STRASMORE/EXPLORE 3,214 QUERIES

How often a buy limit under the prior close was reached (AAPL, one year of sessions)

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 2026-10-08, from Stock Order Types Explained: The Core Four.

as of ranking 6×2read in context →
How often a buy limit under the prior close was reached (AAPL, one year of sessions) — 6 rows by 2 columns, computed from US exchange, SIP and OPRA data.
limit_below_prior_closesessions_filled_pct
0%87.2
0.25%74.4
0.5%62.8
1%41.2
2%12.8
3%4
Rows × columns
6 × 2
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 How often a buy limit under the prior close was reached (AAPL, one year of sessions), derived from the stored result.
ColumnTypeRangeNotes
limit_below_prior_close text 6 distinct values (0%, 0.25%, 0.5%…)
sessions_filled_pct number 4 to 87.2 percent

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 sessions AS
(
    SELECT
        date,
        toFloat64(any(low))   AS low_px,
        toFloat64(any(close)) AS close_px
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'AAPL'
      AND date >= '2025-10-01'
      AND date <  '2026-10-01'
    GROUP BY date
),
framed AS
(
    SELECT
        low_px,
        lagInFrame(close_px) OVER (
            ORDER BY date ASC
            ROWS BETWEEN 1 PRECEDING AND 1 PRECEDING) AS prev_close
    FROM sessions
)
SELECT
    concat(toString(offset_pct), '%')                AS limit_below_prior_close,
    round(100 * countIf(low_px <= prev_close * (1 - offset_pct / 100))
              / count(), 1)                          AS sessions_filled_pct
FROM framed
ARRAY JOIN [0., 0.25, 0.5, 1., 2., 3.] AS offset_pct
WHERE prev_close > 0
GROUP BY offset_pct
ORDER BY offset_pct
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