STRASMORE/EXPLORE 2,882 QUERIES

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.

as of series 21×4read in context →
june_profile — 21 rows by 4 columns, computed from US exchange, SIP and OPRA data.
sessionsession_labelspy_close_share_pctaapl_close_share_pct
2026-06-01Jun 10.442.01
2026-06-02Jun 20.430.84
2026-06-03Jun 31.041.15
2026-06-04Jun 40.341.19
2026-06-05Jun 50.560.64
2026-06-08Jun 80.420.54
2026-06-09Jun 90.630.44
2026-06-10Jun 101.011.09
2026-06-11Jun 110.750.83
2026-06-12Jun 120.60.46
2026-06-15Jun 151.10.92
2026-06-16Jun 160.621.67
2026-06-17Jun 170.351.18
2026-06-18Jun 180.642.53
2026-06-22Jun 220.420.84
2026-06-23Jun 230.510.87
2026-06-24Jun 240.810.71
2026-06-25Jun 251.030.58
2026-06-26Jun 261.479.4
2026-06-29Jun 290.935.51
2026-06-30Jun 302.432.3
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for june_profile, derived from the stored result.
ColumnTypeRangeNotes
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
⌘/Ctrl + Enter

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