{"slug":"lehman-collapse-market-crash-2008","qid":"path_30m","label":"SPY by half-hour: September 15, 2008 regular session","post_title":"Lehman's Collapse: The 2008 Tape, Replayed","post_url":"/blog/lehman-collapse-market-crash-2008#q-path_30m","columns":["et_time","bucket_close","bucket_low","shares_m"],"rows":[{"et_time":"09:30","bucket_close":122.2,"bucket_low":121.69,"shares_m":52.4},{"et_time":"10:00","bucket_close":123.02,"bucket_low":122,"shares_m":35.4},{"et_time":"10:30","bucket_close":123.88,"bucket_low":122.83,"shares_m":38.4},{"et_time":"11:00","bucket_close":122.95,"bucket_low":122,"shares_m":19.6},{"et_time":"11:30","bucket_close":122.38,"bucket_low":122.25,"shares_m":26.7},{"et_time":"12:00","bucket_close":123.06,"bucket_low":122.3,"shares_m":28},{"et_time":"12:30","bucket_close":123.13,"bucket_low":122.63,"shares_m":21.8},{"et_time":"13:00","bucket_close":122.78,"bucket_low":122.65,"shares_m":16.3},{"et_time":"13:30","bucket_close":122.33,"bucket_low":121.89,"shares_m":26.3},{"et_time":"14:00","bucket_close":122.4,"bucket_low":122.12,"shares_m":24.7},{"et_time":"14:30","bucket_close":121.78,"bucket_low":121.47,"shares_m":23.2},{"et_time":"15:00","bucket_close":120.81,"bucket_low":120.51,"shares_m":35.6},{"et_time":"15:30","bucket_close":120.34,"bucket_low":120.14,"shares_m":65.4}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,\n    round(toFloat64(argMax(close, window_start)), 2) AS bucket_close,\n    round(min(toFloat64(low)), 2) AS bucket_low,\n    round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker = 'SPY'\n  AND window_start >= toDateTime('2008-09-15 04:00:00') AND window_start < toDateTime('2008-09-15 23:59:00')\n  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-07-26T05:37:50.762977+00:00","elapsed":0.041574579}