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Two index ETFs through one session, September 15, 2026 (percent change from the day's first print)

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? ETFs vs Mutual Funds.

as of series 32×3read in context →
Two index ETFs through one session, September 15, 2026 (percent change from the day's first print) — 32 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timevoo_change_pctqqq_change_pct
04:00-0.02-0.02
04:30-0.05-0.04
05:00-0.09-0.07
05:300.150.17
06:000.170.24
06:300.280.37
07:000.310.41
07:300.350.45
08:000.370.45
08:300.440.5
09:000.40.45
09:300.320.49
10:000.050.15
10:30-0.1-0.15
11:000.040.02
11:300-0.03
12:000.060
12:300.07-0.01
13:00-0.04-0.1
13:300.02-0.07
14:000.07-0.02
14:300.05-0.11
15:00-0.02-0.16
15:300.03-0.13
16:000.12-0.05
16:300.12-0.02
17:000.13-0.08
17:300.09-0.1
18:000.11-0.08
18:300.16-0.02
19:000.12-0.06
19:300.14-0.04
Rows × columns
32 × 3
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 Two index ETFs through one session, September 15, 2026 (percent change from the day's first print), derived from the stored result.
ColumnTypeRangeNotes
et_time text 32 distinct values (04:00, 04:30, 05:00…)
voo_change_pct number -0.1 to 0.44 percent
qqq_change_pct number -0.16 to 0.5 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.

WITH
    bars AS
    (
        SELECT
            ticker,
            toTimeZone(window_start, 'America/New_York') AS et,
            toFloat64(close)                             AS px
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('VOO', 'QQQ')
          AND window_start >= toDateTime('2026-09-15 04:00:00')
          AND window_start <  toDateTime('2026-09-16 04:00:00')
    ),
    firsts AS
    (
        SELECT
            ticker,
            argMin(px, et) AS open_px
        FROM bars
        GROUP BY ticker
    )
SELECT
    formatDateTime(toStartOfInterval(b.et, INTERVAL 30 MINUTE), '%H:%i')                                  AS et_time,
    round(100 * (argMaxIf(b.px, b.et, b.ticker = 'VOO') / anyIf(f.open_px, f.ticker = 'VOO') - 1), 2)     AS voo_change_pct,
    round(100 * (argMaxIf(b.px, b.et, b.ticker = 'QQQ') / anyIf(f.open_px, f.ticker = 'QQQ') - 1), 2)     AS qqq_change_pct
FROM bars AS b
INNER JOIN firsts AS f ON f.ticker = b.ticker
GROUP BY et_time
HAVING countIf(b.ticker = 'VOO') > 0
   AND countIf(b.ticker = 'QQQ') > 0
ORDER BY et_time
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More from this analysisWhen Do Index Funds Trade? ETFs vs Mutual Funds
How wide each session ran from high to low, as a percent of the close series 31×3 → How many separate trades an index ETF prints per session (VOO) series 16×3 → Quoted spread on large index ETFs, five-minute slice of September 15, 2026 ranking 6×3 → Short-term Treasury yields by month, the reference for fund borrowing costs series 35×3 → Final trading days by month, rolling three years series 32×3 → VOO: last traded price in each 30-minute bucket of the most recent complete session (ET, extended hours included) series 32×2 → See all 2,767 queries →