SPY by half-hour: March 9, 2009 regular session

Name: SPY by half-hour: March 9, 2009 regular session
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 2026-07-26, from March 9, 2009: The Bottom, On the Tape.

as of 2026-07-26 series 13×4read in context →

SPY by half-hour: March 9, 2009 regular session — 13 rows by 4 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
et_time	bucket_close	bucket_low	shares_m
09:30	68.95	67.95	40.5
10:00	69.49	68.9	31.8
10:30	68.9	68.82	25.6
11:00	68.99	68.6	21.6
11:30	68.95	68.71	18.7
12:00	69.13	68.83	14.5
12:30	68.79	68.65	15.7
13:00	68.34	68.13	21.1
13:30	68.48	68.25	15.7
14:00	68.57	68.33	25.9
14:30	68.43	67.95	24.5
15:00	68.05	67.73	28.3
15:30	68.07	67.78	44.3

Rows × columns: 13 × 4
Period covered: 09:30 to 15:30
Computed: 2026-07-26
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 SPY by half-hour: March 9, 2009 regular session, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:30 to 15:30
`bucket_close`	number	68.05 to 69.49	US dollars
`bucket_low`	number	67.73 to 68.9	US dollars
`shares_m`	number	14.5 to 44.3	count

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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(toFloat64(argMax(close, window_start)), 2) AS bucket_close,
    round(min(toFloat64(low)), 2) AS bucket_low,
    round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2009-03-09 04:00:00') AND window_start < toDateTime('2009-03-09 23:59:00')
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY et_time
ORDER BY et_time

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More from this analysisMarch 9, 2009: The Bottom, On the Tape

The turn week: SPY, Citigroup, and the 10-year yield, March 9-13 series 5×6 → Four major lows: SPY forward returns at three and twelve months series 4×4 → Sixteen weeks after the low: weekly lows, closes, and the running minimum ranking 16×4 → One year off the low: the crisis epicenter vs the broad market table 9×5 → Peak to trough to round trip: the whole crisis in one row scalar 1×6 → SPY on March 9, 2009: the generational low, receipted scalar 1×14 → See all 2,170 queries →