STRASMORE/EXPLORE 3,256 QUERIES

Two definitions of one daily close, side by side

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 2026-08-17, from Why Your RSI Differs Between Platforms.

as of series 21×4read in context →
Two definitions of one daily close, side by side — 21 rows by 4 columns, computed from US exchange, SIP and OPRA data.
datesession_closedaily_bar_closeclose_spread_bps
2026-06-01306.31306.310
2026-06-02315.22315.2-0.6
2026-06-03310.39310.26-4.2
2026-06-04311.21311.230.6
2026-06-05307.39307.34-1.6
2026-06-08301.58301.54-1.3
2026-06-09290.36290.556.5
2026-06-10291.48291.583.4
2026-06-11295.34295.639.8
2026-06-12291.07291.132.1
2026-06-15296.51296.42-3
2026-06-16299.26299.24-0.7
2026-06-17295.88295.952.4
2026-06-18297.89298.014
2026-06-22296.79297.017.4
2026-06-23294.29294.30.3
2026-06-24293.07293.080.3
2026-06-25275.05275.153.6
2026-06-26281.3283.7888.2
2026-06-29281.63281.743.9
2026-06-30289.09289.369.3
Rows × columns
21 × 4
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 Two definitions of one daily close, side by side, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-06-01 to 2026-06-30
session_close number 275.05 to 315.22 US dollars
daily_bar_close number 275.15 to 315.2 US dollars
close_spread_bps number -4.2 to 88.2 US dollars

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(m.day)                                                    AS date,
    round(m.session_close, 2)                                          AS session_close,
    round(a.agg_close, 2)                                              AS daily_bar_close,
    round(10000 * (a.agg_close - m.session_close) / m.session_close, 1) AS close_spread_bps
FROM
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS day,
        toFloat64(argMax(close, window_start))               AS session_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2026-06-01 04:00:00'
      AND window_start <  '2026-07-01 04:00:00'
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY day
) AS m
INNER JOIN
(
    SELECT
        date                  AS day,
        toFloat64(max(close)) AS agg_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker = 'AAPL'
      AND date >= '2026-06-01'
      AND date <= '2026-06-30'
    GROUP BY day
) AS a ON a.day = m.day
ORDER BY date
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

More from this analysisWhy Your RSI Differs Between Platforms
RSI(14) on identical closes: Wilder's smoothing against a simple average series 60×4 → Where the minute bars actually are, by ET hour ranking 16×3 → One session, one formula, different amounts of warm-up ranking 10×3 → SPY volume by minute into the close, June 10 2026 series 25×3 → Stock splits taking effect each month, with reverse splits separated series 24×4 → Share of AAPL volume and minute bars outside the regular session, by month series 24×4 → See all 3,256 queries →