{"slug":"dse-last-trade-price-vs-closing-price","qid":"spy_close_trace","label":"spy_close_trace","post_title":"dse-last-trade-price-vs-closing-price","post_url":"/blog/lang/bn/dse-last-trade-price-vs-closing-price#q-spy_close_trace","columns":["session_date","gap_bps"],"rows":[{"session_date":"2026-09-01","gap_bps":1.58},{"session_date":"2026-09-02","gap_bps":0.26},{"session_date":"2026-09-03","gap_bps":0.91},{"session_date":"2026-09-04","gap_bps":-0.52},{"session_date":"2026-09-08","gap_bps":0.26},{"session_date":"2026-09-09","gap_bps":0.79},{"session_date":"2026-09-10","gap_bps":0},{"session_date":"2026-09-11","gap_bps":1.24},{"session_date":"2026-09-14","gap_bps":1.31},{"session_date":"2026-09-15","gap_bps":0.13},{"session_date":"2026-09-16","gap_bps":-0.6},{"session_date":"2026-09-17","gap_bps":-0.39},{"session_date":"2026-09-18","gap_bps":0.66},{"session_date":"2026-09-21","gap_bps":-0.26},{"session_date":"2026-09-22","gap_bps":0.26},{"session_date":"2026-09-23","gap_bps":0.78},{"session_date":"2026-09-24","gap_bps":-0.91},{"session_date":"2026-09-25","gap_bps":0.65},{"session_date":"2026-09-28","gap_bps":0.78},{"session_date":"2026-09-29","gap_bps":-0.39},{"session_date":"2026-09-30","gap_bps":2.23}],"shape":"series","sql":"WITH\n    last_prints AS\n    (\n        SELECT\n            toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,\n            argMax(close, window_start)                          AS last_regular_print\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE ticker = 'SPY'\n          AND window_start >= '2026-09-01 00:00:00'\n          AND window_start <  '2026-10-01 00:00:00'\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\n        GROUP BY session_date\n    ),\n    daily_bars AS\n    (\n        SELECT\n            date       AS session_date,\n            any(close) AS daily_bar_close\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker = 'SPY'\n          AND date >= '2026-09-01'\n          AND date <  '2026-10-01'\n        GROUP BY session_date\n    )\nSELECT\n    toString(l.session_date) AS session_date,\n    round((toFloat64(d.daily_bar_close) / toFloat64(l.last_regular_print) - 1) * 10000, 2) AS gap_bps\nFROM last_prints AS l\nINNER JOIN daily_bars AS d\n    ON l.session_date = d.session_date\nWHERE toFloat64(l.last_regular_print) > 0\nORDER BY l.session_date","computed_at":"2026-10-08T15:36:53.674514+00:00","elapsed":0.004391183}