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August 8, 2011 across the tape: banks, staples, gold, and the fear gauge

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 2026-07-26, from The 2011 US Downgrade: Black Monday's Tape.

as of ranking 9×4read in context →
August 8, 2011 across the tape: banks, staples, gold, and the fear gauge — 9 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickerfri_close_usdmon_close_usdchange_pct
BAC8.156.52-20
C33.4628.16-15.8
XLF13.4412.14-9.6
SPY120.03112.28-6.5
GS125.23117.97-5.8
XLU31.9130.23-5.3
KO66.7765.24-2.3
GLD161.8167.123.3
VXX30.3634.7914.6
Rows × columns
9 × 4
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 August 8, 2011 across the tape: banks, staples, gold, and the fear gauge, derived from the stored result.
ColumnTypeRangeNotes
ticker text 9 distinct values (BAC, C, GLD…)
fri_close_usd number 8.15 to 161.8 US dollars
mon_close_usd number 6.52 to 167.12 US dollars
change_pct number -20 to 14.6 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.

the exact SQL behind every number 
SELECT
    ticker,
    round(fri_close, 2) AS fri_close_usd,
    round(mon_close, 2) AS mon_close_usd,
    round((mon_close / fri_close - 1) * 100, 1) AS change_pct
FROM (
    SELECT
        ticker,
        argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2011-08-05') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS fri_close,
        argMaxIf(toFloat64(close), window_start, toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2011-08-08') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS mon_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('VXX', 'BAC', 'C', 'GS', 'XLF', 'SPY', 'KO', 'XLU', 'GLD')
      AND window_start >= toDateTime('2011-08-05 00:00:00') AND window_start < toDateTime('2011-08-09 04:00:00')
    GROUP BY ticker
)
ORDER BY mon_close / fri_close ASC, ticker ASC

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