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 30, 2026, The Day in Numbers.

as of 2026-07-26 series 13×3read in context →

Shares traded per 30-minute bucket, regular hours (billions) — 13 rows by 3 columns, computed 2026-07-26 from US exchange, SIP and OPRA data.
et_time	shares_bn	pct_of_biggest_bucket
09:30	2.05	76.4
10:00	1.55	57.6
10:30	1.36	50.6
11:00	1.19	44.2
11:30	0.97	36.1
12:00	0.9	33.6
12:30	0.88	32.7
13:00	0.82	30.5
13:30	0.78	29.1
14:00	0.8	29.8
14:30	0.92	34.3
15:00	1.08	40.1
15:30	2.69	100

Rows × columns: 13 × 3
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	0.78 to 2.69	count
`pct_of_biggest_bucket`	number	29.1 to 100	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
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-06-30 13:30:00' AND window_start < '2026-06-30 20:00:00'
GROUP BY et_time
ORDER BY et_time

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More from this analysisMarket Recap: June 30, 2026, The Day in Numbers

The news feed on June 30: article count and the day's last headline for each name in this recap series 7×5 → The six busiest option contracts of June 30, by contracts traded series 6×7 → Q2 2026 end to end: each index ETF from the April 1 open to the June 30 close, regular hours series 4×7 → Volume leaders two ways: top 6 by dollars traded, top 4 by shares traded (one reused-symbol listing excluded pending entity verification) table 10×6 → The ten S&P sector funds on June 30: change vs Monday's close, and how far each sat behind the leader table 10×7 → Top 5 gainers and top 5 decliners among names with $10M+ traded on June 30 (one reused-symbol listing excluded) table 10×8 → See all 2,170 queries →