PREVIEW / etf_5min / 2024-12-05

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-12-05.parquet
  size:    2.6 MB
  rows:    124,218

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
2024-12-05 04:00:00	SPY	ETF	607.27	607.32	607.26	607.27	1524.0
2024-12-05 04:05:00	SPY	ETF	607.24	607.24	607.11	607.11	1574.0
2024-12-05 04:10:00	SPY	ETF	607.13	607.24	607.13	607.23	3134.0
2024-12-05 04:15:00	SPY	ETF	607.23	607.33	607.23	607.33	1774.0
2024-12-05 04:20:00	SPY	ETF	607.29	607.3	607.24	607.27	2173.0
2024-12-05 04:25:00	SPY	ETF	607.26	607.26	607.26	607.26	557.0
2024-12-05 04:30:00	SPY	ETF	607.24	607.24	607.24	607.24	101.0
2024-12-05 04:35:00	SPY	ETF	607.31	607.31	607.31	607.31	900.0
2024-12-05 04:40:00	SPY	ETF	607.31	607.31	607.31	607.31	311.0
2024-12-05 04:50:00	SPY	ETF	607.21	607.21	607.21	607.21	350.0
2024-12-05 04:55:00	SPY	ETF	607.31	607.31	607.25	607.25	600.0
2024-12-05 05:00:00	SPY	ETF	607.28	607.4	607.28	607.4	418.0
2024-12-05 05:10:00	SPY	ETF	607.48	607.48	607.42	607.42	1170.0
2024-12-05 05:15:00	SPY	ETF	607.53	607.53	607.53	607.53	188.0
2024-12-05 05:35:00	SPY	ETF	607.36	607.36	607.36	607.36	355.0
2024-12-05 05:45:00	SPY	ETF	607.26	607.26	607.26	607.26	100.0
2024-12-05 05:50:00	SPY	ETF	607.07	607.11	607.07	607.09	400.0
2024-12-05 05:55:00	SPY	ETF	607.2	607.26	607.2	607.26	287.0
2024-12-05 06:00:00	SPY	ETF	607.2	607.21	607.2	607.21	200.0
2024-12-05 06:05:00	SPY	ETF	607.26	607.26	607.26	607.26	100.0
2024-12-05 06:10:00	SPY	ETF	607.26	607.26	607.26	607.26	211.0
2024-12-05 06:25:00	SPY	ETF	607.32	607.34	607.32	607.34	1158.0
2024-12-05 06:30:00	SPY	ETF	607.31	607.31	607.31	607.31	130.0
2024-12-05 06:35:00	SPY	ETF	607.35	607.35	607.35	607.35	200.0
2024-12-05 06:45:00	SPY	ETF	607.42	607.42	607.31	607.31	259.0
2024-12-05 06:50:00	SPY	ETF	607.36	607.43	607.36	607.42	15927.0
2024-12-05 06:55:00	SPY	ETF	607.3	607.3	607.3	607.3	100.0
2024-12-05 07:00:00	SPY	ETF	607.26	607.43	607.25	607.42	1881.0
2024-12-05 07:05:00	SPY	ETF	607.33	607.38	607.31	607.33	1539.0
2024-12-05 07:10:00	SPY	ETF	607.35	607.49	607.35	607.49	11506.0
2024-12-05 07:15:00	SPY	ETF	607.46	607.51	607.38	607.38	7759.0
2024-12-05 07:20:00	SPY	ETF	607.38	607.39	607.34	607.36	1014.0
2024-12-05 07:25:00	SPY	ETF	607.38	607.38	607.33	607.33	740.0
2024-12-05 07:30:00	SPY	ETF	607.35	607.35	607.33	607.33	613.0
2024-12-05 07:35:00	SPY	ETF	607.39	607.39	607.39	607.39	100.0
2024-12-05 07:40:00	SPY	ETF	607.4	607.4	607.4	607.4	200.0
2024-12-05 07:45:00	SPY	ETF	607.351	607.41	607.351	607.4	1087.0
2024-12-05 07:50:00	SPY	ETF	607.42	607.43	607.42	607.43	813.0
2024-12-05 07:55:00	SPY	ETF	607.46	607.57	607.46	607.57	2410.0
2024-12-05 08:00:00	SPY	ETF	607.42	607.57	607.19	607.43	17096.0
2024-12-05 08:05:00	SPY	ETF	607.43	607.43	607.31	607.34	2699.0
2024-12-05 08:10:00	SPY	ETF	607.32	607.43	607.3	607.41	6248.0
2024-12-05 08:15:00	SPY	ETF	607.36	607.38	607.27	607.35	1750.0
2024-12-05 08:20:00	SPY	ETF	607.31	607.31	607.24	607.241	4273.0
2024-12-05 08:25:00	SPY	ETF	607.24	607.48	607.24	607.48	4719.0
2024-12-05 08:30:00	SPY	ETF	607.4	607.6	607.32	607.46	14164.0
2024-12-05 08:35:00	SPY	ETF	607.48	607.5	607.38	607.43	744.0
2024-12-05 08:40:00	SPY	ETF	607.32	607.35	607.32	607.32	1261.0
2024-12-05 08:45:00	SPY	ETF	607.24	607.28	607.16	607.2	5938.0
2024-12-05 08:50:00	SPY	ETF	607.15	607.26	607.03	607.2208	7583.0

> showing 50 of 124,218 rows — these rows as CSV

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