overnight_gaps
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 2026-10-02, from stop-order-vs-limit-order.
| session_date | gap_below_pct |
|---|---|
| 2025-01-21 | 2.6 |
| 2025-01-29 | 1.74 |
| 2025-02-03 | 2.55 |
| 2025-02-05 | 1.83 |
| 2025-03-11 | 1.62 |
| 2025-04-03 | 8.2 |
| 2025-04-04 | 4.58 |
| 2025-04-07 | 5.93 |
| 2025-04-10 | 4.92 |
| 2025-04-11 | 2.27 |
| 2025-04-16 | 1.87 |
| 2025-04-21 | 1.89 |
| 2025-05-01 | 1.61 |
| 2025-05-02 | 3.39 |
| 2025-05-19 | 1.59 |
| 2025-05-23 | 3.82 |
- Rows × columns
- 16 × 2
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2025-01-21 to 2025-05-23 | |
gap_below_pct |
number | 1.59 to 8.2 | 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.
SELECT
toString(session_date) AS session_date,
round((1 - open_px / prev_close) * 100, 2) AS gap_below_pct
FROM
(
SELECT
date AS session_date,
toFloat64(open) AS open_px,
lagInFrame(toFloat64(close)) OVER (ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'AAPL'
AND date >= '2025-01-01'
AND date < '2026-01-01'
)
WHERE prev_close > 0
AND open_px < prev_close * 0.985
ORDER BY session_date
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