STRASMORE/EXPLORE 2,170 QUERIES

SPCX by session: close, change, shares, dollars

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 series 5×5read in context →
SPCX by session: close, change, shares, dollars — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
et_dateclose_usdchange_pctshares_mdollar_bn
2026-07-06160.4-0.9109.817.55
2026-07-07149.58-6.774.111.3
2026-07-08148.33-0.857.78.58
2026-07-09152.122.643.36.53
2026-07-10145.4-4.442.76.31
Rows × columns
5 × 5
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 SPCX by session: close, change, shares, dollars, derived from the stored result.
ColumnTypeRangeNotes
et_date date 2026-07-06 to 2026-07-10
close_usd number 145.4 to 160.4 US dollars
change_pct number -6.7 to 2.6 percent
shares_m number 42.7 to 109.8 count
dollar_bn number 6.31 to 17.55

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
    et_date,
    close_usd,
    round(if(prev_close = 0, NULL, (close_usd / prev_close - 1) * 100), 1) AS change_pct,
    shares_m,
    dollar_bn
FROM (
    SELECT et_date, close_usd, shares_m, dollar_bn,
           lagInFrame(close_usd) OVER (ORDER BY et_date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
    FROM (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS et_date,
            round(argMaxIf(toFloat64(close), window_start, (toHour(window_start) * 60 + toMinute(window_start)) BETWEEN 810 AND 1199), 2) AS close_usd,
            round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m,
            round(sum(toFloat64(close) * toFloat64(volume)) / 1e9, 2) AS dollar_bn
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPCX'
          AND window_start >= toDateTime('2026-07-02 00:00:00') AND window_start < toDateTime('2026-07-11 00:00:00')
        GROUP BY et_date
    )
)
WHERE et_date >= toDate('2026-07-06')
ORDER BY et_date

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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 symbol's trading history by month: the gap and the new entity's arrival series 12×5 → Median quoted spread by session, regular hours (bps of midpoint) series 5×3 → The week's heaviest tickers by regular-hours dollar volume: where the newcomer now sits ranking 12×4 → 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 → Every week of the new entity's life: open-to-close return and RTH dollars (entity-bounded) ranking 5×4 → See all 2,170 queries →