PREVIEW / etf_5min / 2024-11-15

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-11-15.parquet
  size:    2.6 MB
  rows:    126,249

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
2024-11-15 04:00:00	SPY	ETF	590.35	590.49	590.27	590.28	12191.0
2024-11-15 04:05:00	SPY	ETF	590.26	590.26	590.1	590.1	1759.0
2024-11-15 04:10:00	SPY	ETF	590.25	590.25	590.06	590.06	796.0
2024-11-15 04:15:00	SPY	ETF	590.0	590.12	589.97	590.12	4005.0
2024-11-15 04:20:00	SPY	ETF	590.17	590.17	590.09	590.12	1016.0
2024-11-15 04:25:00	SPY	ETF	590.15	590.2	590.12	590.12	807.0
2024-11-15 04:30:00	SPY	ETF	590.06	590.06	590.06	590.06	100.0
2024-11-15 04:35:00	SPY	ETF	590.14	590.36	590.14	590.36	900.0
2024-11-15 04:40:00	SPY	ETF	590.28	590.31	590.22	590.22	6492.0
2024-11-15 04:45:00	SPY	ETF	590.17	590.17	590.02	590.04	2002.0
2024-11-15 04:50:00	SPY	ETF	590.04	590.04	589.88	589.88	500.0
2024-11-15 04:55:00	SPY	ETF	590.0	590.03	589.93	590.03	1133.0
2024-11-15 05:00:00	SPY	ETF	590.04	590.15	590.02	590.15	4300.0
2024-11-15 05:05:00	SPY	ETF	590.11	590.11	590.11	590.11	100.0
2024-11-15 05:10:00	SPY	ETF	590.09	590.09	590.0	590.0	1395.0
2024-11-15 05:15:00	SPY	ETF	590.03	590.03	589.94	589.94	200.0
2024-11-15 05:20:00	SPY	ETF	589.71	589.71	589.71	589.71	999.0
2024-11-15 05:25:00	SPY	ETF	590.05	590.08	590.05	590.08	200.0
2024-11-15 05:30:00	SPY	ETF	590.03	590.12	589.93	590.04	2516.0
2024-11-15 05:35:00	SPY	ETF	590.07	590.11	590.07	590.11	251.0
2024-11-15 05:40:00	SPY	ETF	589.96	590.05	589.96	590.05	8442.0
2024-11-15 05:45:00	SPY	ETF	590.03	590.2	590.02	590.2	708.0
2024-11-15 05:50:00	SPY	ETF	590.15	590.27	590.09	590.1	7884.0
2024-11-15 05:55:00	SPY	ETF	590.18	590.23	590.17	590.22	16956.0
2024-11-15 06:00:00	SPY	ETF	590.22	590.36	590.22	590.36	4521.0
2024-11-15 06:05:00	SPY	ETF	590.36	590.56	590.36	590.55	2800.0
2024-11-15 06:10:00	SPY	ETF	590.52	590.66	590.48	590.66	600.0
2024-11-15 06:15:00	SPY	ETF	590.6	590.66	590.6	590.62	9342.0
2024-11-15 06:20:00	SPY	ETF	590.65	590.65	590.58	590.58	2505.0
2024-11-15 06:25:00	SPY	ETF	590.66	590.66	590.65	590.66	900.0
2024-11-15 06:30:00	SPY	ETF	590.62	590.68	590.59	590.61	3628.0
2024-11-15 06:35:00	SPY	ETF	590.65	590.76	590.65	590.75	15907.0
2024-11-15 06:40:00	SPY	ETF	590.75	590.75	590.58	590.65	26913.0
2024-11-15 06:45:00	SPY	ETF	590.66	590.67	590.66	590.67	4860.0
2024-11-15 06:50:00	SPY	ETF	590.73	590.75	590.71	590.71	996.0
2024-11-15 06:55:00	SPY	ETF	590.74	590.77	590.7	590.75	17794.0
2024-11-15 07:00:00	SPY	ETF	590.68	590.78	590.67	590.76	12312.0
2024-11-15 07:05:00	SPY	ETF	590.78	590.989	590.77	590.989	9274.0
2024-11-15 07:10:00	SPY	ETF	591.0	591.09	590.97	591.08	59389.0
2024-11-15 07:15:00	SPY	ETF	591.07	591.11	590.89	590.89	22822.0
2024-11-15 07:20:00	SPY	ETF	590.87	590.91	590.67	590.68	13349.0
2024-11-15 07:25:00	SPY	ETF	590.74	590.9	590.71	590.9	7894.0
2024-11-15 07:30:00	SPY	ETF	590.88	590.91	590.77	590.9	12396.0
2024-11-15 07:35:00	SPY	ETF	590.91	590.97	590.8	590.95	16602.0
2024-11-15 07:40:00	SPY	ETF	590.97	591.04	590.94	590.94	13064.0
2024-11-15 07:45:00	SPY	ETF	590.87	590.99	590.87	590.99	7105.0
2024-11-15 07:50:00	SPY	ETF	591.06	591.15	591.02	591.08	12490.0
2024-11-15 07:55:00	SPY	ETF	591.09	591.36	591.081	591.36	21293.0
2024-11-15 08:00:00	SPY	ETF	590.7	592.23	589.18	591.14	67563.0
2024-11-15 08:05:00	SPY	ETF	591.12	591.18	590.91	590.91	26148.0

> showing 50 of 126,249 rows — these rows as CSV

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