volume_por_hora
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 2026-09-24, from b3-after-market-vs-us-after-hours.
| hora_nova_york | hora_brasilia | pct_do_volume |
|---|---|---|
| 04:00 | 05:00 | 0.48 |
| 05:00 | 06:00 | 0.17 |
| 06:00 | 07:00 | 0.18 |
| 07:00 | 08:00 | 0.7 |
| 08:00 | 09:00 | 1.19 |
| 09:00 | 10:00 | 16 |
| 10:00 | 11:00 | 16.17 |
| 11:00 | 12:00 | 12.11 |
| 12:00 | 13:00 | 9.33 |
| 13:00 | 14:00 | 8.21 |
| 14:00 | 15:00 | 9.13 |
| 15:00 | 16:00 | 18.64 |
| 16:00 | 17:00 | 6.03 |
| 17:00 | 18:00 | 1.26 |
| 18:00 | 19:00 | 0.23 |
| 19:00 | 20:00 | 0.18 |
- Rows × columns
- 16 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
hora_nova_york |
text | 16 distinct values (04:00, 05:00, 06:00…) | |
hora_brasilia |
text | 16 distinct values (05:00, 06:00, 07:00…) | |
pct_do_volume |
number | 0.17 to 18.64 | 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.
SELECT
hora_nova_york,
hora_brasilia,
round(100 * volume_total / sum(volume_total) OVER (), 2) AS pct_do_volume
FROM
(
SELECT
concat(leftPad(toString(toHour(toTimeZone(window_start, 'America/New_York'))), 2, '0'), ':00') AS hora_nova_york,
argMax(
concat(leftPad(toString(toHour(toTimeZone(window_start, 'America/Sao_Paulo'))), 2, '0'), ':00'),
window_start
) AS hora_brasilia,
sum(volume) AS volume_total
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND window_start >= today() - 45
AND window_start < today() - 2
AND toHour(toTimeZone(window_start, 'America/New_York')) BETWEEN 4 AND 19
GROUP BY hora_nova_york
)
ORDER BY hora_nova_york
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