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The eleven SPDR sector ETFs: July 10 close vs July 9 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: July 10, 2026, The Day in Numbers.

as of table 11×5read in context →
The eleven SPDR sector ETFs: July 10 close vs July 9 close, regular hours — 11 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickerprior_closeday_closepct_chgday_dollar_bn
XLB50.2850.891.210.37
XLC110.54111.6410.69
XLE54.8155.080.491.19
XLF55.5455.710.311.17
XLI181.12181.960.460.93
XLK185.34185.780.241.08
XLP83.2284.131.090.65
XLRE44.2244.440.50.15
XLU45.1245.40.620.59
XLV162.16160.88-0.791.38
XLY116.87117.20.280.65
Rows × columns
11 × 5
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 The eleven SPDR sector ETFs: July 10 close vs July 9 close, regular hours, derived from the stored result.
ColumnTypeRangeNotes
ticker text 11 distinct values (XLB, XLC, XLE…)
prior_close number 44.22 to 185.34 US dollars
day_close number 44.44 to 185.78 US dollars
pct_chg number -0.79 to 1.21 percent
day_dollar_bn number 0.15 to 1.38

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 per_etf AS (
    SELECT
        ticker,
        toFloat64(argMaxIf(close, window_start, window_start < '2026-07-10 00:00:00')) AS prior_close,
        toFloat64(argMaxIf(close, window_start, window_start >= '2026-07-10 00:00:00')) AS day_close,
        round(sumIf(toFloat64(close) * toFloat64(volume), window_start >= '2026-07-10 00:00:00') / 1e9, 2) AS day_dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('XLB', 'XLC', 'XLE', 'XLF', 'XLI', 'XLK', 'XLP', 'XLRE', 'XLU', 'XLV', 'XLY')
      AND ((window_start >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00')
        OR (window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'))
    GROUP BY ticker
)
SELECT
    ticker,
    round(prior_close, 2) AS prior_close,
    round(day_close, 2) AS day_close,
    round((day_close / prior_close - 1) * 100, 2) AS pct_chg,
    day_dollar_bn
FROM per_etf
ORDER BY ticker

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