STRASMORE/EXPLORE 3,256 QUERIES

Average cash-tape volume, minute by minute into the 4:00 p.m. ET close

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 2026-10-04, from ES Futures Trading Hours and the Daily Break.

as of series 31×2read in context →
Average cash-tape volume, minute by minute into the 4:00 p.m. ET close — 31 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timeavg_volume_millions
15:300.16
15:310.12
15:320.13
15:330.13
15:340.13
15:350.16
15:360.15
15:370.13
15:380.12
15:390.13
15:400.16
15:410.14
15:420.14
15:430.14
15:440.16
15:450.21
15:460.21
15:470.2
15:480.2
15:490.22
15:500.39
15:510.3
15:520.29
15:530.28
15:540.35
15:550.49
15:560.42
15:570.53
15:580.76
15:591.68
16:000.3
Rows × columns
31 × 2
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 Average cash-tape volume, minute by minute into the 4:00 p.m. ET close, derived from the stored result.
ColumnTypeRangeNotes
et_time text 31 distinct values (15:30, 15:31, 15:32…)
avg_volume_millions number 0.12 to 1.68 count

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(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_time,
    round(sum(volume)
          / countDistinct(toDate(toTimeZone(window_start, 'America/New_York')))
          / 1e6, 2)                                                       AS avg_volume_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= today() - 120
  AND window_start <  today() - 2
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 930 AND 960
GROUP BY et_time
ORDER BY et_time
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