The final half hour on 2025's largest-move session, against a typical 2025 session

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
(
    SELECT date
    FROM
    (
        SELECT
            date,
            abs(close_px / lagInFrame(close_px)
                OVER (ORDER BY date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) - 1) AS abs_move
        FROM
        (
            SELECT
                date,
                max(toFloat64(close)) AS close_px
            FROM global_markets.stocks_daily_aggs
            WHERE ticker = 'QQQ'
              AND date >= '2024-12-16'
              AND date <= '2025-12-31'
            GROUP BY date
        )
    )
    WHERE date >= '2025-01-02'
    ORDER BY abs_move DESC
    LIMIT 1
) AS reset_date
SELECT
    formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_time,
    round(sumIf(volume,
                toDate(toTimeZone(window_start, 'America/New_York')) = reset_date) / 1e6, 2) AS big_move_shares_m,
    round(avg(volume) / 1e6, 2)                                                              AS typical_shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'QQQ'
  AND window_start >= '2025-01-01 00:00:00'
  AND window_start <  '2026-01-01 00:00:00'
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 930 AND 960
GROUP BY et_time
ORDER BY et_time