gap_by_month

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
        ticker,
        date,
        argMax(toFloat64(open), _ingest_time)  AS open_px,
        argMax(toFloat64(close), _ingest_time) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'JPM', 'JNJ', 'KO', 'XOM')
      AND date >= '2024-10-01'
      AND date <  '2026-10-01'
    GROUP BY ticker, date
),
gaps AS
(
    SELECT
        date,
        open_px,
        lagInFrame(close_px, 1) OVER (PARTITION BY ticker ORDER BY date ASC
            ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
    FROM bars
)
SELECT
    formatDateTime(toStartOfMonth(date), '%Y-%m')                            AS month,
    count()                                                                  AS session_count,
    round(100 * countIf(abs(open_px / prev_close - 1) > 0.005) / count(), 1) AS gap_over_0_5_pct,
    round(100 * countIf(abs(open_px / prev_close - 1) > 0.01) / count(), 1)  AS gap_over_1_pct
FROM gaps
WHERE prev_close > 0
  AND open_px > 0
GROUP BY month
ORDER BY month