STRASMORE/EXPLORE 3,293 QUERIES

One ordinary session in KO, in 30 minute ET buckets

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 2026-10-16, from Direct Stock Purchase Plans: How They Fill.

as of series 32×3read in context →
One ordinary session in KO, in 30 minute ET buckets — 32 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timeko_pricegap_from_vwap_pct
04:0088.520.36
04:3088.420.25
05:0088.60.46
05:3088.560.41
06:0088.580.43
06:3088.530.38
07:0088.470.31
07:3088.490.33
08:0088.390.22
08:3088.320.14
09:0088.15-0.05
09:3088.330.15
10:0088.250.06
10:3088.340.16
11:0088.50.35
11:3088.450.29
12:0088.40.23
12:3088.420.26
13:0088.460.29
13:3088.430.26
14:0088.460.3
14:3088.13-0.08
15:0088.02-0.2
15:3087.86-0.39
16:0088.06-0.15
16:3088.08-0.13
17:0087.96-0.27
17:3087.97-0.26
18:0087.96-0.27
18:3087.97-0.26
19:0087.95-0.28
19:3087.93-0.3
Rows × columns
32 × 3
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 One ordinary session in KO, in 30 minute ET buckets, derived from the stored result.
ColumnTypeRangeNotes
et_time text 32 distinct values (04:00, 04:30, 05:00…)
ko_price number 87.86 to 88.6 US dollars
gap_from_vwap_pct number -0.39 to 0.46 percent

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 sum(toFloat64(close) * volume) / sum(volume)
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'KO'
      AND window_start >= toDateTime('2026-09-16 00:00:00')
      AND window_start <  toDateTime('2026-09-18 00:00:00')
      AND toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-09-16')
) AS day_vwap
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(argMax(toFloat64(close), window_start), 2)                        AS ko_price,
    round(100 * (argMax(toFloat64(close), window_start) / day_vwap - 1), 2) AS gap_from_vwap_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'KO'
  AND window_start >= toDateTime('2026-09-16 00:00:00')
  AND window_start <  toDateTime('2026-09-18 00:00:00')
  AND toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-09-16')
GROUP BY et_time
ORDER BY et_time
⌘/Ctrl + Enter

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