bond etfs — 4 answered market questions

How far seven ETFs travel in a regular session, first half of 2026

most recentas of 2026-08-06 ranking 7×3read in context →

How far seven ETFs travel in a regular session, first half of 2026 — 7 rows by 3 columns, computed 2026-08-06 from US exchange, SIP and OPRA data.
ticker	median_move_pct	p90_move_pct
FXI	0.433	1.267
EWJ	0.433	1.343
SPY	0.42	1.13
EFA	0.401	1.387
LQD	0.161	0.44
HYG	0.1	0.379
AGG	0.099	0.293

the exact SQL behind every number

WITH sessions AS
(
    SELECT
        ticker,
        toDate(toTimeZone(window_start, 'America/New_York'))  AS session_date,
        argMin(toFloat64(open),  window_start)                AS px_open,
        argMax(toFloat64(close), window_start)                AS px_close
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('FXI', 'EWJ', 'EFA', 'SPY', 'HYG', 'LQD', 'AGG')
      AND window_start >= '2026-01-02 00:00:00'
      AND window_start <  '2026-07-01 00:00:00'
      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 ticker, session_date
    HAVING px_open > 0
)
SELECT
    ticker,
    round(quantileExact(0.5)(abs(px_close / px_open - 1) * 100), 3) AS median_move_pct,
    round(quantileExact(0.9)(abs(px_close / px_open - 1) * 100), 3) AS p90_move_pct
FROM sessions
GROUP BY ticker
ORDER BY median_move_pct DESC

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