STRASMORE/EXPLORE 2,170 QUERIES

SPY five-minute price marks across one full session

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 2026-08-22, from Mutual Fund Frequent Trading Limits Explained.

as of series 78×2read in context →
SPY five-minute price marks across one full session — 78 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timespy_price
09:30673.44
09:35673.9
09:40673.51
09:45674.25
09:50674.06
09:55673.89
10:00673.2
10:05673.27
10:10672.3
10:15672.6
10:20672.48
10:25672.56
10:30673.03
10:35672.51
10:40673.28
10:45673.3
10:50673.12
10:55673.03
11:00672.5
11:05671.83
11:10671.93
11:15672.44
11:20672.11
11:25671.64
11:30671.25
11:35670.81
11:40671.21
11:45670.94
11:50671.36
11:55671.01
12:00670.59
12:05670.71
12:10670.71
12:15671.57
12:20671.48
12:25671.21
12:30671.17
12:35670.89
12:40671.54
12:45671.31
12:50671.25
12:55670.95
13:00671.83
13:05671.81
13:10671.59
13:15671.41
13:20671.46
13:25671.53
13:30671.46
13:35671.91
13:40671.29
13:45671.33
13:50671.84
13:55671.7
14:00671.9
14:05672.21
14:10671.86
14:15671.79
14:20670.96
14:25670.9
14:30671.09
14:35671.04
14:40670.86
14:45671.12
14:50671.4
14:55671.09
15:00671.01
15:05670.99
15:10671.19
15:15671.42
15:20671.17
15:25671.04
15:30670.99
15:35670.99
15:40670.86
15:45671.18
15:50671.2
15:55670.73
Rows × columns
78 × 2
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 SPY five-minute price marks across one full session, derived from the stored result.
ColumnTypeRangeNotes
et_time date 09:30 to 15:55
spy_price number 670.59 to 674.25 US dollars

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
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 5 minute), '%H:%i') AS et_time,
    round(toFloat64(argMax(close, window_start)), 2) AS spy_price
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2026-03-17 00:00:00', 'America/New_York')
  AND window_start <  toDateTime('2026-03-18 00:00:00', 'America/New_York')
  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
ORDER BY et_time

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