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.
- Rows × columns
- 1 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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.
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.
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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