Shares traded per 30-minute bucket, regular hours (billions)

Name: Shares traded per 30-minute bucket, regular hours (billions)
Creator: Strasmore
Published: 2026-07-26
License: https://www.strasmore.com/terms/

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 2026-07-26, from Market Recap: June 29, 2026, The Day in Numbers.

as of 2026-07-26 series 13×4read in context →

Shares traded per 30-minute bucket, regular hours (billions) — 13 rows by 4 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
et_time	shares_bn	pct_of_biggest_bucket	pct_above_trough
09:30	2.3	96.3	199.9
10:00	1.9	79.5	147.6
10:30	1.42	59.4	85.1
11:00	1.23	51.6	60.6
11:30	1.1	46.2	43.7
12:00	0.91	38.2	18.8
12:30	0.85	35.4	10.4
13:00	0.92	38.6	20.2
13:30	0.77	32.1	0
14:00	0.82	34.2	6.4
14:30	0.82	34.5	7.4
15:00	1.05	44	36.9
15:30	2.39	100	211.4

Rows × columns: 13 × 4
Period covered: 09:30 to 15:30
Computed: 2026-07-26
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 Shares traded per 30-minute bucket, regular hours (billions), derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:30 to 15:30
`shares_bn`	number	0.77 to 2.39	count
`pct_of_biggest_bucket`	number	32.1 to 100	percent
`pct_above_trough`	number	0 to 211.4	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 2026-07-26, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    round(sum(toFloat64(volume)) / 1e9, 2) AS shares_bn,
    round(100 * sum(toFloat64(volume)) / max(sum(toFloat64(volume))) OVER (), 1) AS pct_of_biggest_bucket,
    round(100 * (sum(toFloat64(volume)) / min(sum(toFloat64(volume))) OVER () - 1), 1) AS pct_above_trough
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-06-29 13:30:00' AND window_start < '2026-06-29 20:00:00'
GROUP BY et_time
ORDER BY et_time

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