premarket_vs_day

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
    daily AS
    (
        SELECT
            date,
            argMax(toFloat64(close), _ingest_time) AS day_close
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'AAPL'
          AND date >= '2026-08-03'
          AND date <= '2026-09-30'
        GROUP BY date
    ),
    with_prev AS
    (
        SELECT
            date,
            day_close,
            lagInFrame(day_close) OVER (ORDER BY date ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_close
        FROM daily
    ),
    pre AS
    (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS d,
            argMax(toFloat64(close), window_start)               AS pre_last
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'AAPL'
          AND window_start >= '2026-08-03 00:00:00'
          AND window_start <  '2026-10-01 00:00:00'
          AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
               + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 240
          AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
               + toMinute(toTimeZone(window_start, 'America/New_York'))) <  570
        GROUP BY d
    )
SELECT
    toString(w.date)                                           AS date,
    round(100 * (p.pre_last - w.prev_close) / w.prev_close, 2) AS premarket_move_pct,
    round(100 * (w.day_close - w.prev_close) / w.prev_close, 2) AS full_day_move_pct,
    formatDateTime(w.date, '%e %b')                            AS session_label
FROM with_prev AS w
INNER JOIN pre AS p ON p.d = w.date
WHERE w.prev_close > 0
ORDER BY w.date