STRASMORE/EXPLORE 2,170 QUERIES

SPY by half-hour: August 8, 2011 regular session

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 series 13×4read in context →
SPY by half-hour: August 8, 2011 regular session — 13 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_timebucket_closebucket_lowshares_m
09:30117.56116.7462.5
10:00115.79115.6450.4
10:30115.81115.2754.5
11:00116.4115.5342.5
11:30116.31115.9726
12:00115.55115.4521.2
12:30115.61115.3921.2
13:00115.5115.0225.2
13:30114.13114.0839.9
14:00113.19112.0264.3
14:30113.19112.945.4
15:00114.05113.1262.3
15:30112.28112.2586.4
Rows × columns
13 × 4
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 SPY by half-hour: August 8, 2011 regular session, derived from the stored result.
ColumnTypeRangeNotes
et_time date 09:30 to 15:30
bucket_close number 112.28 to 117.56 US dollars
bucket_low number 112.02 to 116.74 US dollars
shares_m number 21.2 to 86.4 count

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
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(toFloat64(argMax(close, window_start)), 2) AS bucket_close,
    round(min(toFloat64(low)), 2) AS bucket_low,
    round(toFloat64(sum(volume)) / 1e6, 1) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2011-08-08 04:00:00') AND window_start < toDateTime('2011-08-08 23:59:00')
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
GROUP BY et_time
ORDER BY et_time

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisThe 2011 US Downgrade: Black Monday's Tape
Treasury yields through the downgrade window, August 1–15, 2011 series 11×5 → The ten worst SPY sessions, 2003–2025: August 8, 2011 is the odd one out series 10×5 → SPY closes, August 8-12, 2011: crash, rip, crash, rip series 5×4 → August 8, 2011 across the tape: banks, staples, gold, and the fear gauge ranking 9×4 → The recovery, dated: reclaim, failed hold, true bottom, and the last close below scalar 1×9 → SPY on August 8, 2011: the downgrade Monday, receipted scalar 1×11 → See all 2,170 queries →