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The turn week: SPY, Citigroup, and the 10-year yield, March 9-13

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 series 5×6read in context →
The turn week: SPY, Citigroup, and the 10-year yield, March 9-13 — 5 rows by 6 columns, computed from US exchange, SIP and OPRA data.
sessionspy_closespy_change_pctspy_shares_mciti_closeten_year_pct
2009-03-0968.07-1.1357.41.052.89
2009-03-1072.216.1401.31.442.99
2009-03-1172.60.5350.11.542.95
2009-03-1275.514407.41.662.89
2009-03-1376.090.8332.71.782.89
Rows × columns
5 × 6
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 The turn week: SPY, Citigroup, and the 10-year yield, March 9-13, derived from the stored result.
ColumnTypeRangeNotes
session date 2009-03-09 to 2009-03-13
spy_close number 68.07 to 76.09 US dollars
spy_change_pct number -1.1 to 6.1 percent
spy_shares_m number 332.7 to 407.4 count
citi_close number 1.05 to 1.78 US dollars
ten_year_pct number 2.89 to 2.99 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.

the exact SQL behind every number 
WITH daily AS (
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
        argMaxIf(toFloat64(close), window_start, ticker = 'SPY' AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS spy_close_raw,
        round(argMaxIf(toFloat64(close), window_start, ticker = 'C' AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959), 2) AS citi_close,
        round(toFloat64(sumIf(volume, ticker = 'SPY')) / 1e6, 1) AS spy_shares_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'C')
      AND window_start >= toDateTime('2009-03-06 04:00:00') AND window_start < toDateTime('2009-03-14 00:00:00')
    GROUP BY et_date
)
SELECT
    toString(d.et_date) AS session,
    round(d.spy_close_raw, 2) AS spy_close,
    round((d.spy_close_raw / d.prev_close - 1) * 100, 1) AS spy_change_pct,
    d.spy_shares_m,
    d.citi_close,
    t.ten_year_pct
FROM (
    SELECT *, lagInFrame(spy_close_raw) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
    FROM daily
) AS d
LEFT JOIN (
    SELECT date, round(toFloat64(yield_10_year), 2) AS ten_year_pct
    FROM global_markets.treasury_yields
    WHERE date BETWEEN '2009-03-09' AND '2009-03-13'
) AS t ON d.et_date = t.date
WHERE d.et_date >= toDate('2009-03-09')
ORDER BY d.et_date

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