STRASMORE/EXPLORE 2,648 QUERIES

daily_range

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 2026-09-26, from when-do-index-funds-trade.

as of series 31×3read in context →
daily_range — 31 rows by 3 columns, computed from US exchange, SIP and OPRA data.
session_datevoo_range_pctqqq_range_pct
2026-08-120.470.6
2026-08-130.671.36
2026-08-140.430.83
2026-08-170.560.73
2026-08-180.340.87
2026-08-190.571.24
2026-08-200.80.9
2026-08-210.480.91
2026-08-240.411
2026-08-250.480.93
2026-08-260.440.71
2026-08-270.670.95
2026-08-280.911.26
2026-08-310.420.62
2026-09-010.681.08
2026-09-020.620.66
2026-09-030.841.29
2026-09-040.50.74
2026-09-080.590.88
2026-09-090.460.79
2026-09-100.440.73
2026-09-110.370.56
2026-09-140.731.44
2026-09-150.550.84
2026-09-161.61.69
2026-09-170.470.66
2026-09-180.530.92
2026-09-211.142.08
2026-09-220.330.99
2026-09-230.851.21
2026-09-240.741.08
Rows × columns
31 × 3
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 daily_range, derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-08-12 to 2026-09-24
voo_range_pct number 0.33 to 1.6 percent
qqq_range_pct number 0.56 to 2.08 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.

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(date)                                                                                                                  AS session_date,
    round(100 * toFloat64(maxIf(high, ticker = 'VOO') - minIf(low, ticker = 'VOO')) / toFloat64(anyIf(close, ticker = 'VOO')), 2)    AS voo_range_pct,
    round(100 * toFloat64(maxIf(high, ticker = 'QQQ') - minIf(low, ticker = 'QQQ')) / toFloat64(anyIf(close, ticker = 'QQQ')), 2)    AS qqq_range_pct
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('VOO', 'QQQ')
  AND date >= today() - 45
  AND date <  today() - 1
GROUP BY date
HAVING countIf(ticker = 'VOO') > 0
   AND countIf(ticker = 'QQQ') > 0
ORDER BY date
⌘/Ctrl + Enter

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