trace_2020

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 2026-09-13, from can-a-death-cross-be-bullish.

Rows × columns

126 × 4

Period covered

2020-02-03 to 2020-07-31

Computed

2026-09-13

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 2026-09-13, and the query below is what returned them.

WITH
bars AS
(
    SELECT
        date,
        toFloat64(argMax(close, _ingest_time)) AS px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'SPY'
    GROUP BY date
),
smas AS
(
    SELECT
        date,
        px,
        avg(px) OVER (ORDER BY date ROWS BETWEEN 49 PRECEDING AND CURRENT ROW)  AS avg_50,
        avg(px) OVER (ORDER BY date ROWS BETWEEN 199 PRECEDING AND CURRENT ROW) AS avg_200
    FROM bars
)
SELECT
    toString(date)    AS session_date,
    round(px, 2)      AS close,
    round(avg_50, 2)  AS sma_50,
    round(avg_200, 2) AS sma_200
FROM smas
WHERE date BETWEEN toDate('2020-02-03') AND toDate('2020-07-31')
ORDER BY date