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Share of the day's volume printed minute by minute into the US close, and the closing cross itself

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 2026-11-07, from KRX After-Hours Trading: Korea's Sessions.

as of series 11×2read in context →
Share of the day's volume printed minute by minute into the US close, and the closing cross itself — 11 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timeshare_of_session_pct
15:500.573
15:510.425
15:520.518
15:530.741
15:541.114
15:551.044
15:560.76
15:570.995
15:581.315
15:592.218
16:0020.333
Rows × columns
11 × 2
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 the day's volume printed minute by minute into the US close, and the closing cross itself, derived from the stored result.
ColumnTypeRangeNotes
et_time text 11 distinct values (15:50, 15:51, 15:52…)
share_of_session_pct number 0.425 to 20.333 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.

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
    et_time,
    round(100 * sum(shares) / any(d.session_volume), 3) AS share_of_session_pct
FROM
(
    SELECT
        if(has(conditions, 8), '16:00',
           formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i')) AS et_time,
        toFloat64(size)                                                          AS shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-09-15 15:50:00', 'America/New_York')
      AND sip_timestamp <  toDateTime('2026-09-15 16:10:00', 'America/New_York')
      AND NOT hasAny(conditions, [15, 16, 38])
      AND (has(conditions, 8)
           OR sip_timestamp < toDateTime('2026-09-15 16:00:00', 'America/New_York'))
) AS m
CROSS JOIN
(
    SELECT toFloat64(sum(size)) AS session_volume
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-09-15 04:00:00', 'America/New_York')
      AND sip_timestamp <  toDateTime('2026-09-15 20:00:00', 'America/New_York')
      AND NOT hasAny(conditions, [15, 16, 38])
) AS d
GROUP BY et_time
ORDER BY et_time
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