How far SPY travels from its opening print, by ET half hour, first half of 2026
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 2026-08-03, from Can an AI Trading Track Record Be Verified?.
| et_time | session_count | median_abs_move_pct |
|---|---|---|
| 09:30 | 123 | 0.216 |
| 10:00 | 123 | 0.242 |
| 10:30 | 123 | 0.276 |
| 11:00 | 123 | 0.291 |
| 11:30 | 123 | 0.304 |
| 12:00 | 123 | 0.362 |
| 12:30 | 123 | 0.377 |
| 13:00 | 123 | 0.385 |
| 13:30 | 123 | 0.427 |
| 14:00 | 123 | 0.443 |
| 14:30 | 123 | 0.433 |
| 15:00 | 123 | 0.453 |
| 15:30 | 123 | 0.415 |
- Rows × columns
- 13 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
et_time |
text | 13 distinct values (09:30, 10:00, 10:30…) | |
session_count |
number | every row is 123 | count |
median_abs_move_pct |
number | 0.216 to 0.453 | 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.
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 minute_px AS (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
toTimeZone(window_start, 'America/New_York') AS et,
toFloat64(close) AS px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-01-02')
AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-30')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
),
opens AS (
SELECT session_date, argMin(px, et) AS open_px
FROM minute_px
GROUP BY session_date
),
buckets AS (
SELECT session_date,
toStartOfInterval(et, INTERVAL 30 MINUTE) AS bucket,
argMax(px, et) AS bucket_px
FROM minute_px
GROUP BY session_date, bucket
)
SELECT formatDateTime(b.bucket, '%H:%i') AS et_time,
count() AS session_count,
round(quantileDeterministic(0.5)(abs(100 * (b.bucket_px / o.open_px - 1)),
cityHash64(b.session_date)), 3) AS median_abs_move_pct
FROM buckets AS b
INNER JOIN opens AS o ON b.session_date = o.session_date
GROUP BY et_time
ORDER BY et_time
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