STRASMORE/EXPLORE 2,648 QUERIES

gap_trace

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 2026-09-26, from msft-premarket-and-after-hours-prices.

as of series 43×4read in context →
gap_trace — 43 rows by 4 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelgap_pctsession_pct
2026-07-017月1日2.090.91
2026-07-027月2日0.051.56
2026-07-067月6日-0.88-0.08
2026-07-077月7日1.49-0.93
2026-07-087月8日-1.24-0.18
2026-07-097月9日-2.322.65
2026-07-107月10日0.89-0.7
2026-07-137月13日0.690.84
2026-07-147月14日-2.090.55
2026-07-157月15日0.752.02
2026-07-167月16日0.680.7
2026-07-177月17日-1.56-0.26
2026-07-207月20日-0.612.78
2026-07-217月21日-0.87-0.26
2026-07-227月22日0.46-2.31
2026-07-237月23日-0.1-2.15
2026-07-247月24日1.43-1.38
2026-07-277月27日2.2-0.25
2026-07-287月28日1.040.05
2026-07-297月29日0.01-0.73
2026-07-307月30日12.133.01
2026-07-317月31日-0.243.27
2026-08-038月3日2.452.42
2026-08-048月4日-1.382.48
2026-08-058月5日0.72-1.79
2026-08-068月6日0.222.32
2026-08-078月7日-0.130.16
2026-08-108月10日0.690.52
2026-08-118月11日-0.34-0.1
2026-08-128月12日-0.76-1.51
2026-08-138月13日0.170.73
2026-08-148月14日-0.11-0.19
2026-08-178月17日-1.06-2
2026-08-188月18日0.250.02
2026-08-198月19日-0.320.88
2026-08-208月20日-0.21-0.44
2026-08-218月21日-0.260.7
2026-08-248月24日-0.010.85
2026-08-258月25日-0.381.29
2026-08-268月26日-0.791.75
2026-08-278月27日-0.32.06
2026-08-288月28日0.051.62
2026-08-318月31日-0.61-0.61
Rows × columns
43 × 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 gap_trace, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-07-01 to 2026-08-31
session_label text 43 distinct values (7月10日, 7月13日, 7月14日…)
gap_pct number -2.32 to 12.13 percent
session_pct number -2.31 to 3.27 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 , 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.

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 >= '2026-06-20'
      AND date <  '2026-09-01'
    GROUP BY date
)
SELECT
    toString(date)                                                                           AS session_date,
    concat(toString(toMonth(date)), '月', toString(toDayOfMonth(date)), '日')                AS session_label,
    round((toFloat64(open_px) / prev_close - 1) * 100, 2)                                    AS gap_pct,
    round((toFloat64(close_px) / toFloat64(open_px) - 1) * 100, 2)                            AS session_pct
FROM
(
    SELECT
        date,
        open_px,
        close_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
  AND date >= '2026-07-01'
ORDER BY date ASC
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