STRASMORE/EXPLORE 2,170 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.

the exact SQL behind every number
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

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