{"slug":"why-stocks-halt-limit-up-limit-down","qid":"five_minute_extremes","label":"How far eight stocks move in a five minute window, trailing year","post_title":"Why Stocks Halt: Limit Up-Limit Down Bands","post_url":"/blog/why-stocks-halt-limit-up-limit-down#q-five_minute_extremes","columns":["ticker","p999_range_pct","max_range_pct","window_count"],"rows":[{"ticker":"COIN","p999_range_pct":3.1,"max_range_pct":6.4,"window_count":19664},{"ticker":"MSTR","p999_range_pct":2.96,"max_range_pct":5.73,"window_count":19664},{"ticker":"MSFT","p999_range_pct":1.26,"max_range_pct":3.5,"window_count":19664},{"ticker":"TSLA","p999_range_pct":2,"max_range_pct":3.47,"window_count":19664},{"ticker":"NVDA","p999_range_pct":1.77,"max_range_pct":3.06,"window_count":19664},{"ticker":"KO","p999_range_pct":1.04,"max_range_pct":2.51,"window_count":19664},{"ticker":"SPY","p999_range_pct":0.5,"max_range_pct":2.32,"window_count":19664},{"ticker":"AAPL","p999_range_pct":1.53,"max_range_pct":2.15,"window_count":19664}],"shape":"ranking","sql":"SELECT\n    ticker,\n    round(quantileDeterministic(0.999)(range_pct, det), 2) AS p999_range_pct,\n    round(max(range_pct), 2)                               AS max_range_pct,\n    count()                                                AS window_count\nFROM\n(\n    SELECT\n        ticker,\n        toStartOfFiveMinute(window_start)                     AS bucket,\n        toUnixTimestamp(toStartOfFiveMinute(window_start))    AS det,\n        (toFloat64(max(high)) - toFloat64(min(low)))\n            / toFloat64(argMin(open, window_start)) * 100     AS range_pct\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN ('SPY', 'KO', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'COIN', 'MSTR')\n      AND window_start >= today() - 370\n      AND window_start <  today() - 2\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570\n      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60\n           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960\n    GROUP BY ticker, bucket, det\n    HAVING min(low) > 0\n)\nGROUP BY ticker\nORDER BY max_range_pct DESC","computed_at":"2026-08-22T04:37:18.248207+00:00","elapsed":4.33170636}