STRASMORE/EXPLORE 2,170 QUERIES

The 9:30 bar vs. the 12:30 bar: SPY, AAPL, NVDA on July 2, 2026

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 2026-07-26, from What Is the Opening Auction? How Stocks Open.

as of table 3×8read in context →
The 9:30 bar vs. the 12:30 bar: SPY, AAPL, NVDA on July 2, 2026 — 3 rows by 8 columns, computed from US exchange, SIP and OPRA data.
tickerbar_0930_openofficial_openbar_open_minus_official_centsbar_0930_vol_kbar_0930_tradesbar_1230_vol_kx_0930_vs_1230
SPY747.4747.221847986321333.6
AAPL294.12294.12743146621216.1
NVDA197.14197.1221688363192267.5
Rows × columns
3 × 8
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 The 9:30 bar vs. the 12:30 bar: SPY, AAPL, NVDA on July 2, 2026, derived from the stored result.
ColumnTypeRangeNotes
ticker text 3 distinct values (AAPL, NVDA, SPY)
bar_0930_open number 197.14 to 747.4 US dollars
official_open number 197.12 to 747.22 US dollars
bar_open_minus_official_cents number 2 to 18 US dollars
bar_0930_vol_k number 479 to 1,688
bar_0930_trades number 8,632 to 36,319 count
bar_1230_vol_k number 121 to 226
x_0930_vs_1230 number 3.6 to 7.5

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
WITH auctions AS (
    SELECT ticker, toFloat64(argMax(price, (size, sip_timestamp))) AS official_open
    FROM global_markets.stocks_trades
    WHERE ticker IN ('SPY', 'AAPL', 'NVDA')
      AND sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'
      AND has(conditions, 17)
    GROUP BY ticker
)
SELECT
    b.ticker AS ticker,
    toFloat64(anyIf(b.open, b.window_start = toDateTime('2026-07-02 09:30:00', 'America/New_York'))) AS bar_0930_open,
    a.official_open AS official_open,
    round(100 * (toFloat64(anyIf(b.open, b.window_start = toDateTime('2026-07-02 09:30:00', 'America/New_York'))) - a.official_open), 0) AS bar_open_minus_official_cents,
    round(sumIf(b.volume, b.window_start = toDateTime('2026-07-02 09:30:00', 'America/New_York')) / 1e3) AS bar_0930_vol_k,
    anyIf(b.transactions, b.window_start = toDateTime('2026-07-02 09:30:00', 'America/New_York')) AS bar_0930_trades,
    round(sumIf(b.volume, b.window_start = toDateTime('2026-07-02 12:30:00', 'America/New_York')) / 1e3) AS bar_1230_vol_k,
    round(sumIf(b.volume, b.window_start = toDateTime('2026-07-02 09:30:00', 'America/New_York')) / sumIf(b.volume, b.window_start = toDateTime('2026-07-02 12:30:00', 'America/New_York')), 1) AS x_0930_vs_1230
FROM global_markets.delayed_stocks_minute_aggs AS b
INNER JOIN auctions AS a ON a.ticker = b.ticker
WHERE b.ticker IN ('SPY', 'AAPL', 'NVDA')
  AND b.window_start >= toDateTime('2026-07-02 00:00:00', 'America/New_York')
  AND b.window_start < toDateTime('2026-07-03 00:00:00', 'America/New_York')
GROUP BY b.ticker, a.official_open
ORDER BY indexOf(['SPY', 'AAPL', 'NVDA'], b.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.

More from this analysisWhat Is the Opening Auction? How Stocks Open
AAPL volume by quarter-hour, July 2, 2026: pre-market to after-hours (ET) series 64×2 The tape's own labels for the open, straight from the code dictionary ranking 5×3 The opening cross vs. the rest of the day: SPY, AAPL, NVDA on July 2, 2026 series 3×12 The receipt: AAPL's opening cross vs. everything that traded before it, July 1-2, 2026 scalar 1×14 20-session regular-hours ADV: shares, dollars, and the extended-hours share (June 11 – July 10, 2026) table 5×5 Where AAPL's 10,000-share-and-up prints executed: July 6, 2026 table 4×5 See all 2,170 queries →