STRASMORE/EXPLORE 2,469 QUERIES

intraday_prices

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 32×4read in context →
intraday_prices — 32 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_timeavg_pricehigh_pricelow_price
04:00768.03768.24765.86
04:30768.05768.16767.85
05:00767.67767.93767.48
05:30767.45767.64767.24
06:00767.21767.39767.06
06:30767.51767.69767.26
07:00767.84768767.39
07:30767.68767.85767.47
08:00767.85768.1766.99
08:30770.09771.82767.56
09:00770.7771.09770.09
09:30769.75770.63768.1
10:00769.62770.26768.73
10:30771.01772.24769.81
11:00771.62772.47770.88
11:30770.51771.18770.07
12:00771.41771.99770.4
12:30770.22770.76769.5
13:00769.66770.23769.02
13:30769.51769.89769.16
14:00769.48770.55768.96
14:30769.74770.09769.48
15:00769.78770.02769.43
15:30769.11770.38768.2
16:00768.87769.23766.88
16:30768.98769.12768.77
17:00769.05769.1768.96
17:30769.08769.17769
18:00769.8770.29769.15
18:30770.09770.25769.8
19:00770.24770.59770.06
19:30770.18770.34770.01
Rows × columns
32 × 4
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 intraday_prices, derived from the stored result.
ColumnTypeRangeNotes
et_time text 32 distinct values (04:00, 04:30, 05:00…)
avg_price number 767.21 to 771.62 US dollars
high_price number 767.39 to 772.47 US dollars
low_price number 765.86 to 770.88 US dollars

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
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 minute), '%H:%i') AS et_time,
    round(avg(toFloat64(close)), 2) AS avg_price,
    round(max(toFloat64(high)), 2)  AS high_price,
    round(min(toFloat64(low)), 2)   AS low_price
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2026-08-19 08:00:00')
  AND window_start <  toDateTime('2026-08-20 00:00:00')
GROUP BY et_time
ORDER BY et_time
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