Where the volume sits: share of June 2026 volume by half hour, New York time

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 trades AS (
    SELECT ticker,
           toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE) AS et_bucket,
           toFloat64(size) AS volume
    FROM global_markets.stocks_trades
    WHERE ticker IN ('SPY', 'KO')
      AND sip_timestamp >= toDateTime('2026-06-01 04:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-07-01 04:00:00', 'UTC')
      AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) BETWEEN 4 AND 19
      AND NOT hasAny(conditions, [15, 16, 38])
),
totals AS (
    SELECT sumIf(volume, ticker = 'SPY') AS spy_total,
           sumIf(volume, ticker = 'KO') AS ko_total
    FROM trades
)
SELECT formatDateTime(b.et_bucket, '%H:%i') AS et_time,
       round(100 * sumIf(b.volume, b.ticker = 'SPY') / any(t.spy_total), 2) AS spy_share_pct,
       round(100 * sumIf(b.volume, b.ticker = 'KO') / any(t.ko_total), 2) AS ko_share_pct
FROM trades AS b
CROSS JOIN totals AS t
GROUP BY et_time
ORDER BY et_time