PREVIEW / etf_5min / 2024-03-19

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-03-19.parquet
  size:    2.2 MB
  rows:    109,481

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
2024-03-19 04:00:00	SPY	ETF	512.45	512.53	512.33	512.52	2101.0
2024-03-19 04:05:00	SPY	ETF	512.57	512.57	512.11	512.14	5139.0
2024-03-19 04:10:00	SPY	ETF	512.2	512.31	512.12	512.12	670.0
2024-03-19 04:15:00	SPY	ETF	512.18	512.18	512.18	512.18	100.0
2024-03-19 04:20:00	SPY	ETF	512.11	512.43	512.11	512.43	500.0
2024-03-19 04:25:00	SPY	ETF	512.44	512.5	512.4	512.5	1100.0
2024-03-19 04:30:00	SPY	ETF	512.57	512.57	512.46	512.54	1525.0
2024-03-19 04:35:00	SPY	ETF	512.58	512.59	512.58	512.59	242.0
2024-03-19 04:40:00	SPY	ETF	512.73	513.04	512.73	513.03	3739.0
2024-03-19 04:45:00	SPY	ETF	513.11	513.12	512.98	512.98	1026.0
2024-03-19 04:50:00	SPY	ETF	513.21	513.45	513.21	513.45	2705.0
2024-03-19 04:55:00	SPY	ETF	513.39	513.39	512.85	512.85	4506.0
2024-03-19 05:00:00	SPY	ETF	512.95	513.06	512.92	513.06	2162.0
2024-03-19 05:05:00	SPY	ETF	512.75	512.75	512.4	512.54	4109.0
2024-03-19 05:10:00	SPY	ETF	512.45	512.46	512.45	512.46	800.0
2024-03-19 05:15:00	SPY	ETF	512.58	512.58	512.44	512.44	724.0
2024-03-19 05:25:00	SPY	ETF	512.42	512.47	512.42	512.47	1800.0
2024-03-19 05:30:00	SPY	ETF	512.49	512.49	512.49	512.49	625.0
2024-03-19 05:35:00	SPY	ETF	512.22	512.27	512.2	512.25	6800.0
2024-03-19 05:40:00	SPY	ETF	512.15	512.15	512.15	512.15	100.0
2024-03-19 05:45:00	SPY	ETF	512.15	512.15	511.97	512.0	1800.0
2024-03-19 05:50:00	SPY	ETF	511.95	511.95	511.95	511.95	300.0
2024-03-19 05:55:00	SPY	ETF	511.88	511.88	511.88	511.88	100.0
2024-03-19 06:00:00	SPY	ETF	512.09	512.09	512.06	512.06	400.0
2024-03-19 06:05:00	SPY	ETF	512.07	512.28	512.07	512.11	2900.0
2024-03-19 06:15:00	SPY	ETF	512.17	512.27	512.17	512.27	900.0
2024-03-19 06:20:00	SPY	ETF	512.17	512.19	512.1	512.19	7650.0
2024-03-19 06:25:00	SPY	ETF	512.16	512.16	512.16	512.16	200.0
2024-03-19 06:35:00	SPY	ETF	512.2	512.33	512.18	512.18	1645.0
2024-03-19 06:45:00	SPY	ETF	512.22	512.22	512.22	512.22	25000.0
2024-03-19 06:50:00	SPY	ETF	512.25	512.25	511.71	511.72	1799.0
2024-03-19 06:55:00	SPY	ETF	511.82	511.95	511.79	511.95	111362.0
2024-03-19 07:00:00	SPY	ETF	511.86	511.86	511.2	511.23	32003.0
2024-03-19 07:05:00	SPY	ETF	511.23	511.43	511.18	511.43	19042.0
2024-03-19 07:10:00	SPY	ETF	511.36	511.36	511.12	511.27	10873.0
2024-03-19 07:15:00	SPY	ETF	511.22	511.22	511.01	511.11	4321.0
2024-03-19 07:20:00	SPY	ETF	511.09	511.1	510.93	511.0	9916.0
2024-03-19 07:25:00	SPY	ETF	510.98	511.1	510.98	511.05	15283.0
2024-03-19 07:30:00	SPY	ETF	511.03	511.03	510.67	510.79	9500.0
2024-03-19 07:35:00	SPY	ETF	510.8	510.82	510.61	510.75	16054.0
2024-03-19 07:40:00	SPY	ETF	510.72	510.73	510.56	510.58	6318.0
2024-03-19 07:45:00	SPY	ETF	510.62	510.76	510.62	510.76	1635.0
2024-03-19 07:50:00	SPY	ETF	510.9	510.91	510.71	510.77	14033.0
2024-03-19 07:55:00	SPY	ETF	510.8	510.99	510.8	510.96	7361.0
2024-03-19 08:00:00	SPY	ETF	510.96	513.4604	510.59	510.85	34243.0
2024-03-19 08:05:00	SPY	ETF	512.49	512.78	510.42	510.48	23482.0
2024-03-19 08:10:00	SPY	ETF	510.51	510.68	510.48	510.67	10457.0
2024-03-19 08:15:00	SPY	ETF	510.59	510.87	510.59	510.79	8530.0
2024-03-19 08:20:00	SPY	ETF	510.8	510.83	510.47	510.48	7771.0
2024-03-19 08:25:00	SPY	ETF	510.46	510.46	510.29	510.34	37563.0

> showing 50 of 109,481 rows — these rows as CSV

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