close_gap
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 2026-09-22, from can-you-place-a-limit-order-on-a-mutual-fund.
| ticker | avg_gap_bps | widest_gap_bps | observations |
|---|---|---|---|
| IVV | 0.9 | 4.2 | 51 |
| VTI | 0.9 | 3.7 | 51 |
| VOO | 0.8 | 2.8 | 51 |
| QQQ | 0.8 | 3 | 51 |
| SPY | 0.7 | 2.9 | 51 |
| DIA | 0.6 | 1.5 | 51 |
- Rows × columns
- 6 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 6 distinct values (DIA, IVV, QQQ…) | |
avg_gap_bps |
number | 0.6 to 0.9 | |
widest_gap_bps |
number | 1.5 to 4.2 | |
observations |
number | every row is 51 |
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 last_regular_minute AS
(
SELECT
ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
argMax(toFloat64(close), window_start) AS minute_close
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'IVV', 'VOO', 'QQQ', 'VTI', 'DIA')
AND window_start >= today() - 75
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY ticker, d
)
SELECT
a.ticker AS ticker,
round(avg(abs(toFloat64(a.close) / m.minute_close - 1) * 10000), 1) AS avg_gap_bps,
round(max(abs(toFloat64(a.close) / m.minute_close - 1) * 10000), 1) AS widest_gap_bps,
count() AS observations
FROM global_markets.stocks_daily_aggs AS a
INNER JOIN last_regular_minute AS m ON m.ticker = a.ticker AND m.d = a.date
WHERE a.ticker IN ('SPY', 'IVV', 'VOO', 'QQQ', 'VTI', 'DIA')
AND a.date >= today() - 75
AND a.date <= today() - 3
GROUP BY a.ticker
ORDER BY avg_gap_bps DESC