stop loss — 4 answered market questions

Average one-minute high-low range by time of day

most recentas of 2026-08-08 series 13×3read in context →

Average one-minute high-low range by time of day — 13 rows by 3 columns, computed 2026-08-08 from US exchange, SIP and OPRA data.
et_time	nvda_range_bps	spy_range_bps
09:30	28.5	7
10:00	18.8	6.2
10:30	15.7	5.4
11:00	13.6	4.8
11:30	12	4.5
12:00	10.9	4
12:30	10	3.9
13:00	9.6	3.8
13:30	9.1	3.6
14:00	9.1	3.6
14:30	8.9	3.6
15:00	9.5	3.5
15:30	12	4.3

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(avgIf(10000 * (toFloat64(high) - toFloat64(low)) / toFloat64(close), ticker = 'NVDA'), 1) AS nvda_range_bps,
    round(avgIf(10000 * (toFloat64(high) - toFloat64(low)) / toFloat64(close), ticker = 'SPY'), 1)  AS spy_range_bps
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('NVDA', 'SPY')
  AND window_start >= '2025-08-01'
  AND window_start <  '2026-08-01'
  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
HAVING countIf(ticker = 'NVDA') > 0
   AND countIf(ticker = 'SPY') > 0
ORDER BY et_time

More from this analysisStop Order vs Stop-Limit Order: How Each Fills

NVDA's largest gap-down opens and the 30 minutes that followed series 8×3 → Sessions that gapped through a 2% stop, and whether the limit price traded ranking 5×3 → How often each stock opened below the prior close ranking 5×3 → Average shares per print, monthly, MSFT and KO series 90×4 → See all 2,173 queries →