How far SPY travels from its opening print, by ET half hour, first half of 2026

Name: How far SPY travels from its opening print, by ET half hour, first half of 2026
Creator: Strasmore
Published: 2026-08-03
License: https://www.strasmore.com/terms/

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?.

as of 2026-08-03 series 13×3read in context →

How far SPY travels from its opening print, by ET half hour, first half of 2026 — 13 rows by 3 columns, computed 2026-08-03 from US exchange, SIP and OPRA data.
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
Period covered: 09:30 to 15:30
Computed: 2026-08-03
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 How far SPY travels from its opening print, by ET half hour, first half of 2026, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:30 to 15:30
`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 2026-08-03, and the query below is what returned them.

the exact SQL behind every number

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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