PREVIEW / etf_5min / 2023-03-27

all etf 5-min files

  file:    by_date/etf_5min/2023/2023-03-27.parquet
  size:    1.9 MB
  rows:    96,475

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
2023-03-27 04:00:00	SPY	ETF	397.25	397.25	395.84	396.22	18594.0
2023-03-27 04:05:00	SPY	ETF	396.25	396.66	396.25	396.49	4541.0
2023-03-27 04:10:00	SPY	ETF	396.64	396.72	396.45	396.72	8440.0
2023-03-27 04:15:00	SPY	ETF	396.61	396.63	396.48	396.6	1776.0
2023-03-27 04:20:00	SPY	ETF	396.6	396.97	396.6	396.62	11044.0
2023-03-27 04:25:00	SPY	ETF	396.75	396.85	396.7	396.85	12770.0
2023-03-27 04:30:00	SPY	ETF	396.87	396.91	396.85	396.9	2800.0
2023-03-27 04:35:00	SPY	ETF	396.93	397.15	396.93	396.98	9379.0
2023-03-27 04:40:00	SPY	ETF	396.9	396.9	396.79	396.88	3023.0
2023-03-27 04:45:00	SPY	ETF	396.91	397.04	396.91	397.02	1360.0
2023-03-27 04:50:00	SPY	ETF	397.02	397.02	396.96	396.96	625.0
2023-03-27 04:55:00	SPY	ETF	396.85	396.94	396.83	396.83	2925.0
2023-03-27 05:00:00	SPY	ETF	396.96	397.08	396.96	397.08	1490.0
2023-03-27 05:05:00	SPY	ETF	397.02	397.1	397.02	397.06	780.0
2023-03-27 05:10:00	SPY	ETF	397.07	397.07	396.65	396.65	1300.0
2023-03-27 05:15:00	SPY	ETF	397.0	397.0	397.0	397.0	250.0
2023-03-27 05:20:00	SPY	ETF	397.14	397.14	397.05	397.1	1350.0
2023-03-27 05:25:00	SPY	ETF	397.04	397.05	396.93	396.93	847.0
2023-03-27 05:30:00	SPY	ETF	396.88	396.92	396.84	396.84	5100.0
2023-03-27 05:35:00	SPY	ETF	396.76	396.98	396.73	396.98	1100.0
2023-03-27 05:40:00	SPY	ETF	397.03	397.19	396.99	397.19	2300.0
2023-03-27 05:45:00	SPY	ETF	397.26	397.6	397.26	397.32	17751.0
2023-03-27 05:50:00	SPY	ETF	397.29	397.29	397.26	397.27	1825.0
2023-03-27 05:55:00	SPY	ETF	397.2	397.2	397.2	397.2	100.0
2023-03-27 06:00:00	SPY	ETF	397.51	397.76	397.5	397.69	5329.0
2023-03-27 06:05:00	SPY	ETF	397.64	397.81	397.64	397.81	5900.0
2023-03-27 06:10:00	SPY	ETF	397.88	398.03	397.63	397.63	6095.0
2023-03-27 06:15:00	SPY	ETF	397.62	397.81	397.62	397.81	1349.0
2023-03-27 06:20:00	SPY	ETF	397.64	397.83	397.64	397.8	11395.0
2023-03-27 06:25:00	SPY	ETF	397.7	397.76	397.7	397.76	1214.0
2023-03-27 06:30:00	SPY	ETF	397.65	397.65	397.62	397.62	1900.0
2023-03-27 06:35:00	SPY	ETF	397.7	397.87	397.7	397.86	3575.0
2023-03-27 06:40:00	SPY	ETF	397.9	397.9	397.81	397.81	2670.0
2023-03-27 06:45:00	SPY	ETF	397.84	398.26	397.84	398.11	7252.0
2023-03-27 06:50:00	SPY	ETF	398.07	398.24	398.02	398.03	13606.0
2023-03-27 06:55:00	SPY	ETF	397.87	398.05	397.87	397.96	13425.0
2023-03-27 07:00:00	SPY	ETF	397.94	398.17	397.94	397.96	106578.0
2023-03-27 07:05:00	SPY	ETF	397.99	398.45	397.99	398.38	30227.0
2023-03-27 07:10:00	SPY	ETF	398.28	398.55	398.28	398.47	41069.0
2023-03-27 07:15:00	SPY	ETF	398.44	398.66	398.43	398.66	43171.0
2023-03-27 07:20:00	SPY	ETF	398.66	398.67	398.42	398.5	24409.0
2023-03-27 07:25:00	SPY	ETF	398.49	398.66	398.49	398.65	84161.0
2023-03-27 07:30:00	SPY	ETF	398.65	398.77	398.57	398.6	69048.0
2023-03-27 07:35:00	SPY	ETF	398.6	398.68	398.39	398.58	19768.0
2023-03-27 07:40:00	SPY	ETF	398.68	398.8	398.36	398.5	36278.0
2023-03-27 07:45:00	SPY	ETF	398.56	398.56	398.27	398.32	26491.0
2023-03-27 07:50:00	SPY	ETF	398.38	398.45	398.07	398.09	18315.0
2023-03-27 07:55:00	SPY	ETF	398.13	398.38	398.11	398.38	8986.0
2023-03-27 08:00:00	SPY	ETF	398.4	398.75	395.6	398.2299	113035.0
2023-03-27 08:05:00	SPY	ETF	398.22	398.37	398.07	398.31	15428.0

> showing 50 of 96,475 rows — these rows as CSV

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