STRASMORE/EXPLORE 3,022 QUERIES

lookback_trace

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 2026-10-04, from what-is-a-good-relative-volume.

as of series 62×5read in context →
lookback_trace — 62 rows by 5 columns, computed from US exchange, SIP and OPRA data.
dateday_labelrvol_5drvol_20drvol_50d
2026-04-01Apr 10.970.980.83
2026-04-02Apr 20.720.760.66
2026-04-06Apr 60.70.730.62
2026-04-07Apr 71.641.571.33
2026-04-08Apr 80.971.010.87
2026-04-09Apr 90.690.680.6
2026-04-10Apr 100.810.760.67
2026-04-13Apr 130.940.890.78
2026-04-14Apr 141.221.181.06
2026-04-15Apr 151.351.21.12
2026-04-16Apr 161.121.020.98
2026-04-17Apr 171.471.431.4
2026-04-20Apr 200.760.830.85
2026-04-21Apr 211.051.211.17
2026-04-22Apr 220.91.031.01
2026-04-23Apr 230.710.80.78
2026-04-24Apr 240.850.90.89
2026-04-27Apr 271.020.980.97
2026-04-28Apr 280.970.960.96
2026-04-29Apr 290.760.710.72
2026-04-30Apr 302.512.252.24
2026-05-01May 11.661.841.9
2026-05-04May 40.821.021.08
2026-05-05May 50.861.061.14
2026-05-06May 60.981.271.34
2026-05-07May 70.690.961.04
2026-05-08May 80.941.11.2
2026-05-11May 110.840.870.95
2026-05-12May 120.920.931.05
2026-05-13May 131.081.081.2
2026-05-14May 140.740.720.8
2026-05-15May 151.21.131.25
2026-05-18May 180.750.710.78
2026-05-19May 190.950.880.96
2026-05-20May 200.870.80.87
2026-05-21May 211.050.90.97
2026-05-22May 221.030.910.98
2026-05-26May 261.190.991.08
2026-05-27May 271.181.041.14
2026-05-28May 281.111.09
2026-05-29May 291.491.391.54
2026-06-01Jun 10.930.991.06
2026-06-02Jun 20.840.940.96
2026-06-03Jun 30.961.071.12
2026-06-04Jun 40.850.940.98
2026-06-05Jun 51.261.391.43
2026-06-08Jun 81.531.631.68
2026-06-09Jun 91.241.431.49
2026-06-10Jun 100.851.041.11
2026-06-11Jun 110.680.840.89
2026-06-12Jun 120.630.770.81
2026-06-15Jun 150.810.90.96
2026-06-16Jun 160.80.80.83
2026-06-17Jun 170.970.850.89
2026-06-18Jun 182.051.711.8
2026-06-22Jun 220.890.850.92
2026-06-23Jun 2310.981.06
2026-06-24Jun 24111.07
2026-06-25Jun 251.9222.15
2026-06-26Jun 263.814.645.13
2026-06-29Jun 290.640.991.2
2026-06-30Jun 300.60.971.17
Rows × columns
62 × 5
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 lookback_trace, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-04-01 to 2026-06-30
day_label text 62 distinct values (Apr 1, Apr 10, Apr 13…)
rvol_5d number 0.6 to 3.81
rvol_20d number 0.68 to 4.64
rvol_50d number 0.6 to 5.13

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.

SELECT
    toString(d)                AS date,
    formatDateTime(d, '%b %e') AS day_label,
    round(vol / avg5, 2)       AS rvol_5d,
    round(vol / avg20, 2)      AS rvol_20d,
    round(vol / avg50, 2)      AS rvol_50d
FROM
(
    SELECT
        d,
        vol,
        avg(vol) OVER (ORDER BY d ROWS BETWEEN 5 PRECEDING AND 1 PRECEDING)  AS avg5,
        avg(vol) OVER (ORDER BY d ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS avg20,
        avg(vol) OVER (ORDER BY d ROWS BETWEEN 50 PRECEDING AND 1 PRECEDING) AS avg50
    FROM
    (
        SELECT
            date                   AS d,
            toFloat64(max(volume)) AS vol
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'AAPL'
          AND date >= '2025-10-01'
          AND date <= '2026-06-30'
        GROUP BY date
    )
)
WHERE d >= '2026-04-01'
ORDER BY d
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