SPY daily closes from the VIX record close (March 16, 2020) through March 27

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 session_date,
    formatDateTime(d, '%b %e')                    AS date_label,
    round(c, 2)                                   AS spy_close,
    round((c / prev_c - 1) * 100, 2)              AS day_change_pct
FROM
(
    SELECT
        d,
        c,
        lagInFrame(c, 1) OVER (ORDER BY d ASC ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_c
    FROM
    (
        SELECT
            date                    AS d,
            toFloat64(any(close))   AS c
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'SPY'
          AND date >= '2020-03-13'
          AND date <= '2020-03-27'
        GROUP BY d
    )
)
WHERE d >= '2020-03-16'
ORDER BY d