post_close_curve
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 2026-10-02, from canada-after-hours-trading.
| et_time | volume_millions | pct_of_post_close | cumulative_pct |
|---|---|---|---|
| 16:00 | 11.61 | 54.51 | 54.5 |
| 16:15 | 0.82 | 3.84 | 58.3 |
| 16:30 | 1.06 | 4.98 | 63.3 |
| 16:45 | 2.17 | 10.18 | 73.5 |
| 17:00 | 3.4 | 15.98 | 89.5 |
| 17:15 | 1.37 | 6.45 | 95.9 |
| 17:30 | 0.13 | 0.6 | 96.5 |
| 17:45 | 0.13 | 0.63 | 97.2 |
| 18:00 | 0.08 | 0.38 | 97.5 |
| 18:15 | 0.06 | 0.27 | 97.8 |
| 18:30 | 0.09 | 0.4 | 98.2 |
| 18:45 | 0.06 | 0.26 | 98.5 |
| 19:00 | 0.05 | 0.25 | 98.7 |
| 19:15 | 0.08 | 0.4 | 99.1 |
| 19:30 | 0.09 | 0.44 | 99.6 |
| 19:45 | 0.09 | 0.44 | 100 |
- Rows × columns
- 16 × 4
- 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 |
|---|---|---|---|
et_time |
text | 16 distinct values (16:00, 16:15, 16:30…) | |
volume_millions |
number | 0.05 to 11.61 | count |
pct_of_post_close |
number | 0.25 to 54.51 | percent |
cumulative_pct |
number | 54.5 to 100 | 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
et_time,
round(vol / 1e6, 2) AS volume_millions,
round(100 * vol / sum(vol) OVER (), 2) AS pct_of_post_close,
round(100 * sum(vol) OVER (ORDER BY et_time ROWS BETWEEN UNBOUNDED PRECEDING AND CURRENT ROW)
/ sum(vol) OVER (), 1) AS cumulative_pct
FROM
(
SELECT
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 15 minute), '%H:%i') AS et_time,
sum(toFloat64(volume)) AS vol
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('RY', 'TD', 'BNS', 'BMO', 'ENB', 'TRP', 'CNQ', 'SU', 'CP', 'CNI', 'SHOP', 'MFC', 'AEM')
AND window_start >= today() - 60
AND window_start < today() - 1
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 960
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 1200
GROUP BY et_time
)
ORDER BY et_time
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.