Average minute bar range by ET clock time, second quarter 2026

Name: Average minute bar range by ET clock time, second quarter 2026
Creator: Strasmore
Published: 2026-08-06
License: https://www.strasmore.com/terms/

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 2026-08-06, from ETF Premium and Discount to NAV, Explained.

as of 2026-08-06 series 26×4read in context →

Average minute bar range by ET clock time, second quarter 2026 — 26 rows by 4 columns, computed 2026-08-06 from US exchange, SIP and OPRA data.
et_time	spy_range_bps	efa_range_bps	hyg_range_bps
09:30	7.06	6.47	2.53
09:45	6.56	5.86	1.81
10:00	6.13	5.85	1.77
10:15	5.63	5.35	1.59
10:30	5.85	5.4	1.72
10:45	5.33	4.96	1.58
11:00	4.78	4.79	1.51
11:15	4.62	4.74	1.46
11:30	4.59	5.34	1.39
11:45	4.32	4.19	1.4
12:00	4.02	3.84	1.3
12:15	3.79	3.37	1.21
12:30	3.89	3.51	1.27
12:45	3.56	2.96	1.23
13:00	3.85	3.47	1.29
13:15	3.84	3.46	1.31
13:30	3.79	3.43	1.27
13:45	3.43	2.88	1.21
14:00	3.86	3.42	1.31
14:15	3.54	3.18	1.13
14:30	3.4	2.97	1.27
14:45	3.49	3	1.28
15:00	3.66	3.35	1.3
15:15	3.43	2.95	1.21
15:30	3.7	3.15	1.33
15:45	5.18	4.28	1.93

Rows × columns: 26 × 4
Period covered: 09:30 to 15:45
Computed: 2026-08-06
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 Average minute bar range by ET clock time, second quarter 2026, derived from the stored result.
Column	Type	Range
`et_time`	date	09:30 to 15:45
`spy_range_bps`	number	3.4 to 7.06
`efa_range_bps`	number	2.88 to 6.47
`hyg_range_bps`	number	1.13 to 2.53

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 2026-08-06, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfFifteenMinutes(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS et_time,
    round(avgIf(range_bps, ticker = 'SPY'), 2) AS spy_range_bps,
    round(avgIf(range_bps, ticker = 'EFA'), 2) AS efa_range_bps,
    round(avgIf(range_bps, ticker = 'HYG'), 2) AS hyg_range_bps
FROM
(
    SELECT
        window_start,
        ticker,
        (toFloat64(high) - toFloat64(low)) / toFloat64(close) * 10000 AS range_bps
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'EFA', 'HYG')
      AND window_start >= '2026-04-01 00:00:00'
      AND window_start <  '2026-07-01 00:00:00'
      AND close > 0
      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 et_time
HAVING countIf(ticker = 'SPY') > 0
   AND countIf(ticker = 'EFA') > 0
   AND countIf(ticker = 'HYG') > 0
ORDER BY et_time

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