STRASMORE/EXPLORE 2,469 QUERIES

daily_ranges

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 2026-09-22, from do-mutual-funds-trade-in-the-primary-market.

as of series 21×4read in context →
daily_ranges — 21 rows by 4 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelintraday_range_pctopen_to_close_pct
2026-08-03Aug 31.311.1
2026-08-04Aug 41.691.41
2026-08-05Aug 50.950.78
2026-08-06Aug 60.570.21
2026-08-07Aug 70.560.29
2026-08-10Aug 100.440.06
2026-08-11Aug 110.70.51
2026-08-12Aug 120.470.29
2026-08-13Aug 130.680.39
2026-08-14Aug 140.430.28
2026-08-17Aug 170.550.45
2026-08-18Aug 180.340.16
2026-08-19Aug 190.570.17
2026-08-20Aug 200.80.44
2026-08-21Aug 210.480.04
2026-08-24Aug 240.410.17
2026-08-25Aug 250.490.03
2026-08-26Aug 260.450.18
2026-08-27Aug 270.680.34
2026-08-28Aug 280.910.31
2026-08-31Aug 310.430.04
Rows × columns
21 × 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 daily_ranges, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-08-03 to 2026-08-31
session_label text 21 distinct values (Aug 10, Aug 11, Aug 12…)
intraday_range_pct number 0.34 to 1.69 percent
open_to_close_pct number 0.03 to 1.41 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.

SELECT
    toString(date)                                                            AS session_date,
    formatDateTime(date, '%b %e')                                             AS session_label,
    round(100 * (toFloat64(high) - toFloat64(low)) / toFloat64(low), 2)       AS intraday_range_pct,
    round(100 * abs(toFloat64(close) - toFloat64(open)) / toFloat64(open), 2) AS open_to_close_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
  AND date >= toDate('2026-08-03')
  AND date <= toDate('2026-08-31')
ORDER BY date
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