gap_by_year

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.

WITH bars AS
(
    SELECT
        date,
        any(open)  AS open_px,
        any(close) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'MSFT'
      AND date >= '2016-01-01'
      AND date <  '2026-09-01'
    GROUP BY date
),
gaps AS
(
    SELECT
        date,
        round((toFloat64(open_px) / prev_close - 1) * 100, 3) AS gap_pct
    FROM
    (
        SELECT
            date,
            open_px,
            lagInFrame(toFloat64(close_px)) OVER (ORDER BY date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
        FROM bars
    )
    WHERE prev_close > 0
)
SELECT
    toString(toYear(date))                                                                      AS year,
    count()                                                                                     AS sessions,
    round(quantileDeterministic(0.5)(abs(gap_pct), toUInt64(toYYYYMMDD(date))), 2)               AS median_abs_gap_pct,
    round(100.0 * countIf(abs(gap_pct) > 1) / count(), 1)                                        AS over_1pct_share_pct
FROM gaps
GROUP BY year
ORDER BY year ASC