handelsdag_klok
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 2026-10-03, from euronext-amsterdam-hours-and-holidays.
| et_time | avg_volume_k |
|---|---|
| 09:30 | 198.5 |
| 10:00 | 105.6 |
| 10:30 | 92.2 |
| 11:00 | 86.1 |
| 11:30 | 88.1 |
| 12:00 | 50.9 |
| 12:30 | 42.4 |
| 13:00 | 36.7 |
| 13:30 | 38.9 |
| 14:00 | 41.2 |
| 14:30 | 43 |
| 15:00 | 59.6 |
| 15:30 | 178.6 |
- Rows × columns
- 13 × 2
- 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_time |
text | 13 distinct values (09:30, 10:00, 10:30…) | |
avg_volume_k |
number | 36.7 to 198.5 | 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(toStartOfInterval(et, INTERVAL 30 MINUTE), '%H:%i') AS et_time,
round(toFloat64(sum(volume)) / countDistinct(toDate(et)) / 1e3, 1) AS avg_volume_k
FROM
(
SELECT
toTimeZone(window_start, 'America/New_York') AS et,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'ASML'
AND window_start >= '2026-09-01'
AND window_start < '2026-10-01'
)
WHERE (toHour(et) * 60 + toMinute(et)) >= 570
AND (toHour(et) * 60 + toMinute(et)) < 960
GROUP BY et_time
ORDER BY et_time
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