june_profile
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 2026-10-01, from index-rebalance-day-closing-auction.
| session | session_label | spy_close_share_pct | aapl_close_share_pct |
|---|---|---|---|
| 2026-06-01 | Jun 1 | 0.44 | 2.01 |
| 2026-06-02 | Jun 2 | 0.43 | 0.84 |
| 2026-06-03 | Jun 3 | 1.04 | 1.15 |
| 2026-06-04 | Jun 4 | 0.34 | 1.19 |
| 2026-06-05 | Jun 5 | 0.56 | 0.64 |
| 2026-06-08 | Jun 8 | 0.42 | 0.54 |
| 2026-06-09 | Jun 9 | 0.63 | 0.44 |
| 2026-06-10 | Jun 10 | 1.01 | 1.09 |
| 2026-06-11 | Jun 11 | 0.75 | 0.83 |
| 2026-06-12 | Jun 12 | 0.6 | 0.46 |
| 2026-06-15 | Jun 15 | 1.1 | 0.92 |
| 2026-06-16 | Jun 16 | 0.62 | 1.67 |
| 2026-06-17 | Jun 17 | 0.35 | 1.18 |
| 2026-06-18 | Jun 18 | 0.64 | 2.53 |
| 2026-06-22 | Jun 22 | 0.42 | 0.84 |
| 2026-06-23 | Jun 23 | 0.51 | 0.87 |
| 2026-06-24 | Jun 24 | 0.81 | 0.71 |
| 2026-06-25 | Jun 25 | 1.03 | 0.58 |
| 2026-06-26 | Jun 26 | 1.47 | 9.4 |
| 2026-06-29 | Jun 29 | 0.93 | 5.51 |
| 2026-06-30 | Jun 30 | 2.43 | 2.3 |
- Rows × columns
- 21 × 4
- Period covered
- to
- 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 |
|---|---|---|---|
session |
date | 2026-06-01 to 2026-06-30 | |
session_label |
text | 21 distinct values (Jun 1, Jun 10, Jun 11…) | |
spy_close_share_pct |
number | 0.34 to 2.43 | percent |
aapl_close_share_pct |
number | 0.44 to 9.4 | percent |
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 bars AS
(
SELECT
ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
toFloat64(volume) AS bar_volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'AAPL')
AND window_start >= '2026-06-01'
AND window_start < '2026-07-01'
)
SELECT
toString(session_date) AS session,
formatDateTime(session_date, '%b %e') AS session_label,
round(100 * sumIf(bar_volume, ticker = 'SPY' AND et_minute = 960)
/ sumIf(bar_volume, ticker = 'SPY'), 2) AS spy_close_share_pct,
round(100 * sumIf(bar_volume, ticker = 'AAPL' AND et_minute = 960)
/ sumIf(bar_volume, ticker = 'AAPL'), 2) AS aapl_close_share_pct
FROM bars
WHERE et_minute >= 570
AND et_minute <= 960
GROUP BY session_date
HAVING sumIf(bar_volume, ticker = 'SPY') > 0
AND sumIf(bar_volume, ticker = 'AAPL') > 0
ORDER BY session_date
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