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How far SPY moved inside a single minute: average one-minute high-to-low range by time of day, July 8, 2026

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 Market Order vs Limit Order, Measured.

as of scalar 1×4read in context →
open window cents
70.3
midday window cents
35.8
close window cents
38.8
open vs midday
2
Rows × columns
1 × 4
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 How far SPY moved inside a single minute: average one-minute high-to-low range by time of day, July 8, 2026, derived from the stored result.
ColumnTypeRangeNotes
open_window_cents number every row is 70.3 US dollars
midday_window_cents number every row is 35.8
close_window_cents number every row is 38.8 US dollars
open_vs_midday number every row is 2 US dollars

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 
SELECT round(avgIf(range_cents, et_minute >= '09:30' AND et_minute < '09:45'), 1) AS open_window_cents,
       round(avgIf(range_cents, et_minute >= '12:00' AND et_minute < '13:00'), 1) AS midday_window_cents,
       round(avgIf(range_cents, et_minute >= '15:45' AND et_minute < '16:00'), 1) AS close_window_cents,
       round(avgIf(range_cents, et_minute >= '09:30' AND et_minute < '09:45')
             / avgIf(range_cents, et_minute >= '12:00' AND et_minute < '13:00'), 1) AS open_vs_midday
FROM (
    SELECT formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_minute,
           toFloat64(high - low) * 100 AS range_cents
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= '2026-07-08 04:00:00'
      AND window_start < '2026-07-09 04:00:00'
)
WHERE et_minute >= '09:30' AND et_minute < '16:00'

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