STRASMORE/EXPLORE 2,170 QUERIES

Session by session: SPY close, change, and full-day volume

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: Week of June 29, 2026.

as of series 4×4read in context →
Session by session: SPY close, change, and full-day volume — 4 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_datespy_closechange_pctshares_m
2026-06-29740.881.655.6
2026-06-30746.320.751.7
2026-07-01745.69-0.145.4
2026-07-02744.8-0.155.4
Rows × columns
4 × 4
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 Session by session: SPY close, change, and full-day volume, derived from the stored result.
ColumnTypeRangeNotes
et_date date 2026-06-29 to 2026-07-02
spy_close number 740.88 to 746.32 US dollars
change_pct number -0.1 to 1.6 percent
shares_m number 45.4 to 55.6 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 
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,
    round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m
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('2026-06-26 00:00:00') AND window_start < toDateTime('2026-07-03 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('2026-06-29 00:00:00') AND window_start < toDateTime('2026-07-03 00:00:00')
GROUP BY et_date
ORDER BY et_date

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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: Week of June 29, 2026
Regular-hours dollar volume, week of June 29 (one reused-symbol listing excluded pending entity verification) ranking 8×3 → Contracts traded during the week, by expiry date (single-pass scan; batch-generated) ranking 6×3 → Treasury yields through the week (July 2 print not yet ingested at generation) ranking 5×4 → FINRA off-exchange short volume by session: coverage and marked-short share ranking 4×4 → Week-over-week: the four index ETFs against the prior Friday's close table 4×5 → The session receipt: four traded days, one Friday closure, verified from the tape scalar 1×3 → See all 2,170 queries →