quarterly_settlement_volume
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 2026-09-28, from micro-e-mini-vs-e-mini-futures.
| settlement_date | volume_millions | volume_vs_20day_avg |
|---|---|---|
| 2023-06-16 | 114.2 | 1.35 |
| 2023-09-15 | 111.8 | 1.54 |
| 2023-12-15 | 141.6 | 2.01 |
| 2024-03-15 | 107.6 | 1.58 |
| 2024-06-21 | 63.4 | 1.33 |
| 2024-09-20 | 77.5 | 1.55 |
| 2024-12-20 | 124.7 | 2.9 |
| 2025-03-21 | 83.8 | 1.16 |
| 2025-06-20 | 94.1 | 1.28 |
| 2025-09-19 | 97.9 | 1.4 |
| 2025-12-19 | 103.5 | 1.2 |
| 2026-03-20 | 165.6 | 1.86 |
| 2026-09-18 | 65.4 | 1.64 |
- Rows × columns
- 13 × 3
- Period covered
- to
- 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 |
|---|---|---|---|
settlement_date |
date | 2023-06-16 to 2026-09-18 | |
volume_millions |
number | 63.4 to 165.6 | count |
volume_vs_20day_avg |
number | 1.16 to 2.9 | count |
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.
WITH daily AS
(
SELECT
date,
toFloat64(volume) AS day_volume,
avg(toFloat64(volume)) OVER (ORDER BY date ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS avg_prior_20
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
AND date >= '2023-06-01'
AND date <= '2026-09-25'
)
SELECT
toString(date) AS settlement_date,
round(day_volume / 1e6, 1) AS volume_millions,
round(day_volume / avg_prior_20, 2) AS volume_vs_20day_avg
FROM daily
WHERE toMonth(date) IN (3, 6, 9, 12)
AND toDayOfWeek(date) = 5
AND toDayOfMonth(date) BETWEEN 15 AND 21
AND avg_prior_20 > 0
ORDER BY date
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.