Strasmore Research · Every number backed by a stored query

22 years of US equities and 12 years of options, down to the tick.

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Compare SPY and QQQ performance (normalized % return) over the last 45 days.

Showing the first 20 of 32 rows.

SPY vs QQQ — normalized return, last 45 days. 32 rows by 5 columns, computed from US exchange, SIP and OPRA market data.
daySPYQQQSPY_returnQQQ_return
2026-07-23738.79693.5400
2026-07-24738.66683.9-0.02-1.39
2026-07-27738.87681.240.01-1.78
2026-07-28743.57679.880.64-1.97
2026-07-29732.4666.07-0.87-3.97
2026-07-30743.33688.280.61-0.76
2026-07-31744.2684.470.73-1.31
2026-08-03758.33701.82.641.19
2026-08-04772.68722.774.584.21
2026-08-05771.12716.514.373.31
2026-08-06768.997174.083.38
2026-08-07773.38723.234.684.28
2026-08-10772.35719.964.543.8
2026-08-11770.98718.994.353.66
2026-08-12772.3722.584.534.18
2026-08-13778.12732.295.325.58
2026-08-14776.01730.855.035.37
2026-08-17772.7729.964.585.25
2026-08-18767.04716.183.823.26
2026-08-19770.01718.764.223.63
The exact SQL behind this answer
SELECT day, SPY, QQQ,
       round((SPY / first_value(SPY) OVER (ORDER BY day ASC) - 1) * 100, 2) AS SPY_return,
       round((QQQ / first_value(QQQ) OVER (ORDER BY day ASC) - 1) * 100, 2) AS QQQ_return
FROM (
    SELECT toDate(window_start) AS day,
           round(argMaxIf(close, window_start, ticker = 'SPY'), 2) AS SPY,
           round(argMaxIf(close, window_start, ticker = 'QQQ'), 2) AS QQQ
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ') AND window_start >= now() - INTERVAL 45 DAY
    GROUP BY day
)
ORDER BY day
LIMIT 100
✓ 32 rows · ClickHouse · pulled Write your own SQL: free account →

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You write SQL
SELECT ticker,
       argMax(close, window_start) AS last
FROM   delayed_stocks_minute_aggs
WHERE  ticker IN ('SPY', 'QQQ')
GROUP BY ticker;
Or you ask Plain English

“What's the latest close for SPY and QQQ?”

Translated to the SQL on the left, shown to you, then executed.
2 rows 0.04s

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The coverage

Hard numbers, not logos.

~8 trillion records, including nearly 7 trillion options quotes, for US equities and options. Every exchange-listed ticker, full SIP & OPRA, down to the tick.

~8T
Quote & trade rows
100%
Of US exchange-listed equities & options
~7T
Options NBBO quotes · since 2022
22yr
US equities · since 2003
<1s
Aggregate query latency
T+1
Full SIP & OPRA, fresh daily
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  • Equities since 2003 · options since 2014 (quotes 2022)

Fundamentals

  • Income statementssince 2009
  • Balance sheetssince 2009
  • Cash-flow statementssince 2009
  • Valuation ratios (P/E, P/B, EV/EBITDA, yield, ROE)

Corporate actions

  • Dividendssince 2000
  • Stock splitssince 1978
  • IPOssince 2008

SEC filings · full text

  • 10-K sectionssince 2015
  • Risk factorssince 2015
  • EDGAR filing indexsince 1999
  • 8-K filings

Short data

  • Short interestsince 2017
  • Short volume

Macro & economic

  • Treasury yieldssince 1970
  • Inflation (CPI & PCE)since 1970
  • Inflation expectationssince 1982
  • Labor marketsince 1970

News

  • Market news & sentimentsince 2001

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SELECT si.settlement_date, si.short_interest, p.close
FROM   stocks_short_interest AS si
LEFT JOIN (
    SELECT toDate(window_start) AS day, argMax(close, window_start) AS close
    FROM   delayed_stocks_minute_aggs
    WHERE  ticker = 'NVDA'
    GROUP BY day
) AS p ON p.day = si.settlement_date
WHERE  si.ticker = 'NVDA'
ORDER BY si.settlement_date DESC;

Equity price × FINRA short interest. One statement, no endpoint juggling.

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Frequently asked questions

Is it really unlimited queries?

Yes. Paid tiers carry no per-query or per-gigabyte meter. A light fair-use layer keeps the service healthy, but your bill is the flat monthly price, full stop.

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No. Ask in plain English and we generate the SQL for you, and always show it so you can verify, edit, and re-run. Developers can skip straight to writing their own SQL or hitting the REST API.

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Never. One subscription covers all US stocks and options. They're complements (options work needs the underlying), so we bundle them.

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Every self-serve tier is T+1 historical, which is fully licensed. Real-time (which triggers OPRA fees) and redistribution rights live in the Enterprise plan.

What datasets are included?

Far more than prices. Alongside tick quotes, trades, and minute bars you get fundamentals (income, balance-sheet & cash-flow statements, valuation ratios), corporate actions (dividends, splits, IPOs), full-text SEC filings (10-K sections, risk factors, the EDGAR index, 8-Ks), short interest & short volume, macro series (Treasury yields, CPI/PCE inflation, labor market), and market news, all in one ClickHouse schema. Because it's one schema, you can join across datasets, price against short interest, CPI, or dividend dates, in a single SQL query.

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