STRASMORE/EXPLORE 2,170 QUERIES

SPY, all 21 June sessions: close and close-over-close change

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 2026.

as of series 21×3read in context →
SPY, all 21 June sessions: close and close-over-close change — 21 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_datespy_closechange_pct
2026-06-01758.430.3
2026-06-02759.450.1
2026-06-03754.19-0.7
2026-06-04757.060.4
2026-06-05737.42-2.6
2026-06-08739.310.3
2026-06-09737.05-0.3
2026-06-10725.42-1.6
2026-06-11737.641.7
2026-06-12741.630.5
2026-06-15754.661.8
2026-06-16750.39-0.6
2026-06-17741.02-1.2
2026-06-18746.560.7
2026-06-22744.37-0.3
2026-06-23733.67-1.4
2026-06-24733.12-0.1
2026-06-25733.260
2026-06-26729.09-0.6
2026-06-29740.881.6
2026-06-30746.320.7
Rows × columns
21 × 3
Period covered
to
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, all 21 June sessions: close and close-over-close change, derived from the stored result.
ColumnTypeRangeNotes
et_date date 2026-06-01 to 2026-06-30
spy_close number 725.42 to 759.45 US dollars
change_pct number -2.6 to 1.8 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
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
    round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS spy_close,
    round((argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / any(prev) - 1) * 100, 1) AS change_pct
FROM global_markets.delayed_stocks_minute_aggs
INNER JOIN (
    SELECT d, lagInFrame(c) OVER (ORDER BY d ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev
    FROM (
        SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d, argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) AS c
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-05-29 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
        GROUP BY d
    )
) AS p ON toDate(toTimeZone(window_start, 'America/New_York')) = p.d
WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-06-01 00:00:00') AND window_start < toDateTime('2026-07-01 00:00:00')
GROUP BY et_date
ORDER BY et_date

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 2026
SPY median quoted spread: the June sample session against May's (second Wednesdays) series 2×4 Every June on the tape: SPY, recomputed identically by year (session counts shown) ranking 23×3 Ex-dividend events by day through June ranking 22×2 Treasury yields through June: 10-year, 2-year, and the 2s10s spread ranking 21×4 Monthly returns, January through June 2026, recomputed live (SPY and QQQ) ranking 12×4 June regular-hours dollar volume, whole tape (one reused-symbol listing excluded pending entity verification) ranking 8×3 See all 2,170 queries →