STRASMORE/EXPLORE 2,170 QUERIES

March 24, 2020 ranked against every SPY session on the minute tape

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 scalar 1×11read in context →
sessions measured
5,613
first session
2003-09-10
mar24 gain pct
9.5
bigger days
2
mar24 rank
3
bigger day dates
2008-10-13, 2008-10-28
burst3 gain pct
17.5
bigger bursts
0
vol vs 30d
1.12
vol vs 250d
2.86
mar24 shares m
232
Rows × columns
1 × 11
Period covered
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 March 24, 2020 ranked against every SPY session on the minute tape, derived from the stored result.
ColumnTypeRangeNotes
sessions_measured number every row is 5,613
first_session date 2003-09-10
mar24_gain_pct number every row is 9.5 percent
bigger_days number every row is 2
mar24_rank number every row is 3
bigger_day_dates date 2008-10-13
burst3_gain_pct number every row is 17.5 percent
bigger_bursts number every row is 0
vol_vs_30d number every row is 1.12
vol_vs_250d number every row is 2.86
mar24_shares_m number every row is 232 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
    countIf(isFinite(day_pct)) AS sessions_measured,
    toString(min(et_date)) AS first_session,
    round(mar24_d, 1) AS mar24_gain_pct,
    countIf(isFinite(day_pct) AND day_pct > mar24_d) AS bigger_days,
    countIf(isFinite(day_pct) AND day_pct > mar24_d) + 1 AS mar24_rank,
    arrayStringConcat(arraySort(groupArrayIf(toString(et_date), isFinite(day_pct) AND day_pct > mar24_d)), ', ') AS bigger_day_dates,
    round(mar26_b, 1) AS burst3_gain_pct,
    countIf(isFinite(burst3_pct) AND burst3_pct > mar26_b) AS bigger_bursts,
    round(mar24_r30, 2) AS vol_vs_30d,
    round(mar24_r250, 2) AS vol_vs_250d,
    round(mar24_shares / 1e6, 0) AS mar24_shares_m
FROM (
    SELECT
        et_date, day_pct, burst3_pct,
        max(if(et_date = toDate('2020-03-24'), day_pct, -999)) OVER () AS mar24_d,
        max(if(et_date = toDate('2020-03-26'), burst3_pct, -999)) OVER () AS mar26_b,
        max(if(et_date = toDate('2020-03-24'), shares / vol_avg_30, -999)) OVER () AS mar24_r30,
        max(if(et_date = toDate('2020-03-24'), shares / vol_avg_250, -999)) OVER () AS mar24_r250,
        max(if(et_date = toDate('2020-03-24'), shares, -999)) OVER () AS mar24_shares
    FROM (
        SELECT
            et_date,
            (close_usd / lagInFrame(close_usd, 1) OVER (ORDER BY et_date ASC ROWS BETWEEN 3 PRECEDING AND CURRENT ROW) - 1) * 100 AS day_pct,
            (close_usd / lagInFrame(close_usd, 3) OVER (ORDER BY et_date ASC ROWS BETWEEN 3 PRECEDING AND CURRENT ROW) - 1) * 100 AS burst3_pct,
            shares,
            avg(shares) OVER (ORDER BY et_date ASC ROWS BETWEEN 30 PRECEDING AND 1 PRECEDING) AS vol_avg_30,
            avg(shares) OVER (ORDER BY et_date ASC ROWS BETWEEN 250 PRECEDING AND 1 PRECEDING) AS vol_avg_250
        FROM (
            SELECT
                toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
                argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS close_usd,
                toFloat64(sum(volume)) AS shares
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker = 'SPY' AND window_start < toDateTime('2026-01-01 00:00:00')
            GROUP BY et_date
            HAVING close_usd > 0
        )
    )
)
GROUP BY mar24_d, mar26_b, mar24_r30, mar24_r250, mar24_shares

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