Gap between the last regular-session minute and the official close

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