final_minutes_trace
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 2026-10-03, from closing-auction-share-of-daily-volume.
| et_time | volume | volume_label |
|---|---|---|
| 15:50 | 77864 | 77.86 thousand |
| 15:51 | 25809 | 25.81 thousand |
| 15:52 | 47901 | 47.90 thousand |
| 15:53 | 52756 | 52.76 thousand |
| 15:54 | 54659 | 54.66 thousand |
| 15:55 | 81077 | 81.08 thousand |
| 15:56 | 83261 | 83.26 thousand |
| 15:57 | 115526 | 115.53 thousand |
| 15:58 | 172127 | 172.13 thousand |
| 15:59 | 422411 | 422.41 thousand |
| 16:00 | 5942504 | 5.94 million |
- Rows × columns
- 11 × 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 |
|---|---|---|---|
et_time |
text | 11 distinct values (15:50, 15:51, 15:52…) | |
volume |
number | 25,809 to 5,942,504 | count |
volume_label |
text | 11 distinct values |
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
formatDateTime(toStartOfMinute(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
toUInt64(sum(size)) AS volume,
formatReadableQuantity(toFloat64(sum(size))) AS volume_label
FROM global_markets.stocks_trades
WHERE ticker = 'KO'
AND sip_timestamp >= toDateTime('2026-09-23 19:50:00')
AND sip_timestamp < toDateTime('2026-09-23 20:01:00')
GROUP BY et_time
ORDER BY et_time
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