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To address our limited knowledge surrounding smartwatch data exploration needs, we collect and characterize desired personal health data queries from smartwatch users. We conducted a week-long study (N = 18), providing participants with an application for recording responses that contain their query and current activity related information, throughout their daily lives. From the responses, we curated a dataset of 205 natural language queries. Upon analysis, we highlight a new preemptive and proactive data insight category, an activity-based lens for data exploration, and see the desired use of a smartwatch for data exploration throughout daily life. 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