PREVIEW / etf_5min / 2024-12-04

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-12-04.parquet
  size:    2.6 MB
  rows:    127,143

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
2024-12-04 04:00:00	SPY	ETF	604.68	605.39	604.68	605.33	5121.0
2024-12-04 04:05:00	SPY	ETF	605.35	605.35	605.26	605.31	4785.0
2024-12-04 04:10:00	SPY	ETF	605.26	605.49	605.26	605.48	15059.0
2024-12-04 04:15:00	SPY	ETF	605.49	605.58	605.48	605.53	2022.0
2024-12-04 04:20:00	SPY	ETF	605.33	605.46	605.33	605.46	1193.0
2024-12-04 04:25:00	SPY	ETF	605.33	605.33	605.31	605.31	820.0
2024-12-04 04:30:00	SPY	ETF	605.31	605.37	605.31	605.37	534.0
2024-12-04 04:35:00	SPY	ETF	605.27	605.28	605.21	605.22	1212.0
2024-12-04 04:40:00	SPY	ETF	605.35	605.37	605.35	605.37	2100.0
2024-12-04 04:45:00	SPY	ETF	605.42	605.42	605.4	605.4	287.0
2024-12-04 04:50:00	SPY	ETF	605.4	605.41	605.4	605.41	1240.0
2024-12-04 04:55:00	SPY	ETF	605.38	605.39	605.28	605.39	1510.0
2024-12-04 05:00:00	SPY	ETF	605.37	605.37	605.31	605.31	1800.0
2024-12-04 05:05:00	SPY	ETF	605.31	605.31	605.31	605.31	18299.0
2024-12-04 05:10:00	SPY	ETF	605.39	605.42	605.1	605.21	15604.0
2024-12-04 05:15:00	SPY	ETF	605.25	605.25	605.25	605.25	500.0
2024-12-04 05:20:00	SPY	ETF	605.19	605.24	605.17	605.24	1235.0
2024-12-04 05:25:00	SPY	ETF	605.19	605.27	605.19	605.27	3226.0
2024-12-04 05:35:00	SPY	ETF	605.3	605.3	605.3	605.3	947.0
2024-12-04 05:40:00	SPY	ETF	605.49	605.49	605.46	605.46	5000.0
2024-12-04 05:45:00	SPY	ETF	605.52	605.54	605.52	605.53	4000.0
2024-12-04 05:50:00	SPY	ETF	605.6	605.6	605.5	605.5	619.0
2024-12-04 06:00:00	SPY	ETF	605.48	605.51	605.48	605.5	20106.0
2024-12-04 06:05:00	SPY	ETF	605.57	605.72	605.57	605.61	1538.0
2024-12-04 06:10:00	SPY	ETF	605.68	605.7	605.68	605.7	800.0
2024-12-04 06:15:00	SPY	ETF	605.7	605.72	605.46	605.46	3056.0
2024-12-04 06:20:00	SPY	ETF	605.52	605.52	605.46	605.46	1200.0
2024-12-04 06:25:00	SPY	ETF	605.61	605.62	605.51	605.59	1637.0
2024-12-04 06:30:00	SPY	ETF	605.55	605.6	605.55	605.6	216.0
2024-12-04 06:35:00	SPY	ETF	605.76	605.76	605.74	605.74	396.0
2024-12-04 06:40:00	SPY	ETF	605.7	605.7	605.64	605.66	1500.0
2024-12-04 06:45:00	SPY	ETF	605.65	605.65	605.62	605.62	2927.0
2024-12-04 06:50:00	SPY	ETF	605.61	605.7	605.6	605.68	2666.0
2024-12-04 06:55:00	SPY	ETF	605.69	605.81	605.69	605.81	1158.0
2024-12-04 07:00:00	SPY	ETF	605.78	605.84	605.68	605.83	50662.0
2024-12-04 07:05:00	SPY	ETF	605.87	605.9	605.791	605.87	3448.0
2024-12-04 07:10:00	SPY	ETF	605.87	605.87	605.72	605.751	26670.0
2024-12-04 07:15:00	SPY	ETF	605.79	605.8	605.751	605.8	372.0
2024-12-04 07:20:00	SPY	ETF	605.77	605.82	605.7	605.82	9497.0
2024-12-04 07:25:00	SPY	ETF	605.83	605.85	605.75	605.751	1741.0
2024-12-04 07:30:00	SPY	ETF	605.789	605.789	605.73	605.75	1489.0
2024-12-04 07:35:00	SPY	ETF	605.72	605.74	605.69	605.69	11655.0
2024-12-04 07:40:00	SPY	ETF	605.74	605.74	605.69	605.69	500.0
2024-12-04 07:45:00	SPY	ETF	605.75	605.81	605.75	605.81	1562.0
2024-12-04 07:50:00	SPY	ETF	605.76	605.76	605.66	605.66	24823.0
2024-12-04 07:55:00	SPY	ETF	605.69	605.69	605.55	605.56	6684.0
2024-12-04 08:00:00	SPY	ETF	605.7809	605.89	604.63	605.66	18799.0
2024-12-04 08:05:00	SPY	ETF	605.65	605.78	605.65	605.77	27101.0
2024-12-04 08:10:00	SPY	ETF	605.77	605.77	605.7109	605.74	781.0
2024-12-04 08:15:00	SPY	ETF	605.81	605.81	603.91	605.81	2263.0

> showing 50 of 127,143 rows — these rows as CSV

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