schema before submitting a bounded SQL query.

Query name
lake.intraday_stock
Grain
day
Columns
9

Columns and types

These columns come from the same versioned logical catalog used by the query validator and engine. They describe the fields you can query. Some historical rows have missing values; fields absent from older shards can return typed NULL.

tickerVARCHAR
timestampTIMESTAMP
openDOUBLE
highDOUBLE
lowDOUBLE
closeDOUBLE
volumeDOUBLE
transactionsBIGINT
vwapDOUBLE

Current logical schema for lake.intraday_stock

Coverage and timing

Minute-level equity bars. Requires an explicit ticker list and a literal `timestamp` range. One object per day, so the range decides what is read and an unbounded query is rejected: e.g. `timestamp >= TIMESTAMP '2026-09-01' AND timestamp < TIMESTAMP '2026-09-19'`. For coverage questions (first/last date on file), bound a window or use lake.sec_daily_ohlc (lake.index_prices for an index).

Minute bars for equities; `ticker` is the bare symbol (`AAPL`, `SPY`). Always give an explicit `ticker IN (...)` and a bounded `timestamp` range — an unbounded scan reads every shard.

Run a limited query

Use a registered API key with lake scope. Select needed columns, bind user-supplied values and restrict dates when the table has a time dimension. Query results are durable parts with a schema and manifest rather than an unbounded in-memory array.

This reference documents the schema and its meaning. Run queries in your signed-in workspace; this page does not execute SQL or show private results and datasets.

sql
SELECT "ticker", "timestamp", "open"
FROM lake.intraday_stock
LIMIT 20;