et_clock_volume
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 2026-09-23, from dax-futures-fdax-fdxm-fdxs.
| et_hour | volume_millions | share_of_volume_pct |
|---|---|---|
| 09:00 | 8.95 | 14.3 |
| 10:00 | 8.83 | 14.1 |
| 11:00 | 9.89 | 15.8 |
| 12:00 | 6.9 | 11 |
| 13:00 | 5.11 | 8.2 |
| 14:00 | 4.53 | 7.2 |
| 15:00 | 15.23 | 24.4 |
| 16:00 | 2.97 | 4.8 |
- Rows × columns
- 8 × 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_hour |
text | 8 distinct values (09:00, 10:00, 11:00…) | |
volume_millions |
number | 2.97 to 15.23 | count |
share_of_volume_pct |
number | 4.8 to 24.4 | 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 bars AS
(
SELECT
formatDateTime(toStartOfHour(toTimeZone(window_start, 'America/New_York')), '%H:00') AS et_hour,
toFloat64(volume) AS vol
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'EWG'
AND window_start >= '2026-06-01 00:00:00'
AND window_start < '2026-09-01 00:00:00'
),
totals AS
(
SELECT sum(vol) AS all_vol
FROM bars
)
SELECT
et_hour,
round(sum(vol) / 1e6, 2) AS volume_millions,
round(100 * sum(vol) / any(all_vol), 1) AS share_of_volume_pct
FROM bars
CROSS JOIN totals
GROUP BY et_hour
HAVING 100 * sum(vol) / any(all_vol) >= 0.5
ORDER BY et_hour
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