S&P 500 cash-tape volume by Eastern clock hour
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.
| et_hour | avg_volume_millions | share_pct |
|---|---|---|
| 04:00 | 0.12 | 0.25 |
| 05:00 | 0.04 | 0.1 |
| 06:00 | 0.06 | 0.13 |
| 07:00 | 0.22 | 0.48 |
| 08:00 | 0.4 | 0.85 |
| 09:00 | 4.63 | 9.94 |
| 10:00 | 5.94 | 12.75 |
| 11:00 | 4.91 | 10.54 |
| 12:00 | 3.9 | 8.36 |
| 13:00 | 3.62 | 7.78 |
| 14:00 | 4.54 | 9.74 |
| 15:00 | 11.59 | 24.87 |
| 16:00 | 6.11 | 13.1 |
| 17:00 | 0.33 | 0.71 |
| 18:00 | 0.14 | 0.3 |
| 19:00 | 0.06 | 0.12 |
- 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 |
|---|---|---|---|
et_hour |
text | 16 distinct values (04:00, 05:00, 06:00…) | |
avg_volume_millions |
number | 0.04 to 11.59 | count |
share_pct |
number | 0.1 to 24.87 | 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 hourly AS
(
SELECT
formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:00') AS et_hour,
sum(volume) AS vol,
countDistinct(toDate(toTimeZone(window_start, 'America/New_York'))) AS sessions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 120
AND window_start < today() - 2
GROUP BY et_hour
)
SELECT
et_hour,
round(vol / (SELECT max(sessions) FROM hourly) / 1e6, 2) AS avg_volume_millions,
round(100 * vol / (SELECT sum(vol) FROM hourly), 2) AS share_pct
FROM hourly
ORDER BY et_hour
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