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

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 2026-08-01, from Market Data Skills for AI Agents.

Rows × columns

32 × 3

Period covered

04:00 to 19:30

Computed

2026-08-01

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

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 2026-08-01, and the query below is what returned them.

WITH bars AS (
    SELECT ticker,
           toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE) AS et_bucket,
           volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'KO')
      AND toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-01')
      AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-30')
),
totals AS (
    SELECT sumIf(volume, ticker = 'SPY') AS spy_total,
           sumIf(volume, ticker = 'KO') AS ko_total
    FROM bars
)
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 bars AS b
CROSS JOIN totals AS t
GROUP BY et_time
ORDER BY et_time