SPY on August 5, 2024, in half-hour buckets (ET): the low and the close of each

Name: SPY on August 5, 2024, in half-hour buckets (ET): the low and the close of each
Creator: Strasmore
Published: 2026-09-16
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 2026-09-16, from What Is a High VIX? Levels and Extremes.

as of 2026-09-16 series 13×3read in context →

SPY on August 5, 2024, in half-hour buckets (ET): the low and the close of each — 13 rows by 3 columns, computed 2026-09-16 from US exchange, SIP and OPRA data.
et_time	spy_low	spy_close
09:30	510.27	515.22
10:00	510.94	514.64
10:30	514.62	516.43
11:00	515.35	519.68
11:30	519.1	520.42
12:00	519.7	523.57
12:30	518.44	518.91
13:00	518.25	519.66
13:30	518.71	519.06
14:00	517.73	518.95
14:30	515.61	515.72
15:00	515.31	516.43
15:30	514.88	517.41

Rows × columns: 13 × 3
Computed: 2026-09-16
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 on August 5, 2024, in half-hour buckets (ET): the low and the close of each, derived from the stored result.
Column	Type	Range	Notes
`et_time`	text	13 distinct values (09:30, 10:00, 10:30…)
`spy_low`	number	510.27 to 519.7	US dollars
`spy_close`	number	514.64 to 523.57	US dollars

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 2026-09-16, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(bucket, '%H:%i')                    AS et_time,
    round(toFloat64(min(low)), 2)                      AS spy_low,
    round(toFloat64(argMax(close, window_start)), 2)   AS spy_close
FROM
(
    SELECT
        window_start,
        toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE) AS bucket,
        low,
        close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2024-08-05 04:00:00', 'UTC')
      AND window_start <  toDateTime('2024-08-06 04:00:00', 'UTC')
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
)
GROUP BY bucket
ORDER BY bucket

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