PREVIEW / etf_5min / 2024-01-16

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-01-16.parquet
  size:    2.3 MB
  rows:    113,539

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
2024-01-16 04:00:00	SPY	ETF	474.25	474.88	474.25	474.46	7116.0
2024-01-16 04:05:00	SPY	ETF	474.45	474.49	474.28	474.48	2460.0
2024-01-16 04:10:00	SPY	ETF	474.39	474.5	474.38	474.46	960.0
2024-01-16 04:15:00	SPY	ETF	474.53	474.54	474.29	474.29	490.0
2024-01-16 04:20:00	SPY	ETF	474.48	474.48	474.32	474.32	700.0
2024-01-16 04:25:00	SPY	ETF	474.18	474.18	474.0	474.01	2509.0
2024-01-16 04:30:00	SPY	ETF	474.03	474.41	474.0	474.41	2057.0
2024-01-16 04:35:00	SPY	ETF	474.38	474.42	474.38	474.42	850.0
2024-01-16 04:45:00	SPY	ETF	474.27	474.28	474.17	474.17	700.0
2024-01-16 04:50:00	SPY	ETF	474.4	474.4	474.4	474.4	500.0
2024-01-16 05:05:00	SPY	ETF	474.11	474.11	474.06	474.06	1800.0
2024-01-16 05:10:00	SPY	ETF	474.05	474.06	474.04	474.05	1396.0
2024-01-16 05:15:00	SPY	ETF	473.96	473.96	473.88	473.88	320.0
2024-01-16 05:20:00	SPY	ETF	473.97	473.97	473.97	473.97	100.0
2024-01-16 05:25:00	SPY	ETF	473.88	473.88	473.84	473.85	1154.0
2024-01-16 05:30:00	SPY	ETF	473.75	473.75	473.69	473.69	1200.0
2024-01-16 05:35:00	SPY	ETF	473.81	474.13	473.81	474.13	682.0
2024-01-16 05:40:00	SPY	ETF	474.15	474.15	474.07	474.07	400.0
2024-01-16 05:45:00	SPY	ETF	474.04	474.04	474.04	474.04	100.0
2024-01-16 05:50:00	SPY	ETF	473.91	473.91	473.9	473.9	601.0
2024-01-16 05:55:00	SPY	ETF	473.85	473.91	473.85	473.91	598.0
2024-01-16 06:00:00	SPY	ETF	474.01	474.01	473.93	473.93	634.0
2024-01-16 06:05:00	SPY	ETF	473.98	474.07	473.98	474.05	995.0
2024-01-16 06:10:00	SPY	ETF	474.0	474.1	474.0	474.0	727.0
2024-01-16 06:15:00	SPY	ETF	474.18	474.18	474.15	474.15	600.0
2024-01-16 06:20:00	SPY	ETF	474.1	474.1	474.06	474.06	700.0
2024-01-16 06:25:00	SPY	ETF	474.22	474.29	474.22	474.29	300.0
2024-01-16 06:30:00	SPY	ETF	474.3	474.36	474.19	474.19	480.0
2024-01-16 06:35:00	SPY	ETF	474.21	474.31	474.21	474.25	4800.0
2024-01-16 06:40:00	SPY	ETF	474.31	474.34	474.29	474.3	6000.0
2024-01-16 06:45:00	SPY	ETF	474.35	474.53	474.35	474.51	1200.0
2024-01-16 06:50:00	SPY	ETF	474.51	474.89	474.51	474.89	2935.0
2024-01-16 06:55:00	SPY	ETF	474.92	474.92	474.81	474.81	2003.0
2024-01-16 07:00:00	SPY	ETF	474.84	474.87	474.77	474.77	80664.0
2024-01-16 07:05:00	SPY	ETF	474.79	474.89	474.76	474.89	6281.0
2024-01-16 07:10:00	SPY	ETF	474.9	474.93	474.74	474.74	11863.0
2024-01-16 07:15:00	SPY	ETF	474.76	474.84	474.63	474.631	7935.0
2024-01-16 07:20:00	SPY	ETF	474.65	474.67	474.46	474.59	13086.0
2024-01-16 07:25:00	SPY	ETF	474.58	474.93	474.57	474.93	26871.0
2024-01-16 07:30:00	SPY	ETF	474.94	474.96	474.79	474.85	12468.0
2024-01-16 07:35:00	SPY	ETF	474.78	475.26	474.751	475.18	16477.0
2024-01-16 07:40:00	SPY	ETF	475.23	475.35	475.07	475.17	9905.0
2024-01-16 07:45:00	SPY	ETF	475.3	475.48	475.24	475.47	8248.0
2024-01-16 07:50:00	SPY	ETF	475.48	475.48	475.34	475.39	15344.0
2024-01-16 07:55:00	SPY	ETF	475.36	475.38	475.27	475.38	9045.0
2024-01-16 08:00:00	SPY	ETF	474.8304	475.45	473.85	474.1	55691.0
2024-01-16 08:05:00	SPY	ETF	475.21	475.35	475.18	475.29	16908.0
2024-01-16 08:10:00	SPY	ETF	475.28	475.29	474.9	474.91	45360.0
2024-01-16 08:15:00	SPY	ETF	474.96	475.02	474.81	474.83	46150.0
2024-01-16 08:20:00	SPY	ETF	474.91	474.91	474.55	474.56	24321.0

> showing 50 of 113,539 rows — these rows as CSV

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