PREVIEW / etf_5min / 2024-11-19

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-11-19.parquet
  size:    2.6 MB
  rows:    125,716

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
2024-11-19 04:00:00	SPY	ETF	588.4	588.4	587.96	588.14	12203.0
2024-11-19 04:05:00	SPY	ETF	588.28	588.28	587.99	588.09	1479.0
2024-11-19 04:10:00	SPY	ETF	588.23	588.23	588.02	588.09	1880.0
2024-11-19 04:15:00	SPY	ETF	588.04	588.04	587.22	587.22	7447.0
2024-11-19 04:20:00	SPY	ETF	587.24	587.5	586.95	586.95	3817.0
2024-11-19 04:25:00	SPY	ETF	586.84	586.84	585.05	585.3	10566.0
2024-11-19 04:30:00	SPY	ETF	585.23	585.54	584.63	585.37	8621.0
2024-11-19 04:35:00	SPY	ETF	585.45	585.91	585.45	585.75	17225.0
2024-11-19 04:40:00	SPY	ETF	585.26	585.48	584.85	584.85	3480.0
2024-11-19 04:45:00	SPY	ETF	584.85	585.19	584.85	585.19	6131.0
2024-11-19 04:50:00	SPY	ETF	585.28	585.73	585.28	585.67	2774.0
2024-11-19 04:55:00	SPY	ETF	585.63	585.8	585.31	585.43	5345.0
2024-11-19 05:00:00	SPY	ETF	585.7	585.7	585.67	585.67	1700.0
2024-11-19 05:05:00	SPY	ETF	585.57	585.88	585.52	585.52	1822.0
2024-11-19 05:10:00	SPY	ETF	585.52	585.52	585.2	585.2	1191.0
2024-11-19 05:15:00	SPY	ETF	585.75	586.25	585.72	586.25	2846.0
2024-11-19 05:20:00	SPY	ETF	585.9	586.32	585.9	586.18	11009.0
2024-11-19 05:25:00	SPY	ETF	586.06	586.06	585.62	585.62	1523.0
2024-11-19 05:30:00	SPY	ETF	585.5	585.66	585.49	585.56	4122.0
2024-11-19 05:35:00	SPY	ETF	585.83	586.11	585.83	586.11	600.0
2024-11-19 05:40:00	SPY	ETF	585.91	585.91	585.91	585.91	110.0
2024-11-19 05:45:00	SPY	ETF	586.07	586.4	586.04	586.4	2350.0
2024-11-19 05:50:00	SPY	ETF	586.1	586.1	585.99	585.99	400.0
2024-11-19 05:55:00	SPY	ETF	585.93	585.93	585.93	585.93	400.0
2024-11-19 06:00:00	SPY	ETF	586.01	586.08	585.98	586.08	1838.0
2024-11-19 06:05:00	SPY	ETF	585.85	586.2	585.85	586.03	1303.0
2024-11-19 06:10:00	SPY	ETF	585.88	585.93	585.88	585.93	1400.0
2024-11-19 06:15:00	SPY	ETF	586.22	586.22	585.84	585.84	5513.0
2024-11-19 06:20:00	SPY	ETF	585.84	585.98	585.81	585.85	23050.0
2024-11-19 06:25:00	SPY	ETF	585.9	586.0	585.59	585.59	1481.0
2024-11-19 06:30:00	SPY	ETF	585.59	585.83	585.35	585.83	1574.0
2024-11-19 06:35:00	SPY	ETF	585.54	585.85	585.54	585.76	10500.0
2024-11-19 06:40:00	SPY	ETF	585.83	585.96	585.83	585.96	1698.0
2024-11-19 06:45:00	SPY	ETF	586.07	586.13	586.07	586.13	200.0
2024-11-19 06:50:00	SPY	ETF	585.92	586.05	585.84	585.89	3278.0
2024-11-19 06:55:00	SPY	ETF	585.86	585.94	585.68	585.81	3681.0
2024-11-19 07:00:00	SPY	ETF	586.03	586.66	585.93	586.56	30294.0
2024-11-19 07:05:00	SPY	ETF	586.58	587.06	586.53	587.05	11329.0
2024-11-19 07:10:00	SPY	ETF	587.04	587.06	586.76	586.9	13708.0
2024-11-19 07:15:00	SPY	ETF	586.87	586.9	586.5	586.59	9593.0
2024-11-19 07:20:00	SPY	ETF	586.46	586.82	586.46	586.82	5133.0
2024-11-19 07:25:00	SPY	ETF	586.82	586.96	586.75	586.92	2606.0
2024-11-19 07:30:00	SPY	ETF	586.84	586.94	586.52	586.52	4538.0
2024-11-19 07:35:00	SPY	ETF	586.5	586.66	586.5	586.66	1389.0
2024-11-19 07:40:00	SPY	ETF	586.51	586.78	586.51	586.78	1546.0
2024-11-19 07:45:00	SPY	ETF	586.69	586.8	586.61	586.8	748.0
2024-11-19 07:50:00	SPY	ETF	586.8	586.95	586.8	586.95	1500.0
2024-11-19 07:55:00	SPY	ETF	587.0	587.05	586.94	587.04	15459.0
2024-11-19 08:00:00	SPY	ETF	587.0	589.35	584.6396	586.78	49025.0
2024-11-19 08:05:00	SPY	ETF	586.83	586.89	586.7718	586.82	6397.0

> showing 50 of 125,716 rows — these rows as CSV

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