etf_intraday
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.
| et_time | etf_price | asof_label |
|---|---|---|
| 09:30 | 760.7 | Sep 18 |
| 10:00 | 759.31 | Sep 18 |
| 10:30 | 759.41 | Sep 18 |
| 11:00 | 759.76 | Sep 18 |
| 11:30 | 759.3 | Sep 18 |
| 12:00 | 758.84 | Sep 18 |
| 12:30 | 759.13 | Sep 18 |
| 13:00 | 759.37 | Sep 18 |
| 13:30 | 759.66 | Sep 18 |
| 14:00 | 760.02 | Sep 18 |
| 14:30 | 760.86 | Sep 18 |
| 15:00 | 761.16 | Sep 18 |
| 15:30 | 761.25 | Sep 18 |
- Rows × columns
- 13 × 3
- 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 |
|---|---|---|---|
et_time |
text | 13 distinct values (09:30, 10:00, 10:30…) | |
etf_price |
number | 758.84 to 761.25 | US dollars |
asof_label |
text | 1 distinct value (Sep 18) |
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
(
SELECT max(toDate(toTimeZone(window_start, 'America/New_York')))
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 20
AND window_start < today() - 2
) AS charted_session
SELECT
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
round(avg(toFloat64(close)), 2) AS etf_price,
min(formatDateTime(toTimeZone(window_start, 'America/New_York'), '%b %e')) AS asof_label
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND toDate(toTimeZone(window_start, 'America/New_York')) = charted_session
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 et_time
ORDER BY et_time