SPY at one-minute resolution, 2:00–3:30 pm ET on May 6, 2010

Name: SPY at one-minute resolution, 2:00–3:30 pm ET on May 6, 2010
Creator: Strasmore
Published: 2026-07-26
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 2026-07-26, from The 2010 Flash Crash, Minute by Minute.

as of 2026-07-26 table 90×4read in context →

SPY at one-minute resolution, 2:00–3:30 pm ET on May 6, 2010 — 90 rows by 4 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
et_minute	close_usd	low_usd	shares_m
14:00	114.83	114.7	0.67
14:01	114.8	114.76	0.93
14:02	114.75	114.71	0.93
14:03	114.68	114.63	1.19
14:04	114.58	114.53	1.5
14:05	114.58	114.56	1.44
14:06	114.4	114.4	1.73
14:07	114.52	114.37	1.48
14:08	114.33	114.31	1.41
14:09	114.25	114.21	2.27
14:10	114.12	114.1	1.91
14:11	113.91	113.85	3.93
14:12	114.16	113.87	2.9
14:13	114.25	114.1	2.44
14:14	114.21	114.14	1.49
14:15	114.19	114.16	1.31
14:16	114.07	114.05	1.49
14:17	113.82	113.82	2.07
14:18	113.86	113.6	3.3
14:19	113.67	113.66	1.61
14:20	113.35	113.32	4.55
14:21	113.07	113.07	3
14:22	113.38	112.97	3.74
14:23	113.43	113.32	1.65
14:24	113.7	113.4	3.24
14:25	113.76	113.59	2.05
14:26	113.82	113.71	3.71
14:27	113.72	113.63	2.44
14:28	113.52	113.52	1.94
14:29	113.52	113.44	1.65
14:30	113.35	113.3	1.79
14:31	113.25	113.22	1.74
14:32	113.15	113.11	1.7
14:33	113.27	113.14	2.94
14:34	113.08	113.08	1.81
14:35	112.94	112.76	4.01
14:36	112.52	112.51	3.59
14:37	112.61	112.45	4.41
14:38	112.62	112.54	3.85
14:39	111.92	111.85	5.04
14:40	111.81	111.62	4.9
14:41	111.92	111.78	3.87
14:42	111.21	111.17	4.22
14:43	110.87	110.32	7.17
14:44	108.69	108.58	9.21
14:45	109.58	105	7.24
14:46	108.83	106.7	3.84
14:47	111.31	106	3.81
14:48	112.53	106.01	4.75
14:49	112.03	106.8	4.98
14:50	110.5	108.22	2.22
14:51	111.57	109.81	3.21
14:52	111.7	109.65	2.74
14:53	112.32	110.11	3.15
14:54	112.26	111.25	3.3
14:55	111.89	111.25	3.12
14:56	112.2	111.63	2
14:57	112.39	112.15	2.59
14:58	112.05	111.96	3.44
14:59	111.79	111.57	3.64
15:00	111.14	110.92	3.68
15:01	111.82	111.01	3.47
15:02	112.17	111.5	2.79
15:03	112.56	111.58	2.39
15:04	112.4	112.31	3.03
15:05	112.85	112.19	3.39
15:06	112.69	112.54	3.22
15:07	113.12	112.63	2.22
15:08	113.63	113.1	3.43
15:09	113.16	108.37	3.51
15:10	113.28	113	2.15
15:11	112.34	112.28	3.51
15:12	112.55	112.29	2.64
15:13	112.64	112.4	1.73
15:14	112.49	112.44	1.39
15:15	112.54	112.33	2.32
15:16	112.7	112.54	2.11
15:17	113.04	112.64	1.2
15:18	112.42	112.37	2.66
15:19	112.11	112.06	2.89
15:20	111.76	111.67	3.14
15:21	111.84	111.33	3.88
15:22	111.95	111.79	2.48
15:23	111.76	111.43	2.15
15:24	111.76	111.55	1.02
15:25	111.38	111.38	1.92
15:26	111.27	111.14	2
15:27	111.52	111.17	1.49
15:28	111.59	111.42	1.46
15:29	112.27	111.55	2.2

Rows × columns: 90 × 4
Computed: 2026-07-26
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 SPY at one-minute resolution, 2:00–3:30 pm ET on May 6, 2010, derived from the stored result.
Column	Type	Range	Notes
`et_minute`	text	90 distinct values (14:00, 14:01, 14:02…)
`close_usd`	number	108.69 to 114.83	US dollars
`low_usd`	number	105 to 114.76	US dollars
`shares_m`	number	0.67 to 9.21	count

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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_minute,
    round(toFloat64(close), 2) AS close_usd,
    round(toFloat64(low), 2) AS low_usd,
    round(toFloat64(volume) / 1e6, 2) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2010-05-06 18:00:00') AND window_start < toDateTime('2010-05-06 19:30:00')
ORDER BY window_start

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More from this analysisThe 2010 Flash Crash, Minute by Minute

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