PREVIEW / etf_5min / 2022-08-08

all etf 5-min files

  file:    by_date/etf_5min/2022/2022-08-08.parquet
  size:    1.9 MB
  rows:    89,923

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
2022-08-08 04:00:00	SPY	ETF	414.72	415.16	414.07	415.09	6734.0
2022-08-08 04:05:00	SPY	ETF	415.0	415.04	414.92	414.92	774.0
2022-08-08 04:10:00	SPY	ETF	414.71	414.8	414.47	414.47	2100.0
2022-08-08 04:15:00	SPY	ETF	414.49	414.49	414.32	414.34	8353.0
2022-08-08 04:20:00	SPY	ETF	414.31	414.4	414.3	414.4	1332.0
2022-08-08 04:25:00	SPY	ETF	414.57	414.62	414.57	414.62	879.0
2022-08-08 04:30:00	SPY	ETF	414.64	414.65	414.64	414.65	1000.0
2022-08-08 04:35:00	SPY	ETF	414.59	414.63	414.59	414.63	2123.0
2022-08-08 04:40:00	SPY	ETF	414.65	414.75	414.65	414.68	1803.0
2022-08-08 04:45:00	SPY	ETF	414.68	414.74	414.66	414.66	1700.0
2022-08-08 04:50:00	SPY	ETF	414.68	414.72	414.5	414.5	4148.0
2022-08-08 04:55:00	SPY	ETF	414.51	414.54	414.48	414.48	804.0
2022-08-08 05:00:00	SPY	ETF	414.53	414.59	414.53	414.58	1409.0
2022-08-08 05:05:00	SPY	ETF	414.74	414.8	414.69	414.69	5244.0
2022-08-08 05:10:00	SPY	ETF	414.75	414.75	414.46	414.46	2033.0
2022-08-08 05:15:00	SPY	ETF	414.32	414.4	414.32	414.36	1551.0
2022-08-08 05:20:00	SPY	ETF	414.29	414.29	414.28	414.28	926.0
2022-08-08 05:25:00	SPY	ETF	414.28	414.31	414.28	414.31	291.0
2022-08-08 05:35:00	SPY	ETF	414.38	414.38	414.38	414.38	100.0
2022-08-08 05:40:00	SPY	ETF	414.43	414.48	414.43	414.48	1300.0
2022-08-08 05:45:00	SPY	ETF	414.57	414.57	414.49	414.49	1000.0
2022-08-08 05:50:00	SPY	ETF	414.4	414.5	414.4	414.5	650.0
2022-08-08 05:55:00	SPY	ETF	414.55	414.55	414.48	414.48	200.0
2022-08-08 06:00:00	SPY	ETF	414.5	414.6	414.46	414.6	4300.0
2022-08-08 06:05:00	SPY	ETF	414.75	414.78	414.7	414.76	2590.0
2022-08-08 06:10:00	SPY	ETF	414.6	414.6	414.6	414.6	210.0
2022-08-08 06:15:00	SPY	ETF	414.68	414.84	414.68	414.82	1400.0
2022-08-08 06:20:00	SPY	ETF	414.79	414.84	414.79	414.8	1821.0
2022-08-08 06:25:00	SPY	ETF	414.78	414.8	414.75	414.75	730.0
2022-08-08 06:30:00	SPY	ETF	414.87	414.88	414.84	414.87	8040.0
2022-08-08 06:35:00	SPY	ETF	414.9	414.94	414.9	414.94	600.0
2022-08-08 06:40:00	SPY	ETF	414.99	415.61	414.99	415.57	13022.0
2022-08-08 06:45:00	SPY	ETF	415.51	415.74	415.51	415.61	7330.0
2022-08-08 06:50:00	SPY	ETF	415.6	415.6	415.58	415.6	849.0
2022-08-08 06:55:00	SPY	ETF	415.56	415.79	415.56	415.73	5800.0
2022-08-08 07:00:00	SPY	ETF	415.76	415.76	415.51	415.52	17345.0
2022-08-08 07:05:00	SPY	ETF	415.49	415.54	415.18	415.5	34208.0
2022-08-08 07:10:00	SPY	ETF	415.45	415.45	415.4	415.43	6356.0
2022-08-08 07:15:00	SPY	ETF	415.43	415.46	415.33	415.33	2049.0
2022-08-08 07:20:00	SPY	ETF	415.35	415.42	415.34	415.35	2140.0
2022-08-08 07:25:00	SPY	ETF	415.38	415.42	415.14	415.14	4463.0
2022-08-08 07:30:00	SPY	ETF	415.16	415.2	415.12	415.2	6597.0
2022-08-08 07:35:00	SPY	ETF	415.22	415.27	415.2	415.21	33873.0
2022-08-08 07:40:00	SPY	ETF	415.22	415.39	415.22	415.39	34841.0
2022-08-08 07:45:00	SPY	ETF	415.36	415.55	415.36	415.51	18822.0
2022-08-08 07:50:00	SPY	ETF	415.53	415.9	415.53	415.9	15877.0
2022-08-08 07:55:00	SPY	ETF	415.87	416.0	415.74	415.86	32442.0
2022-08-08 08:00:00	SPY	ETF	415.86	415.99	413.2	415.84	49776.0
2022-08-08 08:05:00	SPY	ETF	415.84	416.09	415.84	415.92	17949.0
2022-08-08 08:10:00	SPY	ETF	415.92	415.96	415.79	415.81	10215.0

> showing 50 of 89,923 rows — these rows as CSV

> unlock the full archive -- $79 one-time