weekday_shape
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.
| weekday | session_count | avg_volume_millions | earliest_print_et |
|---|---|---|---|
| Monday | 15 | 44.8 | 04:00 |
| Tuesday | 17 | 45.8 | 04:00 |
| Wednesday | 17 | 46.4 | 04:00 |
| Thursday | 17 | 49.3 | 04:00 |
| Friday | 15 | 48.9 | 04:00 |
- Rows × columns
- 5 × 4
- 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 |
|---|---|---|---|
weekday |
text | 5 distinct values (Friday, Monday, Thursday…) | |
session_count |
number | 15 to 17 | count |
avg_volume_millions |
number | 44.8 to 49.3 | count |
earliest_print_et |
text | 1 distinct value (04:00) |
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 sessions AS
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sum(volume) AS vol,
min(toTimeZone(window_start, 'America/New_York')) AS first_bar
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 120
AND window_start < today() - 2
GROUP BY d
)
SELECT
any(formatDateTime(d, '%W')) AS weekday,
count() AS session_count,
round(avg(vol) / 1e6, 1) AS avg_volume_millions,
min(formatDateTime(first_bar, '%H:%i')) AS earliest_print_et
FROM sessions
GROUP BY toDayOfWeek(d)
ORDER BY toDayOfWeek(d)
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