PREVIEW / etf_5min / 2024-11-06

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-11-06.parquet
  size:    2.8 MB
  rows:    138,268

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
2024-11-06 04:00:00	SPY	ETF	583.0	590.0	583.0	589.4	36793.0
2024-11-06 04:05:00	SPY	ETF	589.05	590.6	589.04	589.23	51749.0
2024-11-06 04:10:00	SPY	ETF	589.23	589.23	588.79	589.04	19351.0
2024-11-06 04:15:00	SPY	ETF	589.02	589.06	588.75	588.76	12180.0
2024-11-06 04:20:00	SPY	ETF	588.64	589.1	588.56	588.95	20756.0
2024-11-06 04:25:00	SPY	ETF	588.86	588.98	588.78	588.95	13003.0
2024-11-06 04:30:00	SPY	ETF	589.0	589.6	588.96	589.34	17872.0
2024-11-06 04:35:00	SPY	ETF	589.24	589.64	589.01	589.01	12715.0
2024-11-06 04:40:00	SPY	ETF	589.23	589.79	589.09	589.13	30697.0
2024-11-06 04:45:00	SPY	ETF	589.11	589.41	589.1	589.31	4204.0
2024-11-06 04:50:00	SPY	ETF	589.3	590.0	589.3	589.75	39027.0
2024-11-06 04:55:00	SPY	ETF	589.57	590.11	589.57	590.11	10481.0
2024-11-06 05:00:00	SPY	ETF	590.1	590.25	589.96	589.97	6972.0
2024-11-06 05:05:00	SPY	ETF	589.77	589.77	589.39	589.59	5337.0
2024-11-06 05:10:00	SPY	ETF	589.54	589.83	589.39	589.52	7838.0
2024-11-06 05:15:00	SPY	ETF	589.7	589.98	589.7	589.85	8896.0
2024-11-06 05:20:00	SPY	ETF	589.76	589.92	589.76	589.89	3181.0
2024-11-06 05:25:00	SPY	ETF	589.79	590.71	589.79	590.01	33214.0
2024-11-06 05:30:00	SPY	ETF	590.1	590.32	590.1	590.21	7083.0
2024-11-06 05:35:00	SPY	ETF	590.18	590.2	590.13	590.17	2455.0
2024-11-06 05:40:00	SPY	ETF	590.05	590.07	589.74	589.88	16691.0
2024-11-06 05:45:00	SPY	ETF	589.98	590.1	589.85	589.86	8815.0
2024-11-06 05:50:00	SPY	ETF	589.89	589.94	589.3	589.48	113417.0
2024-11-06 05:55:00	SPY	ETF	589.41	589.62	589.4	589.53	44515.0
2024-11-06 06:00:00	SPY	ETF	589.65	589.66	589.22	589.27	35649.0
2024-11-06 06:05:00	SPY	ETF	589.32	589.54	589.21	589.54	8752.0
2024-11-06 06:10:00	SPY	ETF	589.58	589.6	589.44	589.6	9246.0
2024-11-06 06:15:00	SPY	ETF	589.75	589.95	589.7	589.9	8673.0
2024-11-06 06:20:00	SPY	ETF	589.85	589.99	589.75	589.99	35939.0
2024-11-06 06:25:00	SPY	ETF	589.99	589.99	589.52	589.63	26216.0
2024-11-06 06:30:00	SPY	ETF	589.57	589.59	589.29	589.29	26729.0
2024-11-06 06:35:00	SPY	ETF	589.3	589.48	588.91	588.98	27285.0
2024-11-06 06:40:00	SPY	ETF	588.8	589.07	588.52	588.65	85750.0
2024-11-06 06:45:00	SPY	ETF	588.64	588.96	588.55	588.55	37523.0
2024-11-06 06:50:00	SPY	ETF	588.56	588.57	587.3	587.78	36674.0
2024-11-06 06:55:00	SPY	ETF	588.0	588.09	587.65	587.78	23812.0
2024-11-06 07:00:00	SPY	ETF	587.76	588.6	587.46	588.59	94008.0
2024-11-06 07:05:00	SPY	ETF	588.55	588.8	588.37	588.77	59761.0
2024-11-06 07:10:00	SPY	ETF	588.84	589.24	588.79	589.24	45716.0
2024-11-06 07:15:00	SPY	ETF	589.07	589.79	589.07	589.42	150113.0
2024-11-06 07:20:00	SPY	ETF	589.42	589.44	588.77	588.8	87565.0
2024-11-06 07:25:00	SPY	ETF	588.83	589.13	588.77	589.0	31491.0
2024-11-06 07:30:00	SPY	ETF	589.05	589.66	588.91	589.64	55854.0
2024-11-06 07:35:00	SPY	ETF	589.66	589.66	589.39	589.39	42815.0
2024-11-06 07:40:00	SPY	ETF	589.57	589.8	589.37	589.75	33704.0
2024-11-06 07:45:00	SPY	ETF	589.74	590.41	589.74	589.88	54525.0
2024-11-06 07:50:00	SPY	ETF	589.86	589.96	589.68	589.92	33789.0
2024-11-06 07:55:00	SPY	ETF	589.92	590.08	589.57	589.7	48685.0
2024-11-06 08:00:00	SPY	ETF	587.65	590.52	582.5	589.26	318934.0
2024-11-06 08:05:00	SPY	ETF	589.32	589.56	589.2403	589.4298	39111.0

> showing 50 of 138,268 rows — these rows as CSV

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