PREVIEW / etf_5min / 2024-12-10

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-12-10.parquet
  size:    2.6 MB
  rows:    124,653

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
2024-12-10 04:00:00	SPY	ETF	604.5	604.5	604.09	604.15	1660.0
2024-12-10 04:10:00	SPY	ETF	604.16	604.16	604.16	604.16	144.0
2024-12-10 04:25:00	SPY	ETF	604.27	604.27	604.18	604.18	316.0
2024-12-10 04:30:00	SPY	ETF	604.18	604.21	604.18	604.21	474.0
2024-12-10 04:35:00	SPY	ETF	604.18	604.18	604.03	604.03	400.0
2024-12-10 04:40:00	SPY	ETF	604.01	604.01	604.0	604.0	1659.0
2024-12-10 04:45:00	SPY	ETF	604.02	604.1	604.02	604.1	9925.0
2024-12-10 04:55:00	SPY	ETF	604.12	604.14	604.12	604.14	361.0
2024-12-10 05:05:00	SPY	ETF	604.4	604.44	604.4	604.44	422.0
2024-12-10 05:10:00	SPY	ETF	604.5	604.64	604.5	604.64	740.0
2024-12-10 05:15:00	SPY	ETF	604.58	604.58	604.54	604.58	1015.0
2024-12-10 05:20:00	SPY	ETF	604.5	604.5	604.5	604.5	291.0
2024-12-10 05:25:00	SPY	ETF	604.7	604.7	604.7	604.7	100.0
2024-12-10 05:30:00	SPY	ETF	604.76	604.76	604.76	604.76	100.0
2024-12-10 05:35:00	SPY	ETF	604.72	604.84	604.72	604.84	926.0
2024-12-10 05:45:00	SPY	ETF	604.57	604.57	604.57	604.57	400.0
2024-12-10 05:55:00	SPY	ETF	604.8	604.82	604.75	604.82	1062.0
2024-12-10 06:00:00	SPY	ETF	604.8	604.92	604.8	604.91	502.0
2024-12-10 06:10:00	SPY	ETF	604.93	604.93	604.93	604.93	100.0
2024-12-10 06:15:00	SPY	ETF	604.96	605.05	604.96	605.05	5376.0
2024-12-10 06:20:00	SPY	ETF	605.09	605.1	605.09	605.1	900.0
2024-12-10 06:25:00	SPY	ETF	605.08	605.09	605.08	605.09	361.0
2024-12-10 06:30:00	SPY	ETF	605.2	605.24	605.2	605.24	2450.0
2024-12-10 06:35:00	SPY	ETF	605.23	605.33	605.23	605.33	9081.0
2024-12-10 06:40:00	SPY	ETF	605.27	605.27	605.24	605.24	35416.0
2024-12-10 06:45:00	SPY	ETF	605.2	605.2	605.17	605.17	1773.0
2024-12-10 06:55:00	SPY	ETF	605.18	605.18	605.13	605.13	748.0
2024-12-10 07:00:00	SPY	ETF	605.18	605.18	605.1	605.18	1609.0
2024-12-10 07:05:00	SPY	ETF	605.2	605.2	605.1	605.11	4728.0
2024-12-10 07:10:00	SPY	ETF	605.13	605.15	605.11	605.11	1037.0
2024-12-10 07:15:00	SPY	ETF	605.11	605.15	605.11	605.15	1000.0
2024-12-10 07:20:00	SPY	ETF	605.14	605.24	605.14	605.2	13682.0
2024-12-10 07:25:00	SPY	ETF	605.26	605.29	605.25	605.25	1203.0
2024-12-10 07:30:00	SPY	ETF	605.25	605.31	605.11	605.2	88985.0
2024-12-10 07:35:00	SPY	ETF	605.16	605.16	605.16	605.16	314.0
2024-12-10 07:40:00	SPY	ETF	605.24	605.31	605.24	605.31	1010.0
2024-12-10 07:45:00	SPY	ETF	605.27	605.27	605.27	605.27	166.0
2024-12-10 07:50:00	SPY	ETF	605.23	605.23	605.22	605.22	560.0
2024-12-10 07:55:00	SPY	ETF	605.23	605.25	605.18	605.25	1101.0
2024-12-10 08:00:00	SPY	ETF	605.13	605.3	604.17	605.25	8382.0
2024-12-10 08:05:00	SPY	ETF	605.2613	605.32	605.17	605.17	9356.0
2024-12-10 08:10:00	SPY	ETF	605.2	605.3	605.19	605.25	13260.0
2024-12-10 08:15:00	SPY	ETF	605.25	605.25	605.11	605.11	15595.0
2024-12-10 08:20:00	SPY	ETF	605.11	605.11	604.9001	604.93	16814.0
2024-12-10 08:25:00	SPY	ETF	604.92	604.97	604.8652	604.87	13551.0
2024-12-10 08:30:00	SPY	ETF	604.89	604.93	604.81	604.85	12966.0
2024-12-10 08:35:00	SPY	ETF	604.81	604.88	604.8	604.83	24299.0
2024-12-10 08:40:00	SPY	ETF	604.89	604.92	604.81	604.83	6516.0
2024-12-10 08:45:00	SPY	ETF	604.8	604.87	604.77	604.86	9209.0
2024-12-10 08:50:00	SPY	ETF	604.91	604.91	604.78	604.78	7734.0

> showing 50 of 124,653 rows — these rows as CSV

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