base_rate
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 2026-09-19, from what-is-a-liquidity-sweep.
| ticker | session_count | high_sweep_count | high_sweep_pct | low_sweep_count | low_sweep_pct |
|---|---|---|---|---|---|
| AAPL | 1255 | 271 | 21.6 | 258 | 20.6 |
| JPM | 1255 | 282 | 22.5 | 259 | 20.6 |
| KO | 1255 | 288 | 22.9 | 302 | 24.1 |
| MSFT | 1255 | 266 | 21.2 | 267 | 21.3 |
| NVDA | 1255 | 251 | 20 | 256 | 20.4 |
| QQQ | 1255 | 246 | 19.6 | 248 | 19.8 |
| SPY | 1255 | 269 | 21.4 | 236 | 18.8 |
- Rows × columns
- 7 × 6
- 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 |
|---|---|---|---|
ticker |
text | 7 distinct values (AAPL, JPM, KO…) | |
session_count |
number | every row is 1,255 | count |
high_sweep_count |
number | 246 to 288 | US dollars |
high_sweep_pct |
number | 19.6 to 22.9 | percent |
low_sweep_count |
number | 236 to 302 | US dollars |
low_sweep_pct |
number | 18.8 to 24.1 | 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.
the exact SQL behind every number
SELECT
ticker,
count() AS session_count,
countIf(hi > prior_hi AND cl < prior_hi) AS high_sweep_count,
round(100.0 * countIf(hi > prior_hi AND cl < prior_hi) / count(), 1) AS high_sweep_pct,
countIf(lo < prior_lo AND cl > prior_lo) AS low_sweep_count,
round(100.0 * countIf(lo < prior_lo AND cl > prior_lo) / count(), 1) AS low_sweep_pct
FROM
(
SELECT
ticker,
date,
hi,
lo,
cl,
lagInFrame(hi) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_hi,
lagInFrame(lo) OVER (PARTITION BY ticker ORDER BY date ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prior_lo
FROM
(
SELECT
ticker,
date,
argMax(high, _ingest_time) AS hi,
argMax(low, _ingest_time) AS lo,
argMax(close, _ingest_time) AS cl
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'JPM', 'KO')
AND date >= '2020-12-31'
AND date < '2026-01-01'
GROUP BY ticker, date
)
)
WHERE date >= '2021-01-01'
AND prior_hi > 0
GROUP BY ticker
ORDER BY ticker
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.