SPY volume by minute into the close, June 10 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 2026-08-08, from How OHLCV Bars Are Built From Ticks.
| et_time | volume_millions | share_of_window_pct |
|---|---|---|
| 15:45 | 0.19 | 1.8 |
| 15:46 | 0.17 | 1.6 |
| 15:47 | 0.16 | 1.6 |
| 15:48 | 0.27 | 2.6 |
| 15:49 | 0.6 | 5.9 |
| 15:50 | 1.15 | 11.2 |
| 15:51 | 0.41 | 4 |
| 15:52 | 0.21 | 2 |
| 15:53 | 0.22 | 2.1 |
| 15:54 | 0.3 | 2.9 |
| 15:55 | 0.32 | 3.1 |
| 15:56 | 0.31 | 3 |
| 15:57 | 0.44 | 4.3 |
| 15:58 | 0.84 | 8.2 |
| 15:59 | 1.76 | 17.2 |
| 16:00 | 0.49 | 4.8 |
| 16:01 | 0.13 | 1.3 |
| 16:02 | 0.19 | 1.9 |
| 16:03 | 0.16 | 1.6 |
| 16:04 | 0.17 | 1.6 |
| 16:05 | 0.08 | 0.8 |
| 16:06 | 0.17 | 1.6 |
| 16:07 | 1.35 | 13.1 |
| 16:08 | 0.13 | 1.3 |
| 16:09 | 0.05 | 0.4 |
- Rows × columns
- 25 × 3
- Period covered
- to
- 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 |
date | 15:45 to 16:09 | |
volume_millions |
number | 0.05 to 1.76 | count |
share_of_window_pct |
number | 0.4 to 17.2 | 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
WITH minute_volume AS
(
SELECT
toStartOfMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
sum(volume) AS shares
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= '2026-06-10 19:45:00'
AND window_start < '2026-06-10 20:10:00'
GROUP BY et_minute
)
SELECT
formatDateTime(et_minute, '%H:%i') AS et_time,
round(toFloat64(shares) / 1e6, 2) AS volume_millions,
round(100 * toFloat64(shares) / (SELECT toFloat64(sum(shares)) FROM minute_volume), 1) AS share_of_window_pct
FROM minute_volume
ORDER BY et_minute
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