{"slug":"flash-crash-2010","qid":"dispersion","label":"Crash-window damage by name: low vs the 2:30 pm ET reference","post_title":"The 2010 Flash Crash, Minute by Minute","post_url":"/blog/flash-crash-2010#q-dispersion","columns":["ticker","pre_crash_1430","crash_low","low_vs_1430_pct","low_et","close_vs_1430_pct"],"rows":[{"ticker":"ACN","pre_crash_1430":41.49,"crash_low":17.74,"low_vs_1430_pct":-57.2,"low_et":"14:47","close_vs_1430_pct":-0.9},{"ticker":"PG","pre_crash_1430":62.17,"crash_low":39.37,"low_vs_1430_pct":-36.7,"low_et":"14:47","close_vs_1430_pct":-2.3},{"ticker":"MMM","pre_crash_1430":84.45,"crash_low":67.98,"low_vs_1430_pct":-19.5,"low_et":"14:46","close_vs_1430_pct":-0.3},{"ticker":"SPY","pre_crash_1430":113.35,"crash_low":105,"low_vs_1430_pct":-7.4,"low_et":"14:45","close_vs_1430_pct":-0.4},{"ticker":"DIA","pre_crash_1430":106.05,"crash_low":99.16,"low_vs_1430_pct":-6.5,"low_et":"14:47","close_vs_1430_pct":-0.7},{"ticker":"IWM","pre_crash_1430":66.84,"crash_low":63.36,"low_vs_1430_pct":-5.2,"low_et":"14:45","close_vs_1430_pct":0.7}],"shape":"table","sql":"SELECT\n    ticker,\n    round(argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 870), 2) AS pre_crash_1430,\n    round(minIf(toFloat64(low), (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 871 AND 915), 2) AS crash_low,\n    round((minIf(toFloat64(low), (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 871 AND 915) / argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 870) - 1) * 100, 1) AS low_vs_1430_pct,\n    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 871 AND 915), 'America/New_York'), '%H:%i') AS low_et,\n    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) / argMaxIf(toFloat64(close), window_start, (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 870) - 1) * 100, 1) AS close_vs_1430_pct\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker IN ('ACN', 'PG', 'MMM', 'IWM', 'DIA', 'SPY')\n  AND window_start >= toDateTime('2010-05-06 04:00:00') AND window_start < toDateTime('2010-05-06 23:59:00')\nGROUP BY ticker\nORDER BY low_vs_1430_pct ASC","computed_at":"2026-07-26T05:29:33.650331+00:00","elapsed":0.061354017}