spy_close_trace

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
    last_prints AS
    (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
            argMax(close, window_start)                          AS last_regular_print
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= '2026-09-01 00:00:00'
          AND window_start <  '2026-10-01 00:00:00'
          AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
               + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
          AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
               + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
        GROUP BY session_date
    ),
    daily_bars AS
    (
        SELECT
            date       AS session_date,
            any(close) AS daily_bar_close
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2026-09-01'
          AND date <  '2026-10-01'
        GROUP BY session_date
    )
SELECT
    toString(l.session_date) AS session_date,
    round((toFloat64(d.daily_bar_close) / toFloat64(l.last_regular_print) - 1) * 10000, 2) AS gap_bps
FROM last_prints AS l
INNER JOIN daily_bars AS d
    ON l.session_date = d.session_date
WHERE toFloat64(l.last_regular_print) > 0
ORDER BY l.session_date