STRASMORE/EXPLORE 2,170 QUERIES

Every week of the new entity's life: open-to-close return and RTH dollars (entity-bounded)

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 2026-07-26, from SPCX: The Week It Went Underwater.

as of ranking 5×4read in context →
Every week of the new entity's life: open-to-close return and RTH dollars (entity-bounded) — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
period_startweek_return_pctweek_rth_dollar_bnsessions
2026-06-087.581.21
2026-06-157.7166.54
2026-06-22-13.2745
2026-06-292.945.34
2026-07-06-12.441.75
Rows × columns
5 × 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 Every week of the new entity's life: open-to-close return and RTH dollars (entity-bounded), derived from the stored result.
ColumnTypeRangeNotes
period_start date 2026-06-08 to 2026-07-06
week_return_pct number -13.2 to 7.7 percent
week_rth_dollar_bn number 41.7 to 166.5
sessions number 1 to 5

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
    toString(wk) AS period_start,
    round(ret, 1) AS week_return_pct,
    round(dollar_bn, 1) AS week_rth_dollar_bn,
    sessions
FROM (
    SELECT toStartOfWeek(toDate(toTimeZone(window_start, 'America/New_York')), 1) AS wk,
           uniqExact(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions,
           (argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / argMinIf(toFloat64(open), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) - 1) * 100 AS ret,
           sumIf(toFloat64(close) * toFloat64(volume), (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199) / 1e9 AS dollar_bn
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPCX'
      AND window_start >= toDateTime('2026-06-12 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
    GROUP BY wk
)
ORDER BY period_start

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisSPCX: The Week It Went Underwater
The week's heaviest tickers by regular-hours dollar volume: where the newcomer now sits ranking 12×4 FINRA daily short volume during the week: short shares and their off-exchange share ranking 4×4 The symbol's trading history by month: the gap and the new entity's arrival series 12×5 The week's contracts by strike bucket ($20 buckets; tails capped at $80 and $240) table 9×6 Large recent debuts, first month on one ruler: first trade to the day-28 close (ET regular hours) table 7×8 Median quoted spread by session, regular hours (bps of midpoint) series 5×3 See all 2,170 queries →