SPY by half-hour: March 9, 2020 regular session

Name: SPY by half-hour: March 9, 2020 regular session
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 2026-07-26 series 13×4read in context →

SPY by half-hour: March 9, 2020 regular session — 13 rows by 4 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
et_time	bucket_close	bucket_low	shares_m
09:30	279.93	273.5	17.4
10:00	280.72	275.6	23.4
10:30	278.61	275.5	19.1
11:00	281.03	275.5	17.2
11:30	282.69	280.06	19.1
12:00	281.01	280.95	17.2
12:30	279.71	275.95	13.4
13:00	278.59	278.24	11.5
13:30	275.84	275.34	19.4
14:00	274.95	274.06	21.2
14:30	276.59	273.45	25.9
15:00	277.9	275.55	24.5
15:30	274.4	274.37	46.7

Rows × columns: 13 × 4
Period covered: 09:30 to 15:30
Computed: 2026-07-26
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 SPY by half-hour: March 9, 2020 regular session, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:30 to 15:30
`bucket_close`	number	274.4 to 282.69	US dollars
`bucket_low`	number	273.45 to 280.95	US dollars
`shares_m`	number	11.5 to 46.7	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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(toFloat64(argMax(close, window_start)), 2) AS bucket_close,
    round(min(toFloat64(low)), 2) AS bucket_low,
    round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2020-03-09 04:00:00') AND window_start < toDateTime('2020-03-09 23:59:00')
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY et_time
ORDER BY et_time

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 options: puts vs calls traded, March 2–13, 2020 (millions of contracts) series 10×4 → The four circuit-breaker sessions of March 2020: SPY close, change, volume series 4×4 → 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 →