Shares per 30-minute ET bucket, regular hours, with % of the day's biggest bucket

Name: Shares per 30-minute ET bucket, regular hours, with % of the day's biggest bucket
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: July 9, 2026, The Day in Numbers.

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

Shares per 30-minute ET bucket, regular hours, with % of the day's biggest bucket — 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	1.79	91.4
10:00	1.4	71.3
10:30	1.09	55.7
11:00	0.95	48.4
11:30	0.82	41.9
12:00	0.75	38
12:30	0.64	32.8
13:00	0.64	32.8
13:30	0.66	33.7
14:00	0.71	36.1
14:30	0.74	37.8
15:00	0.84	43.1
15:30	1.96	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 per 30-minute ET bucket, regular hours, with % of the day's biggest bucket, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	09:30 to 15:30
`shares_bn`	number	0.64 to 1.96	count
`pct_of_biggest_bucket`	number	32.8 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 >= '2026-07-09 13:30:00' AND window_start < '2026-07-09 20:00:00'
GROUP BY et_time
ORDER BY et_time

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