Mutual Fund Frequent Trading Limits Explained
SPY five-minute price marks across one full sessionseries ·
2026-08-22 · 78×2
Minutes traded and distinct prices on the same sessionranking ·
2026-08-22 · 5×3
How far SPY sat from its own closing print, by time of dayseries ·
2026-08-22 · 13×3
Trading sessions inside common calendar-day block windowsranking ·
2026-08-22 · 4×2
SPY five-minute price marks across one full session
SPY five-minute price marks across one full session
| et_time | spy_price |
|---|---|
| 09:30 | 673.44 |
| 09:35 | 673.9 |
| 09:40 | 673.51 |
| 09:45 | 674.25 |
| 09:50 | 674.06 |
| 09:55 | 673.89 |
| 10:00 | 673.2 |
| 10:05 | 673.27 |
| 10:10 | 672.3 |
| 10:15 | 672.6 |
| 10:20 | 672.48 |
| 10:25 | 672.56 |
| 10:30 | 673.03 |
| 10:35 | 672.51 |
| 10:40 | 673.28 |
| 10:45 | 673.3 |
| 10:50 | 673.12 |
| 10:55 | 673.03 |
| 11:00 | 672.5 |
| 11:05 | 671.83 |
| 11:10 | 671.93 |
| 11:15 | 672.44 |
| 11:20 | 672.11 |
| 11:25 | 671.64 |
| 11:30 | 671.25 |
| 11:35 | 670.81 |
| 11:40 | 671.21 |
| 11:45 | 670.94 |
| 11:50 | 671.36 |
| 11:55 | 671.01 |
| 12:00 | 670.59 |
| 12:05 | 670.71 |
| 12:10 | 670.71 |
| 12:15 | 671.57 |
| 12:20 | 671.48 |
| 12:25 | 671.21 |
| 12:30 | 671.17 |
| 12:35 | 670.89 |
| 12:40 | 671.54 |
| 12:45 | 671.31 |
| 12:50 | 671.25 |
| 12:55 | 670.95 |
| 13:00 | 671.83 |
| 13:05 | 671.81 |
| 13:10 | 671.59 |
| 13:15 | 671.41 |
| 13:20 | 671.46 |
| 13:25 | 671.53 |
| 13:30 | 671.46 |
| 13:35 | 671.91 |
| 13:40 | 671.29 |
| 13:45 | 671.33 |
| 13:50 | 671.84 |
| 13:55 | 671.7 |
| 14:00 | 671.9 |
| 14:05 | 672.21 |
| 14:10 | 671.86 |
| 14:15 | 671.79 |
| 14:20 | 670.96 |
| 14:25 | 670.9 |
| 14:30 | 671.09 |
| 14:35 | 671.04 |
| 14:40 | 670.86 |
| 14:45 | 671.12 |
| 14:50 | 671.4 |
| 14:55 | 671.09 |
| 15:00 | 671.01 |
| 15:05 | 670.99 |
| 15:10 | 671.19 |
| 15:15 | 671.42 |
| 15:20 | 671.17 |
| 15:25 | 671.04 |
| 15:30 | 670.99 |
| 15:35 | 670.99 |
| 15:40 | 670.86 |
| 15:45 | 671.18 |
| 15:50 | 671.2 |
| 15:55 | 670.73 |
the exact SQL behind every number
SELECT
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 5 minute), '%H:%i') AS et_time,
round(toFloat64(argMax(close, window_start)), 2) AS spy_price
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-03-17 00:00:00', 'America/New_York')
AND window_start < toDateTime('2026-03-18 00:00:00', 'America/New_York')
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 et_time
ORDER BY et_time
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