The four Level 1 halt sessions of March 2020

Name: The four Level 1 halt sessions of March 2020
Creator: Strasmore
Published: 2026-11-01
License: https://www.strasmore.com/terms/

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 2026-11-01, from Market-Wide Circuit Breakers Explained.

as of 2026-11-01 series 4×8read in context →

The four Level 1 halt sessions of March 2020 — 4 rows by 8 columns, computed 2026-11-01 from US exchange, SIP and OPRA data.
session_date	session_label	prior_close	level_1_line	session_low	open_drop_pct	low_drop_pct	close_drop_pct
2020-03-09	March 9	297.46	276.64	273.45	7.45	8.07	7.81
2020-03-12	March 12	274.36	255.15	247.68	6.69	9.72	9.57
2020-03-16	March 16	269.32	250.47	237.36	10.45	11.87	10.94
2020-03-18	March 18	252.8	235.1	228.02	6.55	9.8	5.06

Rows × columns: 4 × 8
Period covered: 2020-03-09 to 2020-03-18
Computed: 2026-11-01
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 four Level 1 halt sessions of March 2020, derived from the stored result.
Column	Type	Range	Notes
`session_date`	date	2020-03-09 to 2020-03-18
`session_label`	text	4 distinct values (March 12, March 16, March 18…)
`prior_close`	number	252.8 to 297.46	US dollars
`level_1_line`	number	235.1 to 276.64
`session_low`	number	228.02 to 273.45	US dollars
`open_drop_pct`	number	6.55 to 10.45	percent
`low_drop_pct`	number	8.07 to 11.87	percent
`close_drop_pct`	number	5.06 to 10.94	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 2026-11-01, and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

SELECT
    toString(d)                                            AS session_date,
    concat(monthName(d), ' ', toString(toDayOfMonth(d)))   AS session_label,
    round(prev_close_px, 2)                                AS prior_close,
    round(prev_close_px * 93 / 100, 2)                     AS level_1_line,
    round(low_px, 2)                                       AS session_low,
    round((1 - open_px / prev_close_px) * 100, 2)          AS open_drop_pct,
    round((1 - low_px / prev_close_px) * 100, 2)           AS low_drop_pct,
    round((1 - close_px / prev_close_px) * 100, 2)         AS close_drop_pct
FROM
(
    SELECT
        d,
        open_px,
        low_px,
        close_px,
        lagInFrame(close_px, 1) OVER (ORDER BY d ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS prev_close_px
    FROM
    (
        SELECT
            date                        AS d,
            toFloat64(max(open))        AS open_px,
            toFloat64(min(low))         AS low_px,
            toFloat64(max(close))       AS close_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date BETWEEN toDate('2020-02-24') AND toDate('2020-03-31')
        GROUP BY date
    )
)
WHERE d >= toDate('2020-03-02')
  AND (1 - low_px / prev_close_px) * 100 >= 7
ORDER BY d

SQL to run

SELECT
    toString(d)                                            AS session_date,
    concat(monthName(d), ' ', toString(toDayOfMonth(d)))   AS session_label,
    round(prev_close_px, 2)                                AS prior_close,
    round(prev_close_px * 93 / 100, 2)                     AS level_1_line,
    round(low_px, 2)                                       AS session_low,
    round((1 - open_px / prev_close_px) * 100, 2)          AS open_drop_pct,
    round((1 - low_px / prev_close_px) * 100, 2)           AS low_drop_pct,
    round((1 - close_px / prev_close_px) * 100, 2)         AS close_drop_pct
FROM
(
    SELECT
        d,
        open_px,
        low_px,
        close_px,
        lagInFrame(close_px, 1) OVER (ORDER BY d ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW) AS prev_close_px
    FROM
    (
        SELECT
            date                        AS d,
            toFloat64(max(open))        AS open_px,
            toFloat64(min(low))         AS low_px,
            toFloat64(max(close))       AS close_px
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date BETWEEN toDate('2020-02-24') AND toDate('2020-03-31')
        GROUP BY date
    )
)
WHERE d >= toDate('2020-03-02')
  AND (1 - low_px / prev_close_px) * 100 >= 7
ORDER BY d

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