fx_spread
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 2026-09-30, from spy-etf-price-in-krw.
| broker_fx_spread | spread_pct | extra_krw_per_share |
|---|---|---|
| 0% | 0 | 0 |
| 0.1% | 0.1 | 1070 |
| 0.25% | 0.25 | 2676 |
| 0.5% | 0.5 | 5352 |
| 1% | 1 | 10705 |
- Rows × columns
- 5 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
broker_fx_spread |
text | 5 distinct values (0%, 0.1%, 0.25%…) | |
spread_pct |
number | 0 to 1 | percent |
extra_krw_per_share |
number | 0 to 10,705 |
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
(
SELECT round(toFloat64(argMax(close, date)), 2)
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= today() - 45
) AS spy_close_usd,
1400. AS krw_per_usd_input
SELECT
concat(toString(spread_pct), '%') AS broker_fx_spread,
spread_pct AS spread_pct,
round(spy_close_usd * krw_per_usd_input * spread_pct / 100) AS extra_krw_per_share
FROM
(
SELECT arrayJoin([0., 0.1, 0.25, 0.5, 1.]) AS spread_pct
)
ORDER BY spread_pct
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