STRASMORE/EXPLORE 2,170 QUERIES

The four circuit-breaker sessions of March 2020: SPY close, change, volume

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 2026-07-26, from COVID Crash 2020: Four Halts, Peak to Trough.

as of series 4×4read in context →
The four circuit-breaker sessions of March 2020: SPY close, change, volume — 4 rows by 4 columns, computed from US exchange, SIP and OPRA data.
sessionclose_usdchange_pctshares_m
2020-03-09274.4-7.7304.6
2020-03-12248.1-9.6389.3
2020-03-16239.41-11.6291.5
2020-03-18241.01-5.2324.7
Rows × columns
4 × 4
Period covered
to
Computed
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

Column definitions for The four circuit-breaker sessions of March 2020: SPY close, change, volume, derived from the stored result.
ColumnTypeRangeNotes
session date 2020-03-09 to 2020-03-18
close_usd number 239.41 to 274.4 US dollars
change_pct number -11.6 to -5.2 percent
shares_m number 291.5 to 389.3 count

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.

the exact SQL behind every number 
SELECT
    toString(et_date) AS session,
    close_usd,
    change_pct,
    shares_m
FROM (
    SELECT et_date, close_usd, shares_m,
           round((close_usd / lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) - 1) * 100, 1) AS change_pct
    FROM (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
            round(argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959), 2) AS close_usd,
            round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= toDateTime('2020-03-06 00:00:00') AND window_start < toDateTime('2020-03-19 00:00:00')
        GROUP BY et_date
    )
)
WHERE toString(et_date) IN ('2020-03-09', '2020-03-12', '2020-03-16', '2020-03-18')
ORDER BY et_date

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisCOVID Crash 2020: Four Halts, Peak to Trough
10-year and 3-month Treasury yields through the crash, daily closes series 31×3 → SPY by half-hour: March 9, 2020 regular session series 13×4 → SPY options: puts vs calls traded, March 2–13, 2020 (millions of contracts) series 10×4 → March 9 and full-crash moves: cruise, airline, energy, bank, tech, staples vs SPY ranking 7×3 → SPY on March 9, 2020: the circuit-breaker session, receipted scalar 1×11 → The COVID crash, peak to trough to recovery: SPY daily closes, one row scalar 1×11 → See all 2,170 queries →