{"slug":"can-you-place-a-limit-order-on-a-mutual-fund","qid":"close_gap","label":"close_gap","post_title":"can-you-place-a-limit-order-on-a-mutual-fund","post_url":"/blog/can-you-place-a-limit-order-on-a-mutual-fund#q-close_gap","columns":["ticker","avg_gap_bps","widest_gap_bps","observations"],"rows":[{"ticker":"IVV","avg_gap_bps":0.9,"widest_gap_bps":4.2,"observations":51},{"ticker":"VTI","avg_gap_bps":0.9,"widest_gap_bps":3.7,"observations":51},{"ticker":"VOO","avg_gap_bps":0.8,"widest_gap_bps":2.8,"observations":51},{"ticker":"QQQ","avg_gap_bps":0.8,"widest_gap_bps":3,"observations":51},{"ticker":"SPY","avg_gap_bps":0.7,"widest_gap_bps":2.9,"observations":51},{"ticker":"DIA","avg_gap_bps":0.6,"widest_gap_bps":1.5,"observations":51}],"shape":"ranking","sql":"WITH last_regular_minute AS\n(\n    SELECT\n        ticker,\n        toDate(toTimeZone(window_start, 'America/New_York')) AS d,\n        argMax(toFloat64(close), window_start)               AS minute_close\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN ('SPY', 'IVV', 'VOO', 'QQQ', 'VTI', 'DIA')\n      AND window_start >= today() - 75\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960\n    GROUP BY ticker, d\n)\nSELECT\n    a.ticker                                                                AS ticker,\n    round(avg(abs(toFloat64(a.close) / m.minute_close - 1) * 10000), 1)     AS avg_gap_bps,\n    round(max(abs(toFloat64(a.close) / m.minute_close - 1) * 10000), 1)     AS widest_gap_bps,\n    count()                                                                 AS observations\nFROM global_markets.stocks_daily_aggs AS a\nINNER JOIN last_regular_minute AS m ON m.ticker = a.ticker AND m.d = a.date\nWHERE a.ticker IN ('SPY', 'IVV', 'VOO', 'QQQ', 'VTI', 'DIA')\n  AND a.date >= today() - 75\n  AND a.date <= today() - 3\nGROUP BY a.ticker\nORDER BY avg_gap_bps DESC","computed_at":"2026-09-22T14:44:22.832439+00:00","elapsed":1.52364312}