PREVIEW / etf_5min / 2024-12-16

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-12-16.parquet
  size:    2.7 MB
  rows:    131,345

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
2024-12-16 04:00:00	SPY	ETF	604.12	604.87	604.12	604.56	2223.0
2024-12-16 04:05:00	SPY	ETF	604.6	604.76	604.6	604.76	500.0
2024-12-16 04:10:00	SPY	ETF	604.88	604.88	604.88	604.88	307.0
2024-12-16 04:15:00	SPY	ETF	604.93	604.93	604.88	604.88	1046.0
2024-12-16 04:20:00	SPY	ETF	604.87	604.88	604.84	604.88	632.0
2024-12-16 04:30:00	SPY	ETF	604.93	604.93	604.93	604.93	200.0
2024-12-16 04:35:00	SPY	ETF	604.97	604.97	604.96	604.96	200.0
2024-12-16 04:40:00	SPY	ETF	605.03	605.07	604.96	605.07	2327.0
2024-12-16 04:45:00	SPY	ETF	605.02	605.07	605.02	605.07	539.0
2024-12-16 04:50:00	SPY	ETF	605.05	605.08	605.05	605.08	674.0
2024-12-16 04:55:00	SPY	ETF	605.16	605.16	605.16	605.16	100.0
2024-12-16 05:00:00	SPY	ETF	605.25	605.25	605.18	605.24	2034.0
2024-12-16 05:05:00	SPY	ETF	605.3	605.39	605.3	605.34	1539.0
2024-12-16 05:10:00	SPY	ETF	605.3	605.37	605.3	605.34	2033.0
2024-12-16 05:15:00	SPY	ETF	605.38	605.38	605.38	605.38	330.0
2024-12-16 05:20:00	SPY	ETF	605.42	605.42	605.37	605.37	300.0
2024-12-16 05:25:00	SPY	ETF	605.5	605.55	605.5	605.55	1055.0
2024-12-16 05:30:00	SPY	ETF	605.57	605.67	605.57	605.67	4730.0
2024-12-16 05:35:00	SPY	ETF	605.65	605.65	605.44	605.46	1374.0
2024-12-16 05:40:00	SPY	ETF	605.46	605.47	605.44	605.47	1394.0
2024-12-16 05:45:00	SPY	ETF	605.52	605.52	605.51	605.51	592.0
2024-12-16 05:50:00	SPY	ETF	605.52	605.52	605.52	605.52	713.0
2024-12-16 05:55:00	SPY	ETF	605.43	605.44	605.43	605.44	1200.0
2024-12-16 06:00:00	SPY	ETF	605.31	605.31	605.24	605.24	1500.0
2024-12-16 06:05:00	SPY	ETF	605.2	605.27	605.2	605.27	800.0
2024-12-16 06:10:00	SPY	ETF	605.1	605.11	605.06	605.06	3601.0
2024-12-16 06:15:00	SPY	ETF	605.03	605.03	604.99	604.99	532.0
2024-12-16 06:25:00	SPY	ETF	605.02	605.15	605.0	605.15	534.0
2024-12-16 06:30:00	SPY	ETF	605.19	605.2	605.16	605.16	2470.0
2024-12-16 06:40:00	SPY	ETF	605.12	605.23	605.12	605.23	536.0
2024-12-16 06:45:00	SPY	ETF	605.33	605.37	605.33	605.36	1037.0
2024-12-16 06:50:00	SPY	ETF	605.36	605.39	605.36	605.39	682.0
2024-12-16 06:55:00	SPY	ETF	605.34	605.34	605.34	605.34	100.0
2024-12-16 07:00:00	SPY	ETF	605.34	605.43	605.33	605.41	4703.0
2024-12-16 07:05:00	SPY	ETF	605.391	605.42	605.301	605.301	3345.0
2024-12-16 07:10:00	SPY	ETF	605.39	605.73	605.39	605.73	6892.0
2024-12-16 07:15:00	SPY	ETF	605.7	605.75	605.7	605.73	5197.0
2024-12-16 07:20:00	SPY	ETF	605.74	605.74	605.66	605.67	1900.0
2024-12-16 07:25:00	SPY	ETF	605.67	605.72	605.63	605.71	11562.0
2024-12-16 07:30:00	SPY	ETF	605.74	605.77	605.71	605.77	6304.0
2024-12-16 07:35:00	SPY	ETF	605.68	605.68	605.67	605.67	600.0
2024-12-16 07:40:00	SPY	ETF	605.65	605.72	605.64	605.68	2061.0
2024-12-16 07:45:00	SPY	ETF	605.71	605.71	605.54	605.6	4850.0
2024-12-16 07:50:00	SPY	ETF	605.55	605.65	605.52	605.64	12857.0
2024-12-16 07:55:00	SPY	ETF	605.64	605.64	605.62	605.62	230.0
2024-12-16 08:00:00	SPY	ETF	605.6588	605.7192	604.42	605.6	23093.0
2024-12-16 08:05:00	SPY	ETF	605.59	605.6	605.55	605.56	880.0
2024-12-16 08:10:00	SPY	ETF	605.49	605.71	605.44	605.71	4246.0
2024-12-16 08:15:00	SPY	ETF	605.71	605.82	605.71	605.82	3989.0
2024-12-16 08:20:00	SPY	ETF	605.88	606.07	605.88	606.07	7054.0

> showing 50 of 131,345 rows — these rows as CSV

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