PREVIEW / etf_5min / 2023-12-20

all etf 5-min files

  file:    by_date/etf_5min/2023/2023-12-20.parquet
  size:    2.3 MB
  rows:    116,398

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
2023-12-20 04:00:00	SPY	ETF	474.89	474.89	474.15	474.15	1313.0
2023-12-20 04:05:00	SPY	ETF	474.25	474.25	474.1	474.1	1601.0
2023-12-20 04:10:00	SPY	ETF	474.05	474.05	474.02	474.02	674.0
2023-12-20 04:15:00	SPY	ETF	474.1	474.1	474.0	474.1	2622.0
2023-12-20 04:20:00	SPY	ETF	474.15	474.2	474.15	474.2	992.0
2023-12-20 04:30:00	SPY	ETF	474.15	474.15	474.02	474.07	2100.0
2023-12-20 04:35:00	SPY	ETF	474.06	474.11	474.06	474.11	1100.0
2023-12-20 04:40:00	SPY	ETF	474.04	474.04	474.04	474.04	600.0
2023-12-20 04:45:00	SPY	ETF	474.07	474.1	474.07	474.09	2214.0
2023-12-20 04:50:00	SPY	ETF	474.15	474.15	474.09	474.09	1100.0
2023-12-20 04:55:00	SPY	ETF	474.19	474.19	474.19	474.19	100.0
2023-12-20 05:00:00	SPY	ETF	474.17	474.17	474.17	474.17	200.0
2023-12-20 05:05:00	SPY	ETF	474.24	474.29	474.24	474.29	300.0
2023-12-20 05:10:00	SPY	ETF	474.25	474.29	474.25	474.28	2099.0
2023-12-20 05:15:00	SPY	ETF	474.31	474.31	474.22	474.22	450.0
2023-12-20 05:20:00	SPY	ETF	474.15	474.15	474.1	474.1	600.0
2023-12-20 05:25:00	SPY	ETF	474.1	474.1	474.05	474.05	2300.0
2023-12-20 05:30:00	SPY	ETF	474.1	474.1	474.08	474.08	500.0
2023-12-20 05:35:00	SPY	ETF	474.0	474.11	474.0	474.11	1000.0
2023-12-20 05:40:00	SPY	ETF	474.1	474.1	474.09	474.09	700.0
2023-12-20 05:45:00	SPY	ETF	474.23	474.23	474.2	474.21	509.0
2023-12-20 05:50:00	SPY	ETF	474.13	474.13	474.13	474.13	200.0
2023-12-20 05:55:00	SPY	ETF	474.13	474.13	474.05	474.05	300.0
2023-12-20 06:00:00	SPY	ETF	474.03	474.03	474.03	474.03	100.0
2023-12-20 06:05:00	SPY	ETF	474.15	474.15	474.15	474.15	325.0
2023-12-20 06:10:00	SPY	ETF	474.15	474.15	474.15	474.15	100.0
2023-12-20 06:20:00	SPY	ETF	474.08	474.09	474.08	474.09	200.0
2023-12-20 06:30:00	SPY	ETF	474.06	474.19	474.04	474.19	2331.0
2023-12-20 06:35:00	SPY	ETF	474.04	474.07	474.01	474.07	5199.0
2023-12-20 06:40:00	SPY	ETF	474.0	474.0	473.84	473.84	3419.0
2023-12-20 06:45:00	SPY	ETF	473.88	474.04	473.87	474.01	5395.0
2023-12-20 06:50:00	SPY	ETF	473.98	473.98	473.96	473.96	700.0
2023-12-20 06:55:00	SPY	ETF	473.92	473.96	473.92	473.96	503.0
2023-12-20 07:00:00	SPY	ETF	474.01	474.01	473.96	473.97	9515.0
2023-12-20 07:05:00	SPY	ETF	473.97	473.97	473.74	473.74	7010.0
2023-12-20 07:10:00	SPY	ETF	473.86	473.929	473.81	473.86	2176.0
2023-12-20 07:15:00	SPY	ETF	473.94	474.02	473.94	474.02	1398.0
2023-12-20 07:20:00	SPY	ETF	474.05	474.05	474.0	474.01	1390.0
2023-12-20 07:25:00	SPY	ETF	473.97	474.05	473.97	474.05	697.0
2023-12-20 07:30:00	SPY	ETF	474.03	474.14	474.03	474.14	3746.0
2023-12-20 07:35:00	SPY	ETF	474.09	474.09	473.97	473.97	996.0
2023-12-20 07:40:00	SPY	ETF	473.97	473.99	473.88	473.91	3305.0
2023-12-20 07:45:00	SPY	ETF	473.97	473.97	473.9	473.9	2877.0
2023-12-20 07:50:00	SPY	ETF	473.93	473.93	473.8	473.82	10128.0
2023-12-20 07:55:00	SPY	ETF	473.92	473.92	473.82	473.84	18936.0
2023-12-20 08:00:00	SPY	ETF	473.83	475.2	473.78	473.93	44679.0
2023-12-20 08:05:00	SPY	ETF	473.91	473.98	473.91	473.96	5762.0
2023-12-20 08:10:00	SPY	ETF	474.0	474.01	473.88	473.89	2981.0
2023-12-20 08:15:00	SPY	ETF	473.9007	474.05	473.88	474.02	7877.0
2023-12-20 08:20:00	SPY	ETF	474.05	474.07	474.01	474.07	5334.0

> showing 50 of 116,398 rows — these rows as CSV

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