candle_anatomy

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 2026-09-25, from bullish-candlestick-patterns.

Rows × columns

15 × 7

Period covered

2025-05-01 to 2025-05-21

Computed

2026-09-25

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

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 2026-09-25, and the query below is what returned them.

SELECT
    toString(date)                    AS session_date,
    formatDateTime(date, '%b %e')     AS day_label,
    if(close >= open, 'green', 'red') AS candle_colour,
    round(toFloat64(open), 2)         AS open_price,
    round(toFloat64(high), 2)         AS high_price,
    round(toFloat64(low), 2)          AS low_price,
    round(toFloat64(close), 2)        AS close_price
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
  AND date >= '2025-05-01'
  AND date <= '2025-05-21'
ORDER BY date