{"slug":"do-stock-gaps-get-filled","qid":"open_noise","label":"Average one-minute range and volume by time of day, 2025","post_title":"Do Stock Gaps Always Get Filled? The Data","post_url":"/blog/do-stock-gaps-get-filled#q-open_noise","columns":["et_time","avg_range_bps","avg_volume_k"],"rows":[{"et_time":"09:30","avg_range_bps":24.4,"avg_volume_k":303.9},{"et_time":"09:45","avg_range_bps":15.4,"avg_volume_k":170.9},{"et_time":"10:00","avg_range_bps":14,"avg_volume_k":151.8},{"et_time":"10:15","avg_range_bps":11.8,"avg_volume_k":128.6},{"et_time":"10:30","avg_range_bps":10.8,"avg_volume_k":117.6},{"et_time":"10:45","avg_range_bps":9.9,"avg_volume_k":107.4},{"et_time":"11:00","avg_range_bps":9.5,"avg_volume_k":102.3},{"et_time":"11:15","avg_range_bps":8.8,"avg_volume_k":94.2},{"et_time":"11:30","avg_range_bps":8.4,"avg_volume_k":87.7},{"et_time":"11:45","avg_range_bps":7.8,"avg_volume_k":81.6},{"et_time":"12:00","avg_range_bps":7.7,"avg_volume_k":78.2},{"et_time":"12:15","avg_range_bps":7.2,"avg_volume_k":74.4},{"et_time":"12:30","avg_range_bps":6.9,"avg_volume_k":69.6},{"et_time":"12:45","avg_range_bps":6.8,"avg_volume_k":68},{"et_time":"13:00","avg_range_bps":7.1,"avg_volume_k":72.8},{"et_time":"13:15","avg_range_bps":7,"avg_volume_k":68.1},{"et_time":"13:30","avg_range_bps":7,"avg_volume_k":67.6},{"et_time":"13:45","avg_range_bps":6.6,"avg_volume_k":65.4},{"et_time":"14:00","avg_range_bps":7,"avg_volume_k":71.6},{"et_time":"14:15","avg_range_bps":6.5,"avg_volume_k":68.8},{"et_time":"14:30","avg_range_bps":6.4,"avg_volume_k":68.4},{"et_time":"14:45","avg_range_bps":6.4,"avg_volume_k":68.7},{"et_time":"15:00","avg_range_bps":6.6,"avg_volume_k":76.6},{"et_time":"15:15","avg_range_bps":6.6,"avg_volume_k":82.2},{"et_time":"15:30","avg_range_bps":7.1,"avg_volume_k":98.6},{"et_time":"15:45","avg_range_bps":10.8,"avg_volume_k":246.7}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 15 MINUTE), '%H:%i') AS et_time,\n    round(10000 * avg(toFloat64(high) / toFloat64(low) - 1), 1) AS avg_range_bps,\n    round(avg(toFloat64(volume)) / 1000, 1)                     AS avg_volume_k\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'JPM', 'KO', 'WMT', 'XOM')\n  AND window_start >= '2025-01-01'\n  AND window_start <  '2026-01-01'\n  AND toFloat64(low) > 0\n  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n       + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570\n  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n       + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960\nGROUP BY et_time\nORDER BY et_time ASC","computed_at":"2026-08-06T05:38:12.377227+00:00","elapsed":0.002719061}