STRASMORE/EXPLORE 2,948 QUERIES

earnings_evening_trace

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-02, from amzn-premarket-and-after-hours-prices.

as of ranking 20×3read in context →
earnings_evening_trace — 20 rows by 3 columns, computed from US exchange, SIP and OPRA data.
window_startmove_pctvolume_millions
2025-07-31 16:00:00-3.368.54
2025-07-31 16:30:00-2.142.45
2025-07-31 17:00:00-3.551.42
2025-07-31 17:30:00-7.634.05
2025-07-31 18:00:00-6.661.1
2025-07-31 18:30:00-6.360.73
2025-07-31 19:00:00-6.60.6
2025-07-31 19:30:00-6.630.46
2025-08-01 04:00:00-7.910.35
2025-08-01 04:30:00-8.110.3
2025-08-01 05:00:00-7.880.18
2025-08-01 05:30:00-7.540.14
2025-08-01 06:00:00-7.710.12
2025-08-01 06:30:00-7.970.15
2025-08-01 07:00:00-7.640.3
2025-08-01 07:30:00-7.80.47
2025-08-01 08:00:00-7.911.55
2025-08-01 08:30:00-7.731.15
2025-08-01 09:00:00-7.221.94
2025-08-01 09:30:00-6.724.2
Rows × columns
20 × 3
Period covered
to
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for earnings_evening_trace, derived from the stored result.
ColumnTypeRangeNotes
window_start date 2025-07-31 to 2025-08-01
move_pct number -8.11 to -2.14 percent
volume_millions number 0.12 to 24.2 count

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH (
    SELECT toFloat64(close)
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AMZN'
      AND window_start >= '2025-07-31 19:30:00'
      AND window_start <  '2025-07-31 20:00:00'
    ORDER BY window_start DESC
    LIMIT 1
) AS prior_close
SELECT
    bucket                                         AS window_start,
    round(100 * (last_price / prior_close - 1), 2) AS move_pct,
    round(shares / 1e6, 2)                         AS volume_millions
FROM
(
    SELECT
        toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE) AS bucket,
        argMax(toFloat64(close), window_start)                                              AS last_price,
        sum(volume)                                                                         AS shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AMZN'
      AND window_start >= '2025-07-31 20:00:00'
      AND window_start <  '2025-08-01 14:00:00'
    GROUP BY bucket
)
ORDER BY window_start
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