volume_by_et_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 2026-09-30, from es-futures-trading-hours.
| et_hour | avg_volume_millions | share_pct |
|---|---|---|
| 04:00 | 0.12 | 0.25 |
| 05:00 | 0.05 | 0.1 |
| 06:00 | 0.06 | 0.13 |
| 07:00 | 0.22 | 0.47 |
| 08:00 | 0.4 | 0.84 |
| 09:00 | 4.68 | 9.95 |
| 10:00 | 5.95 | 12.64 |
| 11:00 | 4.95 | 10.51 |
| 12:00 | 3.97 | 8.43 |
| 13:00 | 3.68 | 7.82 |
| 14:00 | 4.69 | 9.96 |
| 15:00 | 11.68 | 24.82 |
| 16:00 | 6.09 | 12.95 |
| 17:00 | 0.34 | 0.73 |
| 18:00 | 0.13 | 0.28 |
| 19:00 | 0.06 | 0.13 |
- 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 | 0.05 to 11.68 | count |
share_pct |
number | 0.1 to 24.82 | 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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