STRASMORE/EXPLORE 3,127 QUERIES

AAPL volume by ET half hour, September 2026

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 2026-10-06, from How After-Market Orders Work: AMO vs Live.

as of series 32×3read in context →
AAPL volume by ET half hour, September 2026 — 32 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timevolume_share_pctvolume_millions
04:000.2371.65
04:300.0560.39
05:000.0480.33
05:300.050.34
06:000.0490.34
06:300.0820.57
07:000.161.11
07:300.1621.13
08:000.241.67
08:300.281.94
09:000.5243.63
09:3016.532114.69
10:009.33264.74
10:307.67553.24
11:006.5845.65
11:306.13742.58
12:005.2336.28
12:304.27329.64
13:004.55931.63
13:304.50731.27
14:004.77133.1
14:305.41937.6
15:005.7639.96
15:3012.84889.13
16:003.61225.06
16:300.3312.3
17:000.1731.2
17:300.1591.11
18:000.0590.41
18:300.0520.36
19:000.0380.26
19:300.0640.44
Rows × columns
32 × 3
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 AAPL volume by ET half hour, September 2026, derived from the stored result.
ColumnTypeRangeNotes
et_time text 32 distinct values (04:00, 04:30, 05:00…)
volume_share_pct number 0.038 to 16.532 percent
volume_millions number 0.26 to 114.69 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.

WITH bars AS
(
    SELECT
        toTimeZone(window_start, 'America/New_York') AS et,
        volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2026-09-01 04:00:00'
      AND window_start <  '2026-10-01 04:00:00'
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 240
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 1200
)
SELECT
    formatDateTime(toStartOfInterval(et, INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(100 * sum(volume) / (SELECT sum(volume) FROM bars), 3)       AS volume_share_pct,
    round(sum(volume) / 1e6, 2)                                        AS volume_millions
FROM bars
GROUP BY et_time
ORDER BY et_time
⌘/Ctrl + Enter

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