The aftermath: when the May 5 close was reclaimed, and when the panic low broke for real
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 2026-07-26, from The 2010 Flash Crash, Minute by Minute.
- Rows × columns
- 1 × 7
- Period covered
- 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 |
|---|---|---|---|
flash_crash_low |
number | every row is 105 | US dollars |
may5_close |
number | every row is 116.83 | US dollars |
first_close_above_may5 |
date | 2010-05-12 | |
sessions_until_reclaim |
number | every row is 4 | |
first_close_below_low |
date | 2010-06-29 | |
close_that_session |
number | every row is 104.22 | US dollars |
sessions_until_break |
number | every row is 37 |
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.
WITH
(
SELECT minIf(toFloat64(low), (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2010-05-06 04:00:00') AND window_start < toDateTime('2010-05-07 00:00:00')
) AS flash_low
SELECT
round(any(flash_low), 2) AS flash_crash_low,
round(any(may5_close), 2) AS may5_close,
toString(any(first_above_date)) AS first_close_above_may5,
countIf(et_date > toDate('2010-05-06') AND et_date <= first_above_date) AS sessions_until_reclaim,
toString(any(first_below_date)) AS first_close_below_low,
round(anyIf(close_usd, et_date = first_below_date), 2) AS close_that_session,
countIf(et_date > toDate('2010-05-06') AND et_date <= first_below_date) AS sessions_until_break
FROM (
SELECT et_date, close_usd, flash_low, may5_close,
min(if(et_date > toDate('2010-05-06') AND close_usd < flash_low, et_date, toDate('2100-01-01'))) OVER () AS first_below_date,
min(if(et_date > toDate('2010-05-06') AND close_usd > may5_close, et_date, toDate('2100-01-01'))) OVER () AS first_above_date
FROM (
SELECT et_date, close_usd, flash_low,
max(if(et_date = toDate('2010-05-05'), close_usd, 0)) OVER () AS may5_close
FROM (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
round(argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959), 2) AS close_usd,
flash_low
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2010-05-05 04:00:00') AND window_start < toDateTime('2011-01-01 00:00:00')
GROUP BY et_date
)
)
)
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