clock_gap
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 2026-10-03, from etf-vs-mutual-fund-settlement.
| symbol | abs_gap_pct | range_pct |
|---|---|---|
| DIA | 0.328 | 0.85 |
| IVV | 0.084 | 0.55 |
| IWM | 0.249 | 1 |
| QQQ | 0.04 | 0.84 |
| SPY | 0.078 | 0.56 |
| VTI | 0.078 | 0.66 |
- Rows × columns
- 6 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
symbol |
text | 6 distinct values (DIA, IVV, IWM…) | |
abs_gap_pct |
number | 0.04 to 0.328 | percent |
range_pct |
number | 0.55 to 1 | percent |
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
ticker AS symbol,
round(abs(toFloat64(anyIf(close, et_minute = 660)) / toFloat64(argMax(close, et_minute)) - 1) * 100, 3) AS abs_gap_pct,
round((toFloat64(max(high)) / toFloat64(min(low)) - 1) * 100, 2) AS range_pct
FROM
(
SELECT
ticker,
close,
high,
low,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'IVV', 'VTI', 'DIA', 'IWM')
AND window_start >= '2026-09-15 00:00:00'
AND window_start < '2026-09-16 05:00:00'
)
WHERE et_minute >= 570 AND et_minute < 960
GROUP BY ticker
HAVING countIf(et_minute = 660) > 0
ORDER BY ticker
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