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Trailing 20-session average volume, four household tickers, millions of shares

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 Free Stock Market Data API in Python.

as of series 4×4read in context →
Trailing 20-session average volume, four household tickers, millions of shares — 4 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickeravg_20d_millionsfirst_sessionlast_session
NVDA1102026-09-042026-10-02
SPY462026-09-042026-10-02
AAPL42.22026-09-042026-10-02
MSFT21.32026-09-042026-10-02
Rows × columns
4 × 4
Period covered
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Trailing 20-session average volume, four household tickers, millions of shares, derived from the stored result.
ColumnTypeRangeNotes
ticker text 4 distinct values (AAPL, MSFT, NVDA…)
avg_20d_millions number 21.3 to 110
first_session date 2026-09-04
last_session date 2026-10-02

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
    ticker,
    round(avg(vol) / 1e6, 1)   AS avg_20d_millions,
    toString(min(d))           AS first_session,
    toString(max(d))           AS last_session
FROM
(
    SELECT
        ticker,
        d,
        vol,
        row_number() OVER (PARTITION BY ticker ORDER BY d DESC) AS rn
    FROM
    (
        SELECT
            ticker,
            date                    AS d,
            toFloat64(max(volume))  AS vol
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('SPY', 'NVDA', 'AAPL', 'MSFT')
          AND date >= today() - 45
          AND date <  today()
        GROUP BY ticker, date
    )
)
WHERE rn <= 20
GROUP BY ticker
HAVING count() = 20
ORDER BY avg_20d_millions DESC
⌘/Ctrl + Enter

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