PREVIEW / etf_5min / 2024-11-20

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-11-20.parquet
  size:    2.5 MB
  rows:    122,861

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
2024-11-20 04:00:00	SPY	ETF	591.57	591.61	591.42	591.49	2328.0
2024-11-20 04:05:00	SPY	ETF	591.64	591.68	591.63	591.63	529.0
2024-11-20 04:10:00	SPY	ETF	591.62	591.89	591.62	591.89	974.0
2024-11-20 04:15:00	SPY	ETF	591.99	592.01	591.84	592.01	1280.0
2024-11-20 04:20:00	SPY	ETF	591.98	591.98	591.85	591.85	1174.0
2024-11-20 04:25:00	SPY	ETF	591.95	591.95	591.9	591.9	1820.0
2024-11-20 04:30:00	SPY	ETF	591.72	591.78	591.52	591.52	1707.0
2024-11-20 04:40:00	SPY	ETF	591.73	591.73	591.62	591.62	205.0
2024-11-20 04:45:00	SPY	ETF	591.55	591.55	591.4	591.41	677.0
2024-11-20 04:50:00	SPY	ETF	591.3	591.65	591.21	591.65	28900.0
2024-11-20 04:55:00	SPY	ETF	591.47	591.53	591.39	591.42	2005.0
2024-11-20 05:00:00	SPY	ETF	591.44	591.44	591.22	591.25	3198.0
2024-11-20 05:05:00	SPY	ETF	591.2	591.4	591.2	591.38	1100.0
2024-11-20 05:10:00	SPY	ETF	591.37	591.37	591.37	591.37	100.0
2024-11-20 05:15:00	SPY	ETF	591.11	591.11	591.01	591.01	400.0
2024-11-20 05:20:00	SPY	ETF	590.95	590.95	590.77	590.85	4189.0
2024-11-20 05:25:00	SPY	ETF	590.99	591.17	590.58	590.58	5842.0
2024-11-20 05:30:00	SPY	ETF	590.53	590.63	590.45	590.63	1199.0
2024-11-20 05:35:00	SPY	ETF	590.99	590.99	590.95	590.95	587.0
2024-11-20 05:40:00	SPY	ETF	590.98	591.1	590.98	591.09	1370.0
2024-11-20 05:45:00	SPY	ETF	590.88	590.91	590.88	590.91	517.0
2024-11-20 05:55:00	SPY	ETF	590.82	590.82	590.75	590.75	600.0
2024-11-20 06:00:00	SPY	ETF	590.78	590.99	590.78	590.99	861.0
2024-11-20 06:05:00	SPY	ETF	591.29	591.29	591.29	591.29	300.0
2024-11-20 06:10:00	SPY	ETF	591.05	591.05	591.05	591.05	325.0
2024-11-20 06:20:00	SPY	ETF	591.22	591.22	591.13	591.13	887.0
2024-11-20 06:25:00	SPY	ETF	591.21	591.21	591.2	591.2	410.0
2024-11-20 06:30:00	SPY	ETF	591.12	591.12	590.79	590.96	17476.0
2024-11-20 06:35:00	SPY	ETF	590.82	590.84	590.69	590.7	3987.0
2024-11-20 06:40:00	SPY	ETF	590.72	590.9	590.63	590.9	2787.0
2024-11-20 06:45:00	SPY	ETF	590.95	591.12	590.89	591.01	3095.0
2024-11-20 06:50:00	SPY	ETF	591.0	591.04	590.8	591.0	2509.0
2024-11-20 06:55:00	SPY	ETF	591.07	591.07	590.8	591.03	1389.0
2024-11-20 07:00:00	SPY	ETF	591.0	591.33	590.95	591.3	11654.0
2024-11-20 07:05:00	SPY	ETF	591.2	591.25	591.06	591.06	2804.0
2024-11-20 07:10:00	SPY	ETF	591.02	591.3	590.99	591.3	1187.0
2024-11-20 07:15:00	SPY	ETF	591.35	591.47	591.35	591.47	425.0
2024-11-20 07:20:00	SPY	ETF	591.42	591.54	591.42	591.46	4414.0
2024-11-20 07:25:00	SPY	ETF	591.35	591.46	591.32	591.46	1924.0
2024-11-20 07:30:00	SPY	ETF	591.45	591.59	591.25	591.25	1651.0
2024-11-20 07:35:00	SPY	ETF	591.26	591.34	591.26	591.32	622.0
2024-11-20 07:40:00	SPY	ETF	591.29	591.31	591.29	591.31	600.0
2024-11-20 07:45:00	SPY	ETF	591.53	591.6	591.5	591.6	14177.0
2024-11-20 07:50:00	SPY	ETF	591.54	591.58	591.52	591.58	1370.0
2024-11-20 07:55:00	SPY	ETF	591.63	591.72	591.58	591.66	2572.0
2024-11-20 08:00:00	SPY	ETF	591.11	592.03	590.9699	591.83	79995.0
2024-11-20 08:05:00	SPY	ETF	591.75	591.84	591.65	591.68	8431.0
2024-11-20 08:10:00	SPY	ETF	591.7	591.7	591.55	591.6	2986.0
2024-11-20 08:15:00	SPY	ETF	591.63	591.8	591.55	591.74	9254.0
2024-11-20 08:20:00	SPY	ETF	591.8	591.82	591.7496	591.75	6569.0

> showing 50 of 122,861 rows — these rows as CSV

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