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Premarket path, 4:00-9:29 am ET: last premarket print vs Wednesday's close, and the open that followed

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 9, 2026, The Day in Numbers.

as of table 6×8read in context →
Premarket path, 4:00-9:29 am ET: last premarket print vs Wednesday's close, and the open that followed — 6 rows by 8 columns, computed from US exchange, SIP and OPRA data.
tickerprior_closefirst_premkt_bar_etpremkt_lastpremkt_pctpremkt_shares_kgap_pctopen_vs_premkt_pct
KLAC221.0304:00239.88.49357.18.14-0.33
LRCX332.9304:00365.049.64359.69.670.02
META603.0304:00584-3.161463.8-3.160
NVDA204.1404:00204.460.163741.70.160
QQQ711.304:00718.320.991652.70.990
SPY745.3104:00747.380.28814.80.270
Rows × columns
6 × 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 Premarket path, 4:00-9:29 am ET: last premarket print vs Wednesday's close, and the open that followed, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (KLAC, LRCX, META…)
prior_close number 204.14 to 745.31 US dollars
first_premkt_bar_et text 1 distinct value (04:00)
premkt_last number 204.46 to 747.38
premkt_pct number -3.16 to 9.64 percent
premkt_shares_k number 357.1 to 3,741.7 count
gap_pct number -3.16 to 9.67 percent
open_vs_premkt_pct number -0.33 to 0.02 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
    ticker,
    round(prior_close, 2) AS prior_close,
    formatDateTime(first_pm_bar, '%H:%i') AS first_premkt_bar_et,
    round(premkt_last, 2) AS premkt_last,
    round((premkt_last / prior_close - 1) * 100, 2) AS premkt_pct,
    round(premkt_shares / 1e3, 1) AS premkt_shares_k,
    round((day_open / prior_close - 1) * 100, 2) AS gap_pct,
    round((day_open / premkt_last - 1) * 100, 2) AS open_vs_premkt_pct
FROM (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')) AS prior_close,
        minIf(toTimeZone(window_start, 'America/New_York'), window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00') AS first_pm_bar,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00')) AS premkt_last,
        sumIf(toFloat64(volume), window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 13:30:00') AS premkt_shares,
        toFloat64(argMinIf(open, window_start, window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')) AS day_open
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'KLAC', 'LRCX', 'META', 'NVDA')
      AND ((window_start >= '2026-07-08 13:30:00' AND window_start < '2026-07-08 20:00:00')
        OR (window_start >= '2026-07-09 08:00:00' AND window_start < '2026-07-09 20:00:00'))
    GROUP BY ticker
)
ORDER BY ticker

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