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SPY / QQQ / DIA / IWM: June 30 vs the June 29 close, regular hours

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 30, 2026, The Day in Numbers.

as of table 4×8read in context →
SPY / QQQ / DIA / IWM: June 30 vs the June 29 close, regular hours — 4 rows by 8 columns, computed from US exchange, SIP and OPRA data.
tickerprior_closeday_openday_closepct_changeday_highday_lowshares_traded_m
DIA521.68522.35522.280.12523.14519.592.7
IWM298.95298.56300.420.49300.98297.4419.7
QQQ723.95724.18735.761.63737.62723.9135.7
SPY740.88741.29746.320.73748.02740.8942.7
Rows × columns
4 × 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 SPY / QQQ / DIA / IWM: June 30 vs the June 29 close, regular hours, derived from the stored result.
ColumnTypeRangeNotes
ticker text 4 distinct values (DIA, IWM, QQQ…)
prior_close number 298.95 to 740.88 US dollars
day_open number 298.56 to 741.29 US dollars
day_close number 300.42 to 746.32 US dollars
pct_change number 0.12 to 1.63 percent
day_high number 300.98 to 748.02 US dollars
day_low number 297.44 to 740.89 US dollars
shares_traded_m number 2.7 to 42.7 count

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 prior AS (
    SELECT ticker, argMax(close, window_start) AS prior_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
    GROUP BY ticker
),
sess AS (
    SELECT ticker,
           argMin(open, window_start) AS day_open,
           argMax(close, window_start) AS day_close,
           max(high) AS day_high,
           min(low) AS day_low,
           round(toFloat64(sum(volume)) / 1e6, 1) AS shares_traded_m
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'DIA', 'IWM')
      AND window_start >= '2026-06-30 13:30:00' AND window_start < '2026-06-30 20:00:00'
    GROUP BY ticker
)
SELECT
    s.ticker AS ticker,
    round(toFloat64(p.prior_close), 2) AS prior_close,
    round(toFloat64(s.day_open), 2) AS day_open,
    round(toFloat64(s.day_close), 2) AS day_close,
    round((toFloat64(s.day_close) / toFloat64(p.prior_close) - 1) * 100, 2) AS pct_change,
    round(toFloat64(s.day_high), 2) AS day_high,
    round(toFloat64(s.day_low), 2) AS day_low,
    s.shares_traded_m AS shares_traded_m
FROM sess s
JOIN prior p ON s.ticker = p.ticker
ORDER BY s.ticker

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