price_travel
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 2026-09-30, from mass-cancel-and-purge-ports.
| et_time | busy_day_travel_pct | quiet_day_travel_pct |
|---|---|---|
| 08:00 | 6.62 | 1.08 |
| 08:10 | 0.58 | 0.06 |
| 08:20 | 2.12 | 0.28 |
| 08:30 | 0.56 | 0.09 |
| 08:40 | 1.27 | 0.08 |
| 08:50 | 0.63 | 0.16 |
| 09:00 | 0.74 | 0.2 |
| 09:10 | 0.66 | 0.14 |
| 09:20 | 4.29 | 0.53 |
| 09:30 | 1.68 | 1.29 |
| 09:40 | 2.72 | 0.47 |
| 09:50 | 1.63 | 0.62 |
| 10:00 | 1.66 | 0.58 |
| 10:10 | 7.17 | 0.42 |
| 10:20 | 4.22 | 0.21 |
| 10:30 | 3.46 | 0.25 |
| 10:40 | 1.79 | 0.45 |
| 10:50 | 1.88 | 0.45 |
| 11:00 | 2.4 | 0.58 |
| 11:10 | 3.98 | 0.29 |
| 11:20 | 2.73 | 0.22 |
| 11:30 | 1.77 | 0.5 |
| 11:40 | 1.06 | 0.22 |
| 11:50 | 1.09 | 0.19 |
| 12:00 | 1.18 | 0.21 |
| 12:10 | 0.9 | 0.22 |
| 12:20 | 1.42 | 0.17 |
| 12:30 | 1.1 | 0.16 |
| 12:40 | 1.09 | 0.26 |
| 12:50 | 0.74 | 0.27 |
| 13:00 | 1.84 | 0.24 |
| 13:10 | 1.45 | 0.25 |
| 13:20 | 1.02 | 0.2 |
| 13:30 | 0.96 | 0.24 |
| 13:40 | 1.22 | 0.12 |
| 13:50 | 1.1 | 0.29 |
| 14:00 | 1.31 | 0.22 |
| 14:10 | 2.45 | 0.37 |
| 14:20 | 1.59 | 0.18 |
| 14:30 | 1.27 | 0.18 |
| 14:40 | 1.03 | 0.12 |
| 14:50 | 0.89 | 0.57 |
| 15:00 | 0.97 | 0.27 |
| 15:10 | 1.03 | 0.23 |
| 15:20 | 1.08 | 0.13 |
| 15:30 | 1.53 | 0.12 |
| 15:40 | 0.97 | 0.16 |
| 15:50 | 1.89 | 0.44 |
| 16:00 | 1.06 | 0.15 |
| 16:10 | 0.95 | 0.16 |
| 16:20 | 0.85 | 0.1 |
| 16:30 | 0.37 | 0.07 |
| 16:40 | 0.48 | 0.03 |
| 16:50 | 0.36 | 0.05 |
- Rows × columns
- 54 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
et_time |
text | 54 distinct values (08:00, 08:10, 08:20…) | |
busy_day_travel_pct |
number | 0.36 to 7.17 | percent |
quiet_day_travel_pct |
number | 0.03 to 1.29 | 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 , and the query below is what returned them.
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.
SELECT
concat(leftPad(toString(intDiv(et_minute, 60)), 2, '0'), ':',
leftPad(toString(et_minute % 60), 2, '0')) AS et_time,
round(maxIf(travel_pct, session_date = '2025-04-07'), 2) AS busy_day_travel_pct,
round(maxIf(travel_pct, session_date = '2025-06-10'), 2) AS quiet_day_travel_pct
FROM
(
SELECT
session_date,
et_minute,
100 * (toFloat64(max(high)) - toFloat64(min(low))) / toFloat64(min(low)) AS travel_pct
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
intDiv(toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')), 10) * 10 AS et_minute,
high,
low
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'AAPL'
AND (
(window_start >= '2025-04-07 12:00:00' AND window_start < '2025-04-07 21:00:00')
OR (window_start >= '2025-06-10 12:00:00' AND window_start < '2025-06-10 21:00:00')
)
)
GROUP BY session_date, et_minute
)
GROUP BY et_minute
ORDER BY et_minute
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