STRASMORE/EXPLORE 2,170 QUERIES

Every quarter-opening session since 2004: SPY's open-to-close move, with July 1 ranked inside it

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: July 1, 2026, The Day in Numbers.

as of scalar 1×9read in context →
quarter opens measured
91
median quarter open pct
0.01
quarter opens green
46
quarter opens red
45
jul1 oc pct
0.09
jul1 rank worst to best
50
worst quarter open pct
-2.28
best quarter open pct
3.18
first measured
January 2004
Rows × columns
1 × 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 Every quarter-opening session since 2004: SPY's open-to-close move, with July 1 ranked inside it, derived from the stored result.
ColumnTypeRangeNotes
quarter_opens_measured number every row is 91
median_quarter_open_pct number every row is 0.01 percent
quarter_opens_green number every row is 46
quarter_opens_red number every row is 45
jul1_oc_pct number every row is 0.09 percent
jul1_rank_worst_to_best number every row is 50
worst_quarter_open_pct number every row is -2.28 percent
best_quarter_open_pct number every row is 3.18 percent
first_measured text 1 distinct value (January 2004)

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
    count() AS quarter_opens_measured,
    round(quantileExact(0.5)(oc_pct), 2) AS median_quarter_open_pct,
    countIf(oc_pct > 0) AS quarter_opens_green,
    countIf(oc_pct <= 0) AS quarter_opens_red,
    round(anyIf(oc_pct, first_day = toDate('2026-07-01')), 2) AS jul1_oc_pct,
    arrayCount(x -> x < anyIf(oc_pct, first_day = toDate('2026-07-01')), groupArrayIf(oc_pct, first_day != toDate('2026-07-01'))) + 1 AS jul1_rank_worst_to_best,
    round(min(oc_pct), 2) AS worst_quarter_open_pct,
    round(max(oc_pct), 2) AS best_quarter_open_pct,
    concat(monthName(min(first_day)), ' ', toString(toYear(min(first_day)))) AS first_measured
FROM (
    SELECT f.first_day AS first_day, d.oc_pct AS oc_pct
    FROM (
        SELECT toStartOfQuarter(d) AS q, min(d) AS first_day
        FROM (
            SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker = 'SPY'
              AND window_start >= toDateTime('2004-01-01 00:00:00')
              AND window_start < toDateTime('2026-07-02 00:00:00')
              AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
            GROUP BY d
        )
        GROUP BY q
    ) f
    INNER JOIN (
        SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS d,
               (argMax(toFloat64(close), (window_start, close)) / argMin(toFloat64(open), (window_start, open)) - 1) * 100 AS oc_pct
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= toDateTime('2004-01-01 00:00:00')
          AND window_start < toDateTime('2026-07-02 00:00:00')
          AND (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199
        GROUP BY d
    ) d ON d.d = f.first_day
)

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