{"slug":"stock-correlation-matrix-from-the-free-sql-api","qid":"session_alignment","label":"Daily bars per name against sessions shared with SPY, Oct 2025 to Sep 2026","post_title":"Stock Correlation Matrix in One SQL Query","post_url":"/blog/stock-correlation-matrix-from-the-free-sql-api#q-session_alignment","columns":["ticker","own_sessions","sessions_shared_with_spy"],"rows":[{"ticker":"AAPL","own_sessions":251,"sessions_shared_with_spy":251},{"ticker":"KO","own_sessions":251,"sessions_shared_with_spy":251},{"ticker":"MSFT","own_sessions":251,"sessions_shared_with_spy":251},{"ticker":"NVDA","own_sessions":251,"sessions_shared_with_spy":251},{"ticker":"PG","own_sessions":251,"sessions_shared_with_spy":251},{"ticker":"XOM","own_sessions":251,"sessions_shared_with_spy":251}],"shape":"ranking","sql":"WITH\n    spy_days AS\n    (\n        SELECT date\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker = 'SPY'\n          AND date >= '2025-10-01'\n          AND date <  '2026-10-01'\n    )\nSELECT\n    ticker,\n    count()                                      AS own_sessions,\n    countIf(date IN (SELECT date FROM spy_days)) AS sessions_shared_with_spy\nFROM global_markets.stocks_daily_aggs\nWHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'XOM', 'KO', 'PG')\n  AND date >= '2025-10-01'\n  AND date <  '2026-10-01'\nGROUP BY ticker\nORDER BY sessions_shared_with_spy ASC, ticker ASC","computed_at":"2026-10-06T16:07:27.086106+00:00","elapsed":0.002753822}