PREVIEW / etf_5min / 2023-12-15

all etf 5-min files

  file:    by_date/etf_5min/2023/2023-12-15.parquet
  size:    2.3 MB
  rows:    110,397

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
2023-12-15 04:00:00	SPY	ETF	471.18	471.24	471.0	471.04	19525.0
2023-12-15 04:05:00	SPY	ETF	471.05	471.22	471.0	471.18	7664.0
2023-12-15 04:10:00	SPY	ETF	471.2	471.29	471.17	471.27	7755.0
2023-12-15 04:15:00	SPY	ETF	471.29	471.29	471.19	471.28	796.0
2023-12-15 04:20:00	SPY	ETF	471.27	471.36	471.27	471.3	1386.0
2023-12-15 04:25:00	SPY	ETF	471.3	471.3	471.29	471.29	730.0
2023-12-15 04:30:00	SPY	ETF	471.32	471.32	471.23	471.29	1774.0
2023-12-15 04:35:00	SPY	ETF	471.34	471.34	471.3	471.31	2060.0
2023-12-15 04:40:00	SPY	ETF	471.3	471.35	471.27	471.35	2260.0
2023-12-15 04:45:00	SPY	ETF	471.39	471.39	471.37	471.39	705.0
2023-12-15 04:50:00	SPY	ETF	471.37	471.45	471.37	471.44	2168.0
2023-12-15 04:55:00	SPY	ETF	471.45	471.48	471.43	471.43	2100.0
2023-12-15 05:00:00	SPY	ETF	471.47	471.53	471.44	471.53	2272.0
2023-12-15 05:05:00	SPY	ETF	471.53	471.53	471.47	471.48	900.0
2023-12-15 05:10:00	SPY	ETF	471.48	471.55	471.47	471.54	3337.0
2023-12-15 05:15:00	SPY	ETF	471.51	471.65	471.51	471.63	2874.0
2023-12-15 05:20:00	SPY	ETF	471.53	471.55	471.5	471.55	2364.0
2023-12-15 05:25:00	SPY	ETF	471.49	471.56	471.47	471.56	9490.0
2023-12-15 05:30:00	SPY	ETF	471.43	471.44	471.43	471.44	740.0
2023-12-15 05:35:00	SPY	ETF	471.39	471.39	471.36	471.36	1223.0
2023-12-15 05:40:00	SPY	ETF	471.3	471.3	471.2	471.22	2200.0
2023-12-15 05:45:00	SPY	ETF	471.17	471.24	471.17	471.24	850.0
2023-12-15 05:50:00	SPY	ETF	471.33	471.33	471.29	471.31	1282.0
2023-12-15 05:55:00	SPY	ETF	471.26	471.32	471.26	471.32	400.0
2023-12-15 06:00:00	SPY	ETF	471.3	471.32	471.21	471.21	1819.0
2023-12-15 06:05:00	SPY	ETF	471.3	471.39	471.3	471.33	3300.0
2023-12-15 06:10:00	SPY	ETF	471.33	471.33	471.33	471.33	500.0
2023-12-15 06:15:00	SPY	ETF	471.34	471.41	471.33	471.37	1135.0
2023-12-15 06:20:00	SPY	ETF	471.45	471.45	471.32	471.36	4463.0
2023-12-15 06:25:00	SPY	ETF	471.35	471.37	471.3	471.37	800.0
2023-12-15 06:30:00	SPY	ETF	471.34	471.44	471.34	471.38	1212.0
2023-12-15 06:35:00	SPY	ETF	471.37	471.37	471.3	471.3	42242.0
2023-12-15 06:40:00	SPY	ETF	471.32	471.39	471.29	471.32	60576.0
2023-12-15 06:45:00	SPY	ETF	471.3	471.48	471.3	471.48	2400.0
2023-12-15 06:50:00	SPY	ETF	471.43	471.48	471.37	471.46	1244.0
2023-12-15 06:55:00	SPY	ETF	471.42	471.42	471.27	471.27	2200.0
2023-12-15 07:00:00	SPY	ETF	471.3	471.35	471.0	471.24	27789.0
2023-12-15 07:05:00	SPY	ETF	471.22	471.3	471.21	471.22	20852.0
2023-12-15 07:10:00	SPY	ETF	471.25	471.25	471.19	471.19	2581.0
2023-12-15 07:15:00	SPY	ETF	471.21	471.25	471.2	471.25	5794.0
2023-12-15 07:20:00	SPY	ETF	471.26	471.3	471.22	471.3	3358.0
2023-12-15 07:25:00	SPY	ETF	471.34	471.37	471.29	471.29	8306.0
2023-12-15 07:30:00	SPY	ETF	471.33	471.34	471.23	471.29	6656.0
2023-12-15 07:35:00	SPY	ETF	471.29	471.35	471.29	471.31	15516.0
2023-12-15 07:40:00	SPY	ETF	471.31	471.31	471.1	471.1	8629.0
2023-12-15 07:45:00	SPY	ETF	471.09	471.1	470.99	470.99	13265.0
2023-12-15 07:50:00	SPY	ETF	471.0	471.01	470.96	471.01	16876.0
2023-12-15 07:55:00	SPY	ETF	470.999	471.0	470.79	470.93	9305.0
2023-12-15 08:00:00	SPY	ETF	471.0	472.58	470.5	470.88	102700.0
2023-12-15 08:05:00	SPY	ETF	470.81	470.92	470.8	470.92	50761.0

> showing 50 of 110,397 rows — these rows as CSV

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