SPY by half-hour: March 24, 2020 regular session

Name: SPY by half-hour: March 24, 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 March 24, 2020: The Day the Market Turned.

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

SPY by half-hour: March 24, 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	235.51	233.8	27.3
10:00	238.45	234.6	17.4
10:30	237.46	237.04	13.2
11:00	238.36	236.16	11.5
11:30	240.43	237.58	12.5
12:00	242.24	239.65	14.2
12:30	239.65	239.57	12.9
13:00	239.41	237.86	16.1
13:30	237.25	236.76	10.7
14:00	237.38	235.05	16.9
14:30	240.58	236.61	11.5
15:00	241.45	240.21	12.1
15:30	243.59	240.41	34.7

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 24, 2020 regular session, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:30 to 15:30
`bucket_close`	number	235.51 to 243.59	US dollars
`bucket_low`	number	233.8 to 240.41	US dollars
`shares_m`	number	10.7 to 34.7	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('2020-03-24 04:00:00') AND window_start < toDateTime('2020-03-24 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

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