PREVIEW / etf_5min / 2023-11-20

all etf 5-min files

  file:    by_date/etf_5min/2023/2023-11-20.parquet
  size:    2.2 MB
  rows:    105,470

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
2023-11-20 04:00:00	SPY	ETF	450.62	450.78	450.61	450.66	16655.0
2023-11-20 04:05:00	SPY	ETF	450.65	450.87	450.63	450.79	7360.0
2023-11-20 04:10:00	SPY	ETF	450.79	450.93	450.75	450.87	6064.0
2023-11-20 04:15:00	SPY	ETF	450.85	451.06	450.85	451.03	3496.0
2023-11-20 04:20:00	SPY	ETF	451.0	451.14	450.95	451.14	6942.0
2023-11-20 04:25:00	SPY	ETF	451.09	451.14	451.0	451.1	4577.0
2023-11-20 04:30:00	SPY	ETF	451.05	451.21	450.99	451.14	5700.0
2023-11-20 04:35:00	SPY	ETF	451.16	451.25	451.12	451.14	7875.0
2023-11-20 04:40:00	SPY	ETF	451.18	451.18	451.18	451.18	400.0
2023-11-20 04:50:00	SPY	ETF	451.17	451.33	451.17	451.33	1721.0
2023-11-20 04:55:00	SPY	ETF	451.34	451.39	451.34	451.39	328.0
2023-11-20 05:05:00	SPY	ETF	451.41	451.42	451.4	451.4	510.0
2023-11-20 05:10:00	SPY	ETF	451.38	451.38	451.38	451.38	500.0
2023-11-20 05:15:00	SPY	ETF	451.33	451.33	451.33	451.33	590.0
2023-11-20 05:20:00	SPY	ETF	451.4	451.4	451.2	451.2	493.0
2023-11-20 05:30:00	SPY	ETF	451.11	451.16	451.11	451.16	210.0
2023-11-20 05:35:00	SPY	ETF	451.03	451.04	451.03	451.04	230.0
2023-11-20 05:40:00	SPY	ETF	451.02	451.02	450.96	450.96	1426.0
2023-11-20 05:45:00	SPY	ETF	450.96	450.96	450.92	450.92	1200.0
2023-11-20 05:50:00	SPY	ETF	450.91	451.03	450.87	451.03	1548.0
2023-11-20 05:55:00	SPY	ETF	451.03	451.03	451.01	451.01	1000.0
2023-11-20 06:00:00	SPY	ETF	450.96	451.04	450.96	451.04	1070.0
2023-11-20 06:05:00	SPY	ETF	451.08	451.08	451.02	451.02	735.0
2023-11-20 06:10:00	SPY	ETF	451.03	451.03	451.03	451.03	300.0
2023-11-20 06:15:00	SPY	ETF	451.05	451.05	451.05	451.05	110.0
2023-11-20 06:20:00	SPY	ETF	450.9	450.97	450.9	450.97	7800.0
2023-11-20 06:25:00	SPY	ETF	451.03	451.03	451.03	451.03	110.0
2023-11-20 06:35:00	SPY	ETF	450.88	450.94	450.88	450.94	700.0
2023-11-20 06:40:00	SPY	ETF	450.94	450.96	450.94	450.96	400.0
2023-11-20 06:50:00	SPY	ETF	451.06	451.06	451.06	451.06	141.0
2023-11-20 06:55:00	SPY	ETF	451.14	451.31	451.14	451.27	2717.0
2023-11-20 07:00:00	SPY	ETF	451.09	451.16	451.07	451.13	1050.0
2023-11-20 07:05:00	SPY	ETF	451.08	451.14	450.98	451.11	2103.0
2023-11-20 07:10:00	SPY	ETF	451.13	451.19	451.07	451.07	2942.0
2023-11-20 07:15:00	SPY	ETF	451.06	451.09	451.05	451.05	1166.0
2023-11-20 07:20:00	SPY	ETF	451.08	451.13	451.0	451.04	14423.0
2023-11-20 07:25:00	SPY	ETF	451.04	451.05	450.9	450.9	11277.0
2023-11-20 07:30:00	SPY	ETF	450.84	450.96	450.79	450.8	3351.0
2023-11-20 07:35:00	SPY	ETF	450.78	450.8	450.62	450.67	5165.0
2023-11-20 07:40:00	SPY	ETF	450.67	450.68	450.6	450.6	2845.0
2023-11-20 07:45:00	SPY	ETF	450.53	450.58	450.48	450.58	2543.0
2023-11-20 07:50:00	SPY	ETF	450.58	450.59	450.5	450.57	6126.0
2023-11-20 07:55:00	SPY	ETF	450.59	450.61	450.47	450.54	5087.0
2023-11-20 08:00:00	SPY	ETF	451.14	451.2196	450.12	450.52	33215.0
2023-11-20 08:05:00	SPY	ETF	450.55	450.72	450.55	450.72	4645.0
2023-11-20 08:10:00	SPY	ETF	450.72	450.72	450.56	450.64	4112.0
2023-11-20 08:15:00	SPY	ETF	450.7	450.78	450.66	450.78	7784.0
2023-11-20 08:20:00	SPY	ETF	450.73	450.75	450.64	450.64	48353.0
2023-11-20 08:25:00	SPY	ETF	450.62	450.62	450.42	450.55	17060.0
2023-11-20 08:30:00	SPY	ETF	450.49	450.52	450.44	450.52	4730.0

> showing 50 of 105,470 rows — these rows as CSV

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