PREVIEW / etf_5min / 2024-12-09

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-12-09.parquet
  size:    2.6 MB
  rows:    128,835

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
2024-12-09 04:00:00	SPY	ETF	608.5	608.5	608.17	608.24	2413.0
2024-12-09 04:05:00	SPY	ETF	608.26	608.26	608.11	608.15	2437.0
2024-12-09 04:10:00	SPY	ETF	608.03	608.2	608.02	608.2	1274.0
2024-12-09 04:15:00	SPY	ETF	608.17	608.21	608.1	608.21	464.0
2024-12-09 04:20:00	SPY	ETF	607.96	608.06	607.92	608.04	4349.0
2024-12-09 04:25:00	SPY	ETF	608.0	608.06	607.97	607.99	780.0
2024-12-09 04:30:00	SPY	ETF	607.88	607.92	607.88	607.92	290.0
2024-12-09 04:35:00	SPY	ETF	607.86	607.86	607.8	607.8	251.0
2024-12-09 04:45:00	SPY	ETF	607.87	607.87	607.83	607.83	364.0
2024-12-09 04:50:00	SPY	ETF	607.81	607.81	607.73	607.79	705.0
2024-12-09 04:55:00	SPY	ETF	607.66	607.73	607.62	607.68	3198.0
2024-12-09 05:00:00	SPY	ETF	607.68	607.74	607.68	607.69	1295.0
2024-12-09 05:05:00	SPY	ETF	607.7	607.7	607.69	607.69	200.0
2024-12-09 05:10:00	SPY	ETF	607.65	607.65	607.55	607.56	3419.0
2024-12-09 05:15:00	SPY	ETF	607.61	607.61	607.4	607.47	1869.0
2024-12-09 05:20:00	SPY	ETF	607.52	607.52	607.5	607.5	276.0
2024-12-09 05:25:00	SPY	ETF	607.56	607.56	607.53	607.54	2237.0
2024-12-09 05:30:00	SPY	ETF	607.58	607.62	607.58	607.61	999.0
2024-12-09 05:35:00	SPY	ETF	607.6	607.61	607.56	607.56	516.0
2024-12-09 05:45:00	SPY	ETF	607.41	607.47	607.41	607.44	1074.0
2024-12-09 05:50:00	SPY	ETF	607.43	607.58	607.43	607.57	1887.0
2024-12-09 05:55:00	SPY	ETF	607.56	607.56	607.54	607.54	2185.0
2024-12-09 06:00:00	SPY	ETF	607.7	607.7	607.47	607.48	8266.0
2024-12-09 06:05:00	SPY	ETF	607.36	607.36	607.29	607.29	3010.0
2024-12-09 06:10:00	SPY	ETF	607.2	607.29	607.19	607.29	1668.0
2024-12-09 06:15:00	SPY	ETF	607.31	607.33	607.31	607.33	704.0
2024-12-09 06:20:00	SPY	ETF	607.49	607.49	607.49	607.49	100.0
2024-12-09 06:25:00	SPY	ETF	607.49	607.49	607.49	607.49	100.0
2024-12-09 06:30:00	SPY	ETF	607.45	607.47	607.1	607.13	5248.0
2024-12-09 06:35:00	SPY	ETF	607.13	607.31	607.0	607.17	3976.0
2024-12-09 06:40:00	SPY	ETF	607.29	607.38	607.19	607.19	1721.0
2024-12-09 06:45:00	SPY	ETF	607.4	607.4	607.4	607.4	100.0
2024-12-09 06:50:00	SPY	ETF	607.45	607.45	607.44	607.44	1209.0
2024-12-09 07:00:00	SPY	ETF	607.57	607.65	607.57	607.64	3212.0
2024-12-09 07:05:00	SPY	ETF	607.66	607.66	607.57	607.62	1641.0
2024-12-09 07:10:00	SPY	ETF	607.64	607.66	607.6	607.6	1640.0
2024-12-09 07:15:00	SPY	ETF	607.62	607.62	607.5	607.53	2703.0
2024-12-09 07:20:00	SPY	ETF	607.53	607.61	607.53	607.61	4379.0
2024-12-09 07:25:00	SPY	ETF	607.62	607.78	607.62	607.78	5012.0
2024-12-09 07:30:00	SPY	ETF	607.8	607.92	607.8	607.9	3582.0
2024-12-09 07:35:00	SPY	ETF	607.83	607.84	607.75	607.84	1585.0
2024-12-09 07:40:00	SPY	ETF	607.8	607.8	607.7	607.7	1024.0
2024-12-09 07:45:00	SPY	ETF	607.7	607.7	607.61	607.65	1475.0
2024-12-09 07:50:00	SPY	ETF	607.54	607.75	607.54	607.75	5086.0
2024-12-09 07:55:00	SPY	ETF	607.76	607.77	607.74	607.74	3843.0
2024-12-09 08:00:00	SPY	ETF	607.5546	608.52	607.5005	607.62	16449.0
2024-12-09 08:05:00	SPY	ETF	607.64	607.66	607.59	607.65	5011.0
2024-12-09 08:10:00	SPY	ETF	607.65	607.65	607.541	607.57	6601.0
2024-12-09 08:15:00	SPY	ETF	607.59	607.62	607.52	607.62	10409.0
2024-12-09 08:20:00	SPY	ETF	607.6	607.67	607.58	607.62	8690.0

> showing 50 of 128,835 rows — these rows as CSV

> unlock the full archive -- $79 one-time