first_hour_decay

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 bars AS (
    SELECT
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
        high,
        low
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'KO')
      AND window_start >= '2023-01-01'
      AND window_start <  '2026-01-01'
)
SELECT
    formatDateTime(toDateTime(et_minute * 60, 'UTC'), '%H:%i')           AS et_time,
    round(avg(10000 * toFloat64(high - low) / toFloat64(low)), 2)        AS range_bps,
    count()                                                             AS bars_measured
FROM bars
WHERE et_minute >= 570
  AND et_minute < 660
  AND low > 0
GROUP BY et_minute
ORDER BY et_minute