STRASMORE/EXPLORE 2,170 QUERIES

Share of continuous-session volume, by half hour of the trading day

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 2026-08-22, from How Companies Execute Buybacks: Rule 10b-18.

as of series 13×3read in context →
Share of continuous-session volume, by half hour of the trading day — 13 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timeaapl_pct_of_volumeko_pct_of_volume
09:3017.3415.87
10:009.969.72
10:307.688.55
11:006.77.12
11:306.515.91
12:005.65.28
12:305.24.6
13:004.824.12
13:304.83.93
14:004.715.15
14:305.144.96
15:006.316.16
15:3015.2518.62
Rows × columns
13 × 3
Period covered
to
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 Share of continuous-session volume, by half hour of the trading day, derived from the stored result.
ColumnTypeRangeNotes
et_time date 09:30 to 15:30
aapl_pct_of_volume number 4.71 to 17.34 percent
ko_pct_of_volume number 3.93 to 18.62 percent

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.

the exact SQL behind every number 
SELECT
    b.et_time                                     AS et_time,
    round(100 * b.aapl_volume / t.aapl_total, 2)  AS aapl_pct_of_volume,
    round(100 * b.ko_volume   / t.ko_total,   2)  AS ko_pct_of_volume
FROM
(
    SELECT
        formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
        toFloat64(sumIf(volume, ticker = 'AAPL')) AS aapl_volume,
        toFloat64(sumIf(volume, ticker = 'KO'))   AS ko_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'KO')
      AND window_start >= today() - 45
      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
) AS b
CROSS JOIN
(
    SELECT
        toFloat64(sumIf(volume, ticker = 'AAPL')) AS aapl_total,
        toFloat64(sumIf(volume, ticker = 'KO'))   AS ko_total
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'KO')
      AND window_start >= today() - 45
      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
) AS t
ORDER BY et_time

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