STRASMORE/EXPLORE 2,948 QUERIES

Share of a month's volume by clock window: SPY, AAPL, NVDA (full sessions only)

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-09-28, from Premarket and After-Hours Trading Hours (ET).

as of table 3×5read in context →
Share of a month's volume by clock window: SPY, AAPL, NVDA (full sessions only) — 3 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickerpremarket_pctregular_pctpost_close_30min_pctevening_pct
SPY2.479.315.62.7
AAPL1.672.324.51.7
NVDA3.470.3197.3
Rows × columns
3 × 5
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Share of a month's volume by clock window: SPY, AAPL, NVDA (full sessions only), derived from the stored result.
ColumnTypeRangeNotes
ticker text 3 distinct values (AAPL, NVDA, SPY)
premarket_pct number 1.6 to 3.4 percent
regular_pct number 70.3 to 79.3 percent
post_close_30min_pct number 15.6 to 24.5 percent
evening_pct number 1.7 to 7.3 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH full_sessions AS (
    SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= now() - INTERVAL 30 DAY
      AND toDate(toTimeZone(window_start, 'America/New_York')) < toDate(toTimeZone(now(), 'America/New_York'))
    GROUP BY session_date
    HAVING max(toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 1140
)
SELECT ticker,
       round(100 * sumIf(shares, m < 570) / sum(shares), 1) AS premarket_pct,
       round(100 * sumIf(shares, m >= 570 AND m < 960) / sum(shares), 1) AS regular_pct,
       round(100 * sumIf(shares, m >= 960 AND m < 990) / sum(shares), 1) AS post_close_30min_pct,
       round(100 * sumIf(shares, m >= 990) / sum(shares), 1) AS evening_pct
FROM (
    SELECT ticker, toFloat64(size) AS shares,
           toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York')) AS m
    FROM global_markets.stocks_trades
    WHERE ticker IN ('SPY', 'AAPL', 'NVDA')
      AND sip_timestamp >= now() - INTERVAL 30 DAY
      AND toDate(toTimeZone(sip_timestamp, 'America/New_York')) IN (SELECT session_date FROM full_sessions)
      AND NOT hasAny(conditions, [15, 16, 38])
      AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) BETWEEN 240 AND 1199
)
GROUP BY ticker
ORDER BY indexOf(['SPY', 'AAPL', 'NVDA'], ticker)
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