PREVIEW / etf_5min / 2024-03-01

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-03-01.parquet
  size:    2.3 MB
  rows:    114,159

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
2024-03-01 04:00:00	SPY	ETF	509.0	509.28	509.0	509.23	8707.0
2024-03-01 04:05:00	SPY	ETF	509.16	509.34	509.13	509.34	3917.0
2024-03-01 04:10:00	SPY	ETF	509.31	509.38	509.24	509.38	4395.0
2024-03-01 04:15:00	SPY	ETF	509.4	509.52	509.4	509.45	4659.0
2024-03-01 04:20:00	SPY	ETF	509.54	509.64	509.54	509.64	4270.0
2024-03-01 04:25:00	SPY	ETF	509.6	509.6	509.53	509.53	1200.0
2024-03-01 04:30:00	SPY	ETF	509.5	509.5	509.2	509.33	4261.0
2024-03-01 04:35:00	SPY	ETF	509.35	509.49	509.35	509.47	694.0
2024-03-01 04:40:00	SPY	ETF	509.5	509.5	509.45	509.45	500.0
2024-03-01 04:50:00	SPY	ETF	509.43	509.44	509.43	509.44	1000.0
2024-03-01 04:55:00	SPY	ETF	509.31	509.31	509.25	509.25	700.0
2024-03-01 05:00:00	SPY	ETF	509.2	509.2	509.0	509.05	3463.0
2024-03-01 05:05:00	SPY	ETF	509.02	509.16	509.02	509.11	950.0
2024-03-01 05:10:00	SPY	ETF	509.0	509.0	508.48	508.48	2469.0
2024-03-01 05:15:00	SPY	ETF	508.51	508.51	507.79	507.8	3206.0
2024-03-01 05:20:00	SPY	ETF	507.77	507.77	507.47	507.47	8338.0
2024-03-01 05:25:00	SPY	ETF	507.44	507.49	507.39	507.4	4300.0
2024-03-01 05:30:00	SPY	ETF	507.6	507.68	507.56	507.59	1200.0
2024-03-01 05:35:00	SPY	ETF	507.85	508.05	507.75	508.03	2050.0
2024-03-01 05:40:00	SPY	ETF	507.79	507.79	507.79	507.79	100.0
2024-03-01 05:45:00	SPY	ETF	507.82	507.82	507.77	507.77	1050.0
2024-03-01 05:50:00	SPY	ETF	507.85	507.86	507.55	507.65	25848.0
2024-03-01 05:55:00	SPY	ETF	507.67	507.95	507.61	507.93	56890.0
2024-03-01 06:00:00	SPY	ETF	507.95	508.1	507.95	508.05	11660.0
2024-03-01 06:05:00	SPY	ETF	508.05	508.17	508.03	508.07	42295.0
2024-03-01 06:10:00	SPY	ETF	508.03	508.13	508.03	508.13	700.0
2024-03-01 06:15:00	SPY	ETF	508.16	508.33	508.16	508.33	1000.0
2024-03-01 06:20:00	SPY	ETF	508.26	508.26	508.22	508.22	750.0
2024-03-01 06:25:00	SPY	ETF	508.27	508.27	508.26	508.26	320.0
2024-03-01 06:30:00	SPY	ETF	508.24	508.33	508.24	508.33	625.0
2024-03-01 06:35:00	SPY	ETF	508.16	508.16	508.14	508.14	1490.0
2024-03-01 06:40:00	SPY	ETF	508.39	508.39	508.39	508.39	600.0
2024-03-01 06:45:00	SPY	ETF	508.35	508.5	508.35	508.45	1800.0
2024-03-01 06:50:00	SPY	ETF	508.43	508.44	508.41	508.41	2100.0
2024-03-01 06:55:00	SPY	ETF	508.4	508.45	508.39	508.45	725.0
2024-03-01 07:00:00	SPY	ETF	508.48	508.5	508.4	508.42	1851.0
2024-03-01 07:05:00	SPY	ETF	508.42	508.48	508.3	508.3	1548.0
2024-03-01 07:10:00	SPY	ETF	508.37	508.37	508.28	508.31	10959.0
2024-03-01 07:15:00	SPY	ETF	508.35	508.4	508.3	508.38	4190.0
2024-03-01 07:20:00	SPY	ETF	508.33	508.41	508.17	508.19	3430.0
2024-03-01 07:25:00	SPY	ETF	508.21	508.33	508.2	508.27	8889.0
2024-03-01 07:30:00	SPY	ETF	508.25	508.31	508.24	508.27	968.0
2024-03-01 07:35:00	SPY	ETF	508.35	508.49	508.3	508.49	2430.0
2024-03-01 07:40:00	SPY	ETF	508.53	508.53	508.46	508.46	10401.0
2024-03-01 07:45:00	SPY	ETF	508.48	508.6	508.47	508.59	101253.0
2024-03-01 07:50:00	SPY	ETF	508.64	508.77	508.64	508.77	35161.0
2024-03-01 07:55:00	SPY	ETF	508.8	508.82	508.54	508.54	12521.0
2024-03-01 08:00:00	SPY	ETF	508.4982	509.96	507.8904	509.79	31698.0
2024-03-01 08:05:00	SPY	ETF	509.39	509.65	508.74	508.84	7035.0
2024-03-01 08:10:00	SPY	ETF	508.86	509.0	508.8	508.89	49060.0

> showing 50 of 114,159 rows — these rows as CSV

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