Daily bars per name against sessions shared with SPY, Oct 2025 to Sep 2026
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 2026-10-06, from Stock Correlation Matrix in One SQL Query.
| ticker | own_sessions | sessions_shared_with_spy |
|---|---|---|
| AAPL | 251 | 251 |
| KO | 251 | 251 |
| MSFT | 251 | 251 |
| NVDA | 251 | 251 |
| PG | 251 | 251 |
| XOM | 251 | 251 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, KO, MSFT…) | |
own_sessions |
number | every row is 251 | |
sessions_shared_with_spy |
number | every row is 251 |
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
spy_days AS
(
SELECT date
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2025-10-01'
AND date < '2026-10-01'
)
SELECT
ticker,
count() AS own_sessions,
countIf(date IN (SELECT date FROM spy_days)) AS sessions_shared_with_spy
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'XOM', 'KO', 'PG')
AND date >= '2025-10-01'
AND date < '2026-10-01'
GROUP BY ticker
ORDER BY sessions_shared_with_spy ASC, ticker ASC
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