PREVIEW / etf_5min / 2024-12-27

all etf 5-min files

  file:    by_date/etf_5min/2024/2024-12-27.parquet
  size:    2.5 MB
  rows:    125,304

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
2024-12-27 04:00:00	SPY	ETF	599.25	599.35	599.25	599.31	3700.0
2024-12-27 04:05:00	SPY	ETF	599.26	599.46	599.26	599.46	2259.0
2024-12-27 04:10:00	SPY	ETF	599.38	599.44	599.38	599.4	1092.0
2024-12-27 04:15:00	SPY	ETF	599.37	599.51	599.32	599.32	954.0
2024-12-27 04:20:00	SPY	ETF	599.36	599.49	599.36	599.49	300.0
2024-12-27 04:30:00	SPY	ETF	599.49	599.5	599.49	599.5	366.0
2024-12-27 04:35:00	SPY	ETF	599.47	599.47	599.47	599.47	100.0
2024-12-27 04:45:00	SPY	ETF	599.57	599.57	599.57	599.57	200.0
2024-12-27 04:50:00	SPY	ETF	599.44	599.44	599.37	599.37	400.0
2024-12-27 04:55:00	SPY	ETF	599.23	599.36	599.23	599.36	261.0
2024-12-27 05:00:00	SPY	ETF	599.34	599.43	599.34	599.43	518.0
2024-12-27 05:05:00	SPY	ETF	599.45	599.45	599.43	599.43	1279.0
2024-12-27 05:15:00	SPY	ETF	599.44	599.44	599.44	599.44	103.0
2024-12-27 05:25:00	SPY	ETF	599.38	599.4	599.38	599.4	700.0
2024-12-27 05:30:00	SPY	ETF	599.4	599.4	599.4	599.4	1000.0
2024-12-27 05:35:00	SPY	ETF	599.4	599.4	599.27	599.3	1205.0
2024-12-27 05:40:00	SPY	ETF	599.27	599.41	599.27	599.41	450.0
2024-12-27 05:45:00	SPY	ETF	599.25	599.25	599.23	599.23	1574.0
2024-12-27 05:50:00	SPY	ETF	599.24	599.5	599.24	599.5	301.0
2024-12-27 05:55:00	SPY	ETF	599.46	599.46	599.34	599.34	394.0
2024-12-27 06:10:00	SPY	ETF	599.51	599.51	599.51	599.51	200.0
2024-12-27 06:20:00	SPY	ETF	599.36	599.36	599.36	599.36	190.0
2024-12-27 06:30:00	SPY	ETF	599.46	599.46	599.46	599.46	500.0
2024-12-27 06:35:00	SPY	ETF	599.51	599.51	599.51	599.51	484.0
2024-12-27 06:40:00	SPY	ETF	599.51	599.53	599.51	599.53	302.0
2024-12-27 06:45:00	SPY	ETF	599.56	599.6	599.41	599.57	2332.0
2024-12-27 06:50:00	SPY	ETF	599.56	599.61	599.56	599.6	387.0
2024-12-27 06:55:00	SPY	ETF	599.63	599.63	599.54	599.62	300.0
2024-12-27 07:00:00	SPY	ETF	599.75	599.9	599.72	599.86	3229.0
2024-12-27 07:05:00	SPY	ETF	599.78	599.9	599.78	599.88	4030.0
2024-12-27 07:10:00	SPY	ETF	599.97	599.97	599.89	599.925	3684.0
2024-12-27 07:15:00	SPY	ETF	599.9	599.9	599.71	599.76	7000.0
2024-12-27 07:20:00	SPY	ETF	599.76	599.76	599.59	599.6	4806.0
2024-12-27 07:25:00	SPY	ETF	599.73	599.75	599.65	599.66	964.0
2024-12-27 07:30:00	SPY	ETF	599.74	599.74	599.71	599.72	758.0
2024-12-27 07:35:00	SPY	ETF	599.71	599.71	599.5	599.5	2698.0
2024-12-27 07:40:00	SPY	ETF	599.51	599.51	599.51	599.51	132.0
2024-12-27 07:45:00	SPY	ETF	599.551	599.59	599.55	599.55	3772.0
2024-12-27 07:50:00	SPY	ETF	599.63	599.63	599.58	599.61	6187.0
2024-12-27 07:55:00	SPY	ETF	599.64	599.64	599.64	599.64	100.0
2024-12-27 08:00:00	SPY	ETF	599.6401	600.59	599.2	599.48	59433.0
2024-12-27 08:05:00	SPY	ETF	599.5	599.5098	599.24	599.33	11010.0
2024-12-27 08:10:00	SPY	ETF	599.35	599.5199	599.31	599.5199	1222.0
2024-12-27 08:15:00	SPY	ETF	599.43	599.43	599.32	599.32	1051.0
2024-12-27 08:20:00	SPY	ETF	599.33	599.33	599.19	599.21	6042.0
2024-12-27 08:25:00	SPY	ETF	599.2	599.2694	599.08	599.24	11507.0
2024-12-27 08:30:00	SPY	ETF	599.23	599.24	598.99	599.01	24026.0
2024-12-27 08:35:00	SPY	ETF	598.99	599.03	598.68	598.91	19063.0
2024-12-27 08:40:00	SPY	ETF	598.87	599.12	598.78	599.12	22995.0
2024-12-27 08:45:00	SPY	ETF	599.09	599.15	599.01	599.15	11645.0

> showing 50 of 125,304 rows — these rows as CSV

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