{"slug":"futures-price-limits-and-price-banding","qid":"fast_day_trace","label":"S&P 500 ETF path on August 5, 2024, measured against the prior close","post_title":"Futures Price Limits and Price Banding","post_url":"/blog/futures-price-limits-and-price-banding#q-fast_day_trace","columns":["et_time","pct_vs_prior_close","bucket_range_pct"],"rows":[{"et_time":"09:30","pct_vs_prior_close":-3.22,"bucket_range_pct":1.07},{"et_time":"09:40","pct_vs_prior_close":-3,"bucket_range_pct":0.76},{"et_time":"09:50","pct_vs_prior_close":-3.32,"bucket_range_pct":0.53},{"et_time":"10:00","pct_vs_prior_close":-2.9,"bucket_range_pct":1.07},{"et_time":"10:10","pct_vs_prior_close":-2.75,"bucket_range_pct":0.5},{"et_time":"10:20","pct_vs_prior_close":-3.43,"bucket_range_pct":1.55},{"et_time":"10:30","pct_vs_prior_close":-2.96,"bucket_range_pct":0.67},{"et_time":"10:40","pct_vs_prior_close":-3.08,"bucket_range_pct":0.37},{"et_time":"10:50","pct_vs_prior_close":-3.09,"bucket_range_pct":0.63},{"et_time":"11:00","pct_vs_prior_close":-2.54,"bucket_range_pct":0.86},{"et_time":"11:10","pct_vs_prior_close":-2.49,"bucket_range_pct":0.36},{"et_time":"11:20","pct_vs_prior_close":-2.48,"bucket_range_pct":0.31},{"et_time":"11:30","pct_vs_prior_close":-2.19,"bucket_range_pct":0.48},{"et_time":"11:40","pct_vs_prior_close":-2.44,"bucket_range_pct":0.31},{"et_time":"11:50","pct_vs_prior_close":-2.34,"bucket_range_pct":0.3},{"et_time":"12:00","pct_vs_prior_close":-2.17,"bucket_range_pct":0.32},{"et_time":"12:10","pct_vs_prior_close":-1.99,"bucket_range_pct":0.29},{"et_time":"12:20","pct_vs_prior_close":-1.75,"bucket_range_pct":0.35},{"et_time":"12:30","pct_vs_prior_close":-2.23,"bucket_range_pct":0.57},{"et_time":"12:40","pct_vs_prior_close":-2.41,"bucket_range_pct":0.35},{"et_time":"12:50","pct_vs_prior_close":-2.63,"bucket_range_pct":0.32},{"et_time":"13:00","pct_vs_prior_close":-2.55,"bucket_range_pct":0.32},{"et_time":"13:10","pct_vs_prior_close":-2.43,"bucket_range_pct":0.26},{"et_time":"13:20","pct_vs_prior_close":-2.48,"bucket_range_pct":0.23},{"et_time":"13:30","pct_vs_prior_close":-2.4,"bucket_range_pct":0.18},{"et_time":"13:40","pct_vs_prior_close":-2.5,"bucket_range_pct":0.26},{"et_time":"13:50","pct_vs_prior_close":-2.6,"bucket_range_pct":0.28},{"et_time":"14:00","pct_vs_prior_close":-2.68,"bucket_range_pct":0.26},{"et_time":"14:10","pct_vs_prior_close":-2.7,"bucket_range_pct":0.22},{"et_time":"14:20","pct_vs_prior_close":-2.62,"bucket_range_pct":0.19},{"et_time":"14:30","pct_vs_prior_close":-2.81,"bucket_range_pct":0.3},{"et_time":"14:40","pct_vs_prior_close":-3.2,"bucket_range_pct":0.43},{"et_time":"14:50","pct_vs_prior_close":-3.22,"bucket_range_pct":0.32},{"et_time":"15:00","pct_vs_prior_close":-3.2,"bucket_range_pct":0.28},{"et_time":"15:10","pct_vs_prior_close":-3.22,"bucket_range_pct":0.21},{"et_time":"15:20","pct_vs_prior_close":-3.09,"bucket_range_pct":0.21},{"et_time":"15:30","pct_vs_prior_close":-3.13,"bucket_range_pct":0.26},{"et_time":"15:40","pct_vs_prior_close":-3.31,"bucket_range_pct":0.3},{"et_time":"15:50","pct_vs_prior_close":-2.91,"bucket_range_pct":0.54}],"shape":"series","sql":"WITH\n    reference AS\n    (\n        SELECT any(toFloat64(close)) AS prior_close\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker = 'SPY'\n          AND date = '2024-08-02'\n    )\nSELECT\n    formatDateTime(toStartOfInterval(toTimeZone(m.window_start, 'America/New_York'), INTERVAL 10 MINUTE), '%H:%i') AS et_time,\n    round(100 * (toFloat64(argMax(m.close, m.window_start)) / any(r.prior_close) - 1), 2)        AS pct_vs_prior_close,\n    round(100 * (toFloat64(max(m.high)) - toFloat64(min(m.low))) / any(r.prior_close), 2)        AS bucket_range_pct\nFROM global_markets.delayed_stocks_minute_aggs AS m\nCROSS JOIN reference AS r\nWHERE m.ticker = 'SPY'\n  AND m.window_start >= '2024-08-05 13:30:00'\n  AND m.window_start <  '2024-08-05 20:00:00'\n  AND m.volume > 0\nGROUP BY et_time\nORDER BY et_time ASC","computed_at":"2026-10-09T16:48:18.562531+00:00","elapsed":0.003647608}