STRASMORE/EXPLORE 2,170 QUERIES

SPY on May 6, 2010: the flash crash day, receipted

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 scalar 1×10read in context →
prior close
116.83
rth open
116.26
gap pct
-0.5
rth low
105
low et
14:45
rth close
112.88
day change pct
-3.4
low vs prior pct
-10.1
day shares m
639.9
rth minute bars
390
Rows × columns
1 × 10
Computed
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 on May 6, 2010: the flash crash day, receipted, derived from the stored result.
ColumnTypeRangeNotes
prior_close number every row is 116.83 US dollars
rth_open number every row is 116.26 US dollars
gap_pct number every row is -0.5 percent
rth_low number every row is 105 US dollars
low_et text 1 distinct value (14:45)
rth_close number every row is 112.88 US dollars
day_change_pct number every row is -3.4 percent
low_vs_prior_pct number every row is -10.1 percent
day_shares_m number every row is 639.9 count
rth_minute_bars number every row is 390

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.

the exact SQL behind every number 
WITH
    (
        SELECT argMaxIf(toFloat64(close), window_start, (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('2010-05-05 00:00:00') AND window_start < toDateTime('2010-05-06 04:00:00')
    ) AS prior_rth_close
SELECT
    round(prior_rth_close, 2) AS prior_close,
    round(toFloat64(argMinIf(open, window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)), 2) AS rth_open,
    round((toFloat64(argMinIf(open, window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)) / prior_rth_close - 1) * 100, 1) AS gap_pct,
    round(minIf(toFloat64(low), (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959), 2) AS rth_low,
    formatDateTime(toTimeZone(argMinIf(window_start, (toFloat64(low), toInt64(toUnixTimestamp(window_start))), (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959), 'America/New_York'), '%H:%i') AS low_et,
    round(toFloat64(argMaxIf(close, window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)), 2) AS rth_close,
    round((toFloat64(argMaxIf(close, window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959)) / prior_rth_close - 1) * 100, 1) AS day_change_pct,
    round((minIf(toFloat64(low), (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) / prior_rth_close - 1) * 100, 1) AS low_vs_prior_pct,
    round(toFloat64(sum(volume)) / 1e6, 1) AS day_shares_m,
    countIf((toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS rth_minute_bars
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2010-05-06 04:00:00') AND window_start < toDateTime('2010-05-06 23:59:00')

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More from this analysisThe 2010 Flash Crash, Minute by Minute
The aftermath: when the May 5 close was reclaimed, and when the panic low broke for real scalar 1×7 → SPY at one-minute resolution, 2:00–3:30 pm ET on May 6, 2010 table 90×4 → Crash-window damage by name: low vs the 2:30 pm ET reference table 6×6 → The steepest single minutes: biggest open-to-low drops, 2:00–3:30 pm ET table 5×5 → Five famous crash sessions: depth of the low and the bounce off it (SPY) series 5×4 → The famous casualties on the raw trade tape, 2:30–3:30 pm ET table 4×6 → See all 2,170 queries →