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The memory/storage names: change vs Friday's close and intraday range

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 Recap: June 29, 2026, The Day in Numbers.

as of table 4×9read in context →
The memory/storage names: change vs Friday's close and intraday range — 4 rows by 9 columns, computed from US exchange, SIP and OPRA data.
tickerjun26_closejun29_closepct_chgday_highday_high_etday_lowday_low_etrange_pct
MU1122.9211451.971148.7915:591023.6510:1812.22
SNDK2091.082051.29-1.92090.7109:30189510:1810.33
STX895.27968.48.17987.5714:48880.0110:0012.22
WDC586.32651.711.15652.9815:5959009:3110.67
Rows × columns
4 × 9
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 memory/storage names: change vs Friday's close and intraday range, derived from the stored result.
ColumnTypeRangeNotes
ticker text 4 distinct values (MU, SNDK, STX…)
jun26_close number 586.32 to 2,091.08 US dollars
jun29_close number 651.7 to 2,051.29 US dollars
pct_chg number -1.9 to 11.15 percent
day_high number 652.98 to 2,090.71 US dollars
day_high_et text 3 distinct values (09:30, 14:48, 15:59)
day_low number 590 to 1,895 US dollars
day_low_et text 3 distinct values (09:31, 10:00, 10:18)
range_pct number 10.33 to 12.22 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 per_name AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-06-27 00:00:00')) AS friday_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-06-29 00:00:00')) AS monday_close,
        maxIf(toFloat64(high), window_start >= '2026-06-29 00:00:00') AS day_high,
        minIf(toFloat64(low), window_start >= '2026-06-29 00:00:00') AS day_low,
        argMinIf(window_start, toFloat64(low), window_start >= '2026-06-29 00:00:00') AS low_bar,
        argMaxIf(window_start, toFloat64(high), window_start >= '2026-06-29 00:00:00') AS high_bar
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('MU', 'SNDK', 'STX', 'WDC')
      AND ((window_start >= '2026-06-26 13:30:00' AND window_start < '2026-06-26 20:00:00')
        OR (window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(friday_close, 2) AS jun26_close,
    round(monday_close, 2) AS jun29_close,
    round((monday_close / friday_close - 1) * 100, 2) AS pct_chg,
    round(day_high, 2) AS day_high,
    formatDateTime(toTimeZone(high_bar, 'America/New_York'), '%H:%i') AS day_high_et,
    round(day_low, 2) AS day_low,
    formatDateTime(toTimeZone(low_bar, 'America/New_York'), '%H:%i') AS day_low_et,
    round((day_high / day_low - 1) * 100, 2) AS range_pct
FROM per_name
ORDER BY ticker

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