PREVIEW / etf_5min / 2024-11-26

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-11-26.parquet
  size:    2.5 MB
  rows:    124,405

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
2024-11-26 04:00:00	SPY	ETF	597.13	597.47	596.97	597.47	11846.0
2024-11-26 04:05:00	SPY	ETF	597.55	597.55	597.3	597.3	1752.0
2024-11-26 04:10:00	SPY	ETF	597.61	597.62	597.45	597.62	2107.0
2024-11-26 04:15:00	SPY	ETF	597.6	597.6	597.6	597.6	762.0
2024-11-26 04:20:00	SPY	ETF	597.52	597.53	597.52	597.53	700.0
2024-11-26 04:25:00	SPY	ETF	597.47	597.6	597.47	597.53	1729.0
2024-11-26 04:30:00	SPY	ETF	597.47	597.52	597.34	597.35	939.0
2024-11-26 04:35:00	SPY	ETF	597.45	597.45	597.38	597.38	300.0
2024-11-26 04:40:00	SPY	ETF	597.56	597.59	597.56	597.59	710.0
2024-11-26 04:45:00	SPY	ETF	597.56	597.56	597.54	597.54	289.0
2024-11-26 04:50:00	SPY	ETF	597.53	597.53	597.53	597.53	239.0
2024-11-26 05:00:00	SPY	ETF	597.73	598.01	597.73	598.01	500.0
2024-11-26 05:05:00	SPY	ETF	597.86	597.86	597.62	597.62	930.0
2024-11-26 05:15:00	SPY	ETF	597.72	597.81	597.72	597.81	700.0
2024-11-26 05:20:00	SPY	ETF	597.72	597.8	597.72	597.8	316.0
2024-11-26 05:25:00	SPY	ETF	597.62	597.62	597.45	597.45	1400.0
2024-11-26 05:30:00	SPY	ETF	597.45	597.45	597.2	597.27	2758.0
2024-11-26 05:35:00	SPY	ETF	597.53	597.53	597.5	597.5	200.0
2024-11-26 05:40:00	SPY	ETF	597.52	597.52	597.31	597.44	1476.0
2024-11-26 05:45:00	SPY	ETF	597.52	597.69	597.52	597.69	507.0
2024-11-26 05:50:00	SPY	ETF	597.77	597.79	597.77	597.79	998.0
2024-11-26 05:55:00	SPY	ETF	597.9	598.0	597.9	598.0	4813.0
2024-11-26 06:00:00	SPY	ETF	598.0	598.0	598.0	598.0	187.0
2024-11-26 06:05:00	SPY	ETF	597.99	598.17	597.99	598.17	800.0
2024-11-26 06:10:00	SPY	ETF	598.02	598.02	598.02	598.02	100.0
2024-11-26 06:15:00	SPY	ETF	598.07	598.12	598.07	598.12	300.0
2024-11-26 06:20:00	SPY	ETF	598.01	598.01	598.0	598.0	576.0
2024-11-26 06:25:00	SPY	ETF	598.04	598.05	597.82	597.87	1447.0
2024-11-26 06:30:00	SPY	ETF	597.7	597.7	597.69	597.69	300.0
2024-11-26 06:35:00	SPY	ETF	597.9	598.15	597.9	598.15	1087.0
2024-11-26 06:40:00	SPY	ETF	598.18	598.49	598.18	598.49	2150.0
2024-11-26 06:45:00	SPY	ETF	598.43	598.65	598.43	598.65	3520.0
2024-11-26 06:50:00	SPY	ETF	598.62	599.19	598.62	599.01	4484.0
2024-11-26 06:55:00	SPY	ETF	598.9	599.09	598.9	598.96	2841.0
2024-11-26 07:00:00	SPY	ETF	598.95	598.98	598.6	598.83	110031.0
2024-11-26 07:05:00	SPY	ETF	598.9	599.07	598.76	599.06	18905.0
2024-11-26 07:10:00	SPY	ETF	599.14	599.18	599.0	599.15	8178.0
2024-11-26 07:15:00	SPY	ETF	599.2	599.22	599.11	599.11	17767.0
2024-11-26 07:20:00	SPY	ETF	599.13	599.13	598.82	598.83	38609.0
2024-11-26 07:25:00	SPY	ETF	598.83	599.0	598.83	598.99	32763.0
2024-11-26 07:30:00	SPY	ETF	598.98	599.04	598.93	599.03	32837.0
2024-11-26 07:35:00	SPY	ETF	599.05	599.12	598.99	599.12	22681.0
2024-11-26 07:40:00	SPY	ETF	599.17	599.2	599.1	599.11	4162.0
2024-11-26 07:45:00	SPY	ETF	599.01	599.19	599.01	599.19	10680.0
2024-11-26 07:50:00	SPY	ETF	599.18	599.18	599.08	599.08	3497.0
2024-11-26 07:55:00	SPY	ETF	599.05	599.15	599.0	599.15	39415.0
2024-11-26 08:00:00	SPY	ETF	599.2	599.26	596.73	598.93	63123.0
2024-11-26 08:05:00	SPY	ETF	598.88	599.33	598.75	599.07	25121.0
2024-11-26 08:10:00	SPY	ETF	599.03	599.05	598.76	598.8	15054.0
2024-11-26 08:15:00	SPY	ETF	598.85	598.92	598.7	598.92	14103.0

> showing 50 of 124,405 rows — these rows as CSV

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