STRASMORE/EXPLORE 3,214 QUERIES

Median one minute range by ET clock bucket, SPY and KO, September 2026

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 2026-10-08, from Market Orders With Protection on CME Globex.

as of series 39×3read in context →
Median one minute range by ET clock bucket, SPY and KO, September 2026 — 39 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timespy_range_bpsko_range_bps
09:30515.9
09:404.349.61
09:503.657.87
10:003.747.92
10:103.917.35
10:203.395.69
10:303.55.65
10:403.295.63
10:503.265.67
11:003.265.14
11:103.074.56
11:202.874.51
11:302.754.53
11:402.623.97
11:502.433.96
12:002.463.98
12:102.163.41
12:202.213.45
12:302.482.88
12:402.32.88
12:502.212.85
13:002.262.85
13:102.132.83
13:202.112.87
13:302.13.39
13:402.072.84
13:501.762.83
14:002.23.39
14:101.972.84
14:201.842.84
14:301.983.39
14:401.933.38
14:501.963.39
15:002.093.36
15:101.823.42
15:201.953.42
15:302.064.5
15:402.234.45
15:503.627.35
Rows × columns
39 × 3
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 Median one minute range by ET clock bucket, SPY and KO, September 2026, derived from the stored result.
ColumnTypeRangeNotes
et_time text 39 distinct values (09:30, 09:40, 09:50…)
spy_range_bps number 1.76 to 5
ko_range_bps number 2.83 to 15.9

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.

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
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 10 MINUTE), '%H:%i') AS et_time,
    round(quantileDeterministicIf(0.5)(
        (toFloat64(high) - toFloat64(low)) / toFloat64(close) * 10000,
        toUInt32(toUnixTimestamp(window_start)),
        ticker = 'SPY'), 2) AS spy_range_bps,
    round(quantileDeterministicIf(0.5)(
        (toFloat64(high) - toFloat64(low)) / toFloat64(close) * 10000,
        toUInt32(toUnixTimestamp(window_start)),
        ticker = 'KO'), 2)  AS ko_range_bps
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'KO')
  AND window_start >= toDateTime('2026-09-01 04:00:00', 'UTC')
  AND window_start <  toDateTime('2026-10-01 04:00:00', 'UTC')
  AND close > 0
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY et_time
HAVING countIf(ticker = 'SPY') > 0 AND countIf(ticker = 'KO') > 0
ORDER BY et_time
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