MSFT: how the January 29, 2026 gap formed, 30-minute premarket buckets

Name: MSFT: how the January 29, 2026 gap formed, 30-minute premarket buckets
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 Why Do Stocks Gap Up or Down Overnight?.

as of 2026-07-26 series 11×8read in context →

MSFT: how the January 29, 2026 gap formed, 30-minute premarket buckets — 11 rows by 8 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
et_time	price	prior_close	vs_prior_close_pct	pct_below_prior_close	shares_thousands	cum_shares_millions	cum_pct_of_regular_volume
04:00	454	481.72	-5.75	5.75	128	0.13	0.11
04:30	451.32	481.72	-6.31	6.31	137	0.26	0.23
05:00	450.2	481.72	-6.54	6.54	191	0.46	0.4
05:30	449.13	481.72	-6.77	6.77	111	0.57	0.5
06:00	448.85	481.72	-6.82	6.82	118	0.68	0.61
06:30	446.2	481.72	-7.37	7.37	264	0.95	0.84
07:00	447.77	481.72	-7.05	7.05	342	1.29	1.14
07:30	449.22	481.72	-6.75	6.75	305	1.6	1.41
08:00	448.86	481.72	-6.82	6.82	1010	2.61	2.31
08:30	448.59	481.72	-6.88	6.88	597	3.2	2.84
09:00	439.74	481.72	-8.71	8.71	1660	4.86	4.31

Rows × columns: 11 × 8
Period covered: 04:00 to 09:00
Computed: 2026-07-26
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 MSFT: how the January 29, 2026 gap formed, 30-minute premarket buckets, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	04:00 to 09:00
`price`	number	439.74 to 454	US dollars
`prior_close`	number	every row is 481.72	US dollars
`vs_prior_close_pct`	number	-8.71 to -5.75	percent
`pct_below_prior_close`	number	5.75 to 8.71	percent
`shares_thousands`	number	111 to 1,660	count
`cum_shares_millions`	number	0.13 to 4.86	count
`cum_pct_of_regular_volume`	number	0.11 to 4.31	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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

WITH day_vol AS (
    SELECT sum(toFloat64(volume)) AS rth_vol
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'MSFT'
      AND window_start >= toDateTime('2026-01-29 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-01-29 16:00:00', 'America/New_York')
),
prior AS (
    SELECT round(argMax(toFloat64(close), window_start), 2) AS prior_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'MSFT'
      AND window_start >= toDateTime('2026-01-28 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-01-28 16:00:00', 'America/New_York')
),
buckets AS (
    SELECT toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 minute) AS bucket,
           round(argMax(toFloat64(close), window_start), 2) AS price,
           sum(toFloat64(volume)) AS shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'MSFT'
      AND window_start >= toDateTime('2026-01-29 04:00:00', 'America/New_York')
      AND window_start < toDateTime('2026-01-29 09:30:00', 'America/New_York')
    GROUP BY bucket
)
SELECT formatDateTime(bucket, '%H:%i') AS et_time,
       price,
       (SELECT prior_close FROM prior) AS prior_close,
       round(100 * (price - (SELECT prior_close FROM prior)) / (SELECT prior_close FROM prior), 2) AS vs_prior_close_pct,
       round(abs(100 * (price - (SELECT prior_close FROM prior)) / (SELECT prior_close FROM prior)), 2) AS pct_below_prior_close,
       round(shares / 1000) AS shares_thousands,
       round(sum(shares) OVER (ORDER BY bucket) / 1000000, 2) AS cum_shares_millions,
       round(100 * sum(shares) OVER (ORDER BY bucket) / (SELECT rth_vol FROM day_vol), 2) AS cum_pct_of_regular_volume
FROM buckets
ORDER BY bucket

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