demi_seance_us
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 2026-10-07, from euronext-paris-vs-us-market-holidays.
| et_time | volume_24dec_millions | volume_23dec_millions |
|---|---|---|
| 09:30 | 4.35 | 6.16 |
| 10:00 | 3.84 | 5.22 |
| 10:30 | 3.24 | 4.04 |
| 11:00 | 4.98 | 3.9 |
| 11:30 | 3.48 | 2.77 |
| 12:00 | 5.61 | 3.35 |
| 12:30 | 8.49 | 4.73 |
| 13:00 | 1.09 | 3.01 |
| 13:30 | 0 | 2.61 |
| 14:00 | 0 | 2.95 |
| 14:30 | 0 | 2.69 |
| 15:00 | 0 | 4.21 |
| 15:30 | 0 | 9.72 |
- Rows × columns
- 13 × 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_time |
text | 13 distinct values (09:30, 10:00, 10:30…) | |
volume_24dec_millions |
number | 0 to 8.49 | count |
volume_23dec_millions |
number | 2.61 to 9.72 | 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(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 minute),
'%H:%i') AS et_time,
round(sumIf(toFloat64(volume),
toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2025-12-24')) / 1e6, 2) AS volume_24dec_millions,
round(sumIf(toFloat64(volume),
toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2025-12-23')) / 1e6, 2) AS volume_23dec_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2025-12-23 00:00:00')
AND window_start < toDateTime('2025-12-25 00:00:00')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY et_time
ORDER BY et_time
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