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The board leader, day by day: daily relative volume and open-to-close change (last 15 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 2026-08-25, from Unusual Volume Stocks This Week, Measured.

as of series 15×5read in context →
The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions) — 15 rows by 5 columns, computed from US exchange, SIP and OPRA data.
session_datesession_labelrvol_dayday_pctpeak_rvol_day
2026-08-04Aug 40.10.342.9
2026-08-05Aug 50.1-2.342.9
2026-08-06Aug 60.10.142.9
2026-08-07Aug 700.642.9
2026-08-10Aug 100-1.742.9
2026-08-11Aug 1103.242.9
2026-08-12Aug 120-0.542.9
2026-08-13Aug 130.211.842.9
2026-08-14Aug 140.1-3.342.9
2026-08-17Aug 171.76.442.9
2026-08-18Aug 1842.920442.9
2026-08-19Aug 191.1-1842.9
2026-08-20Aug 200.4-5.942.9
2026-08-21Aug 2100.142.9
2026-08-24Aug 240.1-5.142.9
Rows × columns
15 × 5
Period covered
to
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 The board leader, day by day: daily relative volume and open-to-close change (last 15 sessions), derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-08-04 to 2026-08-24
session_label text 15 distinct values (Aug 10, Aug 11, Aug 12…)
rvol_day number 0 to 42.9
day_pct number -18 to 204 percent
peak_rvol_day number every row is 42.9

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.

the exact SQL behind every number
WITH sess AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS d,
           sum(toFloat64(volume)) AS vol,
           sum(toFloat64(close) * toFloat64(volume)) AS dollars,
           argMin(toFloat64(open), toTimeZone(window_start, 'America/New_York')) AS day_open,
           argMax(toFloat64(close), toTimeZone(window_start, 'America/New_York')) AS day_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= now() - INTERVAL 70 DAY
      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) >= 570
      AND toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York')) < 960
      AND ticker NOT IN ('SPCX')
    GROUP BY ticker, d
),
cal AS (
    SELECT d, row_number() OVER (ORDER BY d DESC) AS rn
    FROM (SELECT DISTINCT d FROM sess)
),
per_name AS (
    SELECT s.ticker AS ticker,
           avgIf(s.vol, c.rn <= 5) AS adv_recent,
           avgIf(s.vol, c.rn BETWEEN 6 AND 45) AS adv_base,
           sumIf(s.dollars, c.rn <= 5) AS dollar_recent,
           countIf(c.rn <= 5) AS recent_sessions,
           countIf(c.rn BETWEEN 6 AND 45) AS base_sessions
    FROM sess s INNER JOIN cal c ON s.d = c.d
    GROUP BY s.ticker
    HAVING adv_base > 100000 AND dollar_recent >= 500000000 AND recent_sessions = 5 AND base_sessions >= 35
),
leader AS (
    SELECT ticker, adv_base
    FROM per_name
    ORDER BY adv_recent / adv_base DESC, ticker ASC
    LIMIT 1
),
path AS (
    SELECT formatDateTime(s.d, '%Y-%m-%d') AS session_date,
           formatDateTime(s.d, '%b %e') AS session_label,
           s.vol / l.adv_base AS rvol_day,
           100.0 * (s.day_close / s.day_open - 1) AS day_pct
    FROM sess s
    INNER JOIN cal c ON s.d = c.d
    INNER JOIN leader l ON s.ticker = l.ticker
    WHERE c.rn <= 15
)
SELECT session_date,
       session_label,
       round(rvol_day, 1) AS rvol_day,
       round(day_pct, 1) AS day_pct,
       round(max(rvol_day) OVER (), 1) AS peak_rvol_day
FROM path
ORDER BY session_date ASC

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