recon_intraday

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
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
        toFloat64(volume)                                            AS bar_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2026-05-28'
      AND window_start <  '2026-06-27'
),
buckets AS
(
    SELECT
        session_date,
        if(et_minute = 960, 960, intDiv(et_minute, 30) * 30) AS bucket_min,
        sum(bar_volume)                                      AS bucket_volume
    FROM bars
    WHERE et_minute >= 570
      AND et_minute <= 960
    GROUP BY session_date, bucket_min
),
day_totals AS
(
    SELECT
        session_date,
        sum(bucket_volume) AS day_volume
    FROM buckets
    GROUP BY session_date
),
shares AS
(
    SELECT
        b.session_date                       AS session_date,
        b.bucket_min                         AS bucket_min,
        100 * b.bucket_volume / d.day_volume AS share_pct
    FROM buckets AS b
    INNER JOIN day_totals AS d ON d.session_date = b.session_date
)
SELECT
    formatDateTime(toDateTime(bucket_min * 60, 'UTC'), '%H:%i') AS et_time,
    round(avgIf(share_pct, session_date =  '2026-06-26'), 2)    AS recon_day_pct,
    round(avgIf(share_pct, session_date <  '2026-06-26'), 2)    AS typical_day_pct
FROM shares
GROUP BY bucket_min
HAVING countIf(session_date =  '2026-06-26') > 0
   AND countIf(session_date <  '2026-06-26') > 0
ORDER BY bucket_min