{"slug":"why-stocks-halt-limit-up-limit-down","qid":"intraday_profile","label":"Average minute range through the session, five liquid names","post_title":"Why Stocks Halt: Limit Up-Limit Down Bands","post_url":"/blog/why-stocks-halt-limit-up-limit-down#q-intraday_profile","columns":["et_time","avg_minute_range_pct","p99_minute_range_pct"],"rows":[{"et_time":"09:30","avg_minute_range_pct":0.288,"p99_minute_range_pct":1},{"et_time":"09:45","avg_minute_range_pct":0.191,"p99_minute_range_pct":0.538},{"et_time":"10:00","avg_minute_range_pct":0.166,"p99_minute_range_pct":0.477},{"et_time":"10:15","avg_minute_range_pct":0.146,"p99_minute_range_pct":0.427},{"et_time":"10:30","avg_minute_range_pct":0.135,"p99_minute_range_pct":0.399},{"et_time":"10:45","avg_minute_range_pct":0.124,"p99_minute_range_pct":0.367},{"et_time":"11:00","avg_minute_range_pct":0.115,"p99_minute_range_pct":0.356},{"et_time":"11:15","avg_minute_range_pct":0.107,"p99_minute_range_pct":0.334},{"et_time":"11:30","avg_minute_range_pct":0.101,"p99_minute_range_pct":0.3},{"et_time":"11:45","avg_minute_range_pct":0.094,"p99_minute_range_pct":0.309},{"et_time":"12:00","avg_minute_range_pct":0.092,"p99_minute_range_pct":0.281},{"et_time":"12:15","avg_minute_range_pct":0.087,"p99_minute_range_pct":0.271},{"et_time":"12:30","avg_minute_range_pct":0.087,"p99_minute_range_pct":0.323},{"et_time":"12:45","avg_minute_range_pct":0.082,"p99_minute_range_pct":0.256},{"et_time":"13:00","avg_minute_range_pct":0.082,"p99_minute_range_pct":0.261},{"et_time":"13:15","avg_minute_range_pct":0.078,"p99_minute_range_pct":0.255},{"et_time":"13:30","avg_minute_range_pct":0.079,"p99_minute_range_pct":0.253},{"et_time":"13:45","avg_minute_range_pct":0.073,"p99_minute_range_pct":0.242},{"et_time":"14:00","avg_minute_range_pct":0.078,"p99_minute_range_pct":0.253},{"et_time":"14:15","avg_minute_range_pct":0.072,"p99_minute_range_pct":0.225},{"et_time":"14:30","avg_minute_range_pct":0.073,"p99_minute_range_pct":0.23},{"et_time":"14:45","avg_minute_range_pct":0.071,"p99_minute_range_pct":0.23},{"et_time":"15:00","avg_minute_range_pct":0.079,"p99_minute_range_pct":0.263},{"et_time":"15:15","avg_minute_range_pct":0.077,"p99_minute_range_pct":0.256},{"et_time":"15:30","avg_minute_range_pct":0.08,"p99_minute_range_pct":0.24},{"et_time":"15:45","avg_minute_range_pct":0.116,"p99_minute_range_pct":0.51}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 15 MINUTE), '%H:%i') AS et_time,\n    round(avg((toFloat64(high) - toFloat64(low)) / toFloat64(open) * 100), 3) AS avg_minute_range_pct,\n    round(quantileDeterministic(0.99)((toFloat64(high) - toFloat64(low)) / toFloat64(open) * 100,\n          toUnixTimestamp(window_start)), 3)                                  AS p99_minute_range_pct\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'TSLA')\n  AND window_start >= today() - 200\n  AND window_start <  today() - 2\n  AND open > 0\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\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-08-22T04:37:21.473933+00:00","elapsed":1.804685632}