PREVIEW / etf_5min / 2024-10-09

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-10-09.parquet
  size:    2.3 MB
  rows:    113,913

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
2024-10-09 04:00:00	SPY	ETF	571.8	572.08	571.8	572.08	9794.0
2024-10-09 04:05:00	SPY	ETF	572.03	572.03	572.03	572.03	373.0
2024-10-09 04:10:00	SPY	ETF	571.9	572.09	571.9	571.99	1297.0
2024-10-09 04:15:00	SPY	ETF	571.99	571.99	571.69	571.69	2708.0
2024-10-09 04:20:00	SPY	ETF	571.62	571.65	571.52	571.65	1074.0
2024-10-09 04:25:00	SPY	ETF	571.62	571.62	571.53	571.53	358.0
2024-10-09 04:30:00	SPY	ETF	571.53	571.71	571.53	571.71	343.0
2024-10-09 04:35:00	SPY	ETF	571.64	571.85	571.64	571.85	853.0
2024-10-09 04:40:00	SPY	ETF	571.99	571.99	571.99	571.99	487.0
2024-10-09 04:45:00	SPY	ETF	572.09	572.14	572.03	572.07	921.0
2024-10-09 04:50:00	SPY	ETF	571.99	571.99	571.9	571.9	487.0
2024-10-09 04:55:00	SPY	ETF	571.87	572.02	571.87	572.02	727.0
2024-10-09 05:00:00	SPY	ETF	572.14	572.14	572.14	572.14	167.0
2024-10-09 05:05:00	SPY	ETF	572.13	572.17	572.13	572.17	450.0
2024-10-09 05:10:00	SPY	ETF	572.17	572.21	572.13	572.13	587.0
2024-10-09 05:15:00	SPY	ETF	572.3	572.45	572.25	572.45	3598.0
2024-10-09 05:20:00	SPY	ETF	572.45	572.49	572.39	572.39	2724.0
2024-10-09 05:30:00	SPY	ETF	572.44	572.51	572.44	572.51	402.0
2024-10-09 05:35:00	SPY	ETF	572.42	572.49	572.42	572.48	1724.0
2024-10-09 05:40:00	SPY	ETF	572.55	572.57	572.55	572.57	1398.0
2024-10-09 05:45:00	SPY	ETF	572.65	572.65	572.6	572.65	1303.0
2024-10-09 05:50:00	SPY	ETF	572.71	572.71	572.68	572.68	387.0
2024-10-09 05:55:00	SPY	ETF	572.63	572.67	572.62	572.66	1323.0
2024-10-09 06:00:00	SPY	ETF	572.59	572.59	572.46	572.46	1000.0
2024-10-09 06:05:00	SPY	ETF	572.53	572.71	572.53	572.71	900.0
2024-10-09 06:10:00	SPY	ETF	572.72	572.84	572.72	572.84	5010.0
2024-10-09 06:15:00	SPY	ETF	572.83	573.0	572.83	573.0	4300.0
2024-10-09 06:25:00	SPY	ETF	572.87	572.92	572.87	572.92	1300.0
2024-10-09 06:30:00	SPY	ETF	572.89	572.93	572.89	572.93	900.0
2024-10-09 06:35:00	SPY	ETF	572.91	572.95	572.87	572.95	2008.0
2024-10-09 06:40:00	SPY	ETF	573.03	573.03	573.03	573.03	400.0
2024-10-09 06:45:00	SPY	ETF	573.0	573.12	573.0	573.12	420.0
2024-10-09 06:50:00	SPY	ETF	573.2	573.2	573.2	573.2	400.0
2024-10-09 06:55:00	SPY	ETF	572.99	572.99	572.93	572.93	2298.0
2024-10-09 07:00:00	SPY	ETF	573.0	573.15	572.95	572.95	4785.0
2024-10-09 07:05:00	SPY	ETF	572.94	572.97	572.8	572.82	2538.0
2024-10-09 07:10:00	SPY	ETF	572.85	572.97	572.85	572.97	2949.0
2024-10-09 07:15:00	SPY	ETF	572.9	573.03	572.9	572.95	2642.0
2024-10-09 07:20:00	SPY	ETF	572.95	572.96	572.91	572.95	25548.0
2024-10-09 07:25:00	SPY	ETF	572.94	572.95	572.771	572.8	4422.0
2024-10-09 07:30:00	SPY	ETF	572.84	572.86	572.75	572.75	1068.0
2024-10-09 07:35:00	SPY	ETF	572.71	572.74	572.7	572.74	8088.0
2024-10-09 07:40:00	SPY	ETF	572.91	572.94	572.91	572.94	295.0
2024-10-09 07:45:00	SPY	ETF	573.0	573.1	572.92	572.92	36400.0
2024-10-09 07:50:00	SPY	ETF	572.92	572.92	572.85	572.88	2145.0
2024-10-09 07:55:00	SPY	ETF	572.96	572.96	572.7	572.7	5732.0
2024-10-09 08:00:00	SPY	ETF	573.02	573.0793	571.56	572.96	151972.0
2024-10-09 08:05:00	SPY	ETF	572.99	573.12	572.99	573.0315	3686.0
2024-10-09 08:10:00	SPY	ETF	573.01	573.06	572.92	572.97	4480.0
2024-10-09 08:15:00	SPY	ETF	572.98	573.03	572.95	573.02	6200.0

> showing 50 of 113,913 rows — these rows as CSV

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