STRASMORE/EXPLORE 2,170 QUERIES

Session check: SPY's observed minute-bar span, and the Friday closure on the tape

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 scalar 1×8read in context →
jul3 spy bars
0
first spy bar et
04:00
last spy bar et
19:59
spy minute bars
897
regular session bars
390
qqq 1107 lone low
709.58
qqq 1107 adjacent bars low
715.09
qqq lone print below adjacent
5.51
Rows × columns
1 × 8
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 Session check: SPY's observed minute-bar span, and the Friday closure on the tape, derived from the stored result.
ColumnTypeRangeNotes
jul3_spy_bars number every row is 0
first_spy_bar_et text 1 distinct value (04:00)
last_spy_bar_et text 1 distinct value (19:59)
spy_minute_bars number every row is 897
regular_session_bars number every row is 390
qqq_1107_lone_low number every row is 709.58 US dollars
qqq_1107_adjacent_bars_low number every row is 715.09 US dollars
qqq_lone_print_below_adjacent number every row is 5.51

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
    (
        SELECT (
            round(toFloat64(minIf(low, formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') = '11:07')), 2),
            round(toFloat64(minIf(low, formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') IN ('11:04', '11:05', '11:06', '11:08', '11:09', '11:10'))), 2)
        )
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'QQQ' AND window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
    ) AS qqq_lone
SELECT
    (SELECT count() FROM global_markets.delayed_stocks_minute_aggs
     WHERE ticker = 'SPY' AND window_start >= '2026-07-03 00:00:00' AND window_start < '2026-07-04 00:00:00') AS jul3_spy_bars,
    formatDateTime(min(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS first_spy_bar_et,
    formatDateTime(max(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS last_spy_bar_et,
    count() AS spy_minute_bars,
    countIf(window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00') AS regular_session_bars,
    qqq_lone.1 AS qqq_1107_lone_low,
    qqq_lone.2 AS qqq_1107_adjacent_bars_low,
    round(qqq_lone.2 - qqq_lone.1, 2) AS qqq_lone_print_below_adjacent
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY' AND window_start >= '2026-06-29 00:00:00' AND window_start < '2026-06-30 00:00:00'

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisMarket Recap: June 29, 2026, The Day in Numbers
QQQ and SPY: June 29 ranked against the trailing month of sessions (rank 1 = biggest absolute move) scalar 1×10 → One row for the whole options day: volume, 0DTE, the holiday-shifted week scalar 1×20 → June 29's corporate calendar and information flow, in one row scalar 1×22 → Advancers vs decliners among tickers with at least $1M traded on June 29 scalar 1×9 → Shares traded per 30-minute bucket, regular hours (billions) series 13×4 → The eleven sector baskets: June 29 vs the June 26 close, regular hours table 11×6 → See all 2,170 queries →