STRASMORE/EXPLORE 2,985 QUERIES

delay_window

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 2026-10-03, from market-data-licensing-for-app-developers.

as of series 26×3read in context →
delay_window — 26 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timespy_range_pctko_range_pct
09:300.3720.958
09:450.3320.523
10:000.310.504
10:150.2790.38
10:300.2540.402
10:450.2910.346
11:000.2280.33
11:150.2410.249
11:300.2170.291
11:450.2210.253
12:000.20.206
12:150.170.245
12:300.1950.223
12:450.1630.23
13:000.1870.225
13:150.2120.192
13:300.1920.214
13:450.1730.178
14:000.1960.208
14:150.1650.215
14:300.170.205
14:450.1730.18
15:000.1820.235
15:150.1890.232
15:300.1760.296
15:450.3490.415
Rows × columns
26 × 3
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 delay_window, derived from the stored result.
ColumnTypeRangeNotes
et_time text 26 distinct values (09:30, 09:45, 10:00…)
spy_range_pct number 0.163 to 0.372 percent
ko_range_pct number 0.178 to 0.958 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 buckets AS
(
    SELECT
        ticker,
        toStartOfInterval(window_start, INTERVAL 15 MINUTE) AS bucket,
        max(toFloat64(high))  AS hi,
        min(toFloat64(low))   AS lo,
        avg(toFloat64(close)) AS mid
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'KO')
      AND window_start >= '2026-06-01 00:00:00'
      AND window_start <  '2026-07-01 00:00:00'
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) <  960
    GROUP BY ticker, bucket
)
SELECT
    formatDateTime(toTimeZone(bucket, 'America/New_York'), '%H:%i') AS et_time,
    round(avgIf((hi - lo) / mid * 100, ticker = 'SPY'), 3)          AS spy_range_pct,
    round(avgIf((hi - lo) / mid * 100, ticker = 'KO'), 3)           AS ko_range_pct
FROM buckets
GROUP BY et_time
HAVING countIf(ticker = 'SPY') > 0
   AND countIf(ticker = 'KO') > 0
ORDER BY et_time
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