PREVIEW / etf_5min / 2024-10-01

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-10-01.parquet
  size:    2.5 MB
  rows:    123,332

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
2024-10-01 04:00:00	SPY	ETF	573.5	573.81	573.5	573.81	1851.0
2024-10-01 04:05:00	SPY	ETF	573.41	573.46	573.3	573.3	2514.0
2024-10-01 04:10:00	SPY	ETF	573.4	573.4	573.14	573.14	1230.0
2024-10-01 04:15:00	SPY	ETF	573.18	573.35	573.18	573.32	1711.0
2024-10-01 04:20:00	SPY	ETF	573.28	573.43	573.2	573.2	2561.0
2024-10-01 04:25:00	SPY	ETF	573.23	573.34	573.2	573.28	1542.0
2024-10-01 04:35:00	SPY	ETF	573.56	573.57	573.38	573.38	703.0
2024-10-01 04:40:00	SPY	ETF	573.41	573.51	573.38	573.51	520.0
2024-10-01 04:45:00	SPY	ETF	573.55	573.55	573.55	573.55	437.0
2024-10-01 04:50:00	SPY	ETF	573.36	573.36	573.27	573.27	1133.0
2024-10-01 04:55:00	SPY	ETF	573.12	573.16	573.12	573.16	457.0
2024-10-01 05:00:00	SPY	ETF	573.17	573.28	573.14	573.21	1194.0
2024-10-01 05:05:00	SPY	ETF	573.25	573.25	573.14	573.14	339.0
2024-10-01 05:10:00	SPY	ETF	573.12	573.2	573.06	573.2	1600.0
2024-10-01 05:15:00	SPY	ETF	573.11	573.21	573.05	573.05	687.0
2024-10-01 05:20:00	SPY	ETF	573.0	573.06	573.0	573.04	1477.0
2024-10-01 05:25:00	SPY	ETF	573.08	573.32	573.08	573.32	1074.0
2024-10-01 05:30:00	SPY	ETF	573.34	573.36	573.3	573.36	888.0
2024-10-01 05:35:00	SPY	ETF	573.28	573.39	573.28	573.33	1302.0
2024-10-01 05:40:00	SPY	ETF	573.16	573.16	573.14	573.16	2400.0
2024-10-01 05:45:00	SPY	ETF	573.28	573.28	573.23	573.23	400.0
2024-10-01 05:50:00	SPY	ETF	573.41	573.41	573.41	573.41	100.0
2024-10-01 06:00:00	SPY	ETF	573.33	573.33	573.33	573.33	187.0
2024-10-01 06:05:00	SPY	ETF	573.4	573.46	573.36	573.41	2299.0
2024-10-01 06:10:00	SPY	ETF	573.44	573.56	573.44	573.55	6074.0
2024-10-01 06:15:00	SPY	ETF	573.6	573.6	573.59	573.59	693.0
2024-10-01 06:20:00	SPY	ETF	573.68	573.73	573.68	573.7	1598.0
2024-10-01 06:25:00	SPY	ETF	573.71	573.84	573.71	573.84	1289.0
2024-10-01 06:30:00	SPY	ETF	573.84	573.84	573.73	573.75	27385.0
2024-10-01 06:35:00	SPY	ETF	573.75	573.94	573.72	573.91	41452.0
2024-10-01 06:40:00	SPY	ETF	573.92	573.95	573.92	573.93	987.0
2024-10-01 06:45:00	SPY	ETF	573.9	574.0	573.9	573.95	5478.0
2024-10-01 06:50:00	SPY	ETF	573.96	574.0	573.85	574.0	1960.0
2024-10-01 06:55:00	SPY	ETF	573.99	574.27	573.99	574.16	4622.0
2024-10-01 07:00:00	SPY	ETF	574.15	574.38	574.14	574.34	22091.0
2024-10-01 07:05:00	SPY	ETF	574.34	574.34	574.18	574.3	32086.0
2024-10-01 07:10:00	SPY	ETF	574.24	574.3	574.18	574.24	4392.0
2024-10-01 07:15:00	SPY	ETF	574.14	574.14	573.94	574.0	6372.0
2024-10-01 07:20:00	SPY	ETF	574.01	574.04	573.78	573.78	4692.0
2024-10-01 07:25:00	SPY	ETF	573.75	573.86	573.75	573.76	3709.0
2024-10-01 07:30:00	SPY	ETF	573.84	573.84	573.55	573.56	4363.0
2024-10-01 07:35:00	SPY	ETF	573.6	573.6	573.35	573.35	7338.0
2024-10-01 07:40:00	SPY	ETF	573.34	573.52	573.34	573.41	3194.0
2024-10-01 07:45:00	SPY	ETF	573.39	573.54	573.39	573.5	4292.0
2024-10-01 07:50:00	SPY	ETF	573.47	573.66	573.47	573.65	4217.0
2024-10-01 07:55:00	SPY	ETF	573.57	573.62	573.57	573.62	700.0
2024-10-01 08:00:00	SPY	ETF	574.25	574.352	572.88	573.76	33567.0
2024-10-01 08:05:00	SPY	ETF	573.66	573.75	573.58	573.75	5836.0
2024-10-01 08:10:00	SPY	ETF	573.7	573.7	573.59	573.659	1968.0
2024-10-01 08:15:00	SPY	ETF	573.6	573.6	573.42	573.5516	4853.0

> showing 50 of 123,332 rows — these rows as CSV

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