{"slug":"moc-and-moo-order-cutoff-times","qid":"intraday_volume_curve","label":"Share of SPY's regular-session volume by five-minute ET bucket","post_title":"MOC and MOO Order Cutoff Times: NYSE & Nasdaq","post_url":"/blog/moc-and-moo-order-cutoff-times#q-intraday_volume_curve","columns":["et_time","pct_of_session_volume"],"rows":[{"et_time":"09:30","pct_of_session_volume":3.141},{"et_time":"09:35","pct_of_session_volume":1.868},{"et_time":"09:40","pct_of_session_volume":1.611},{"et_time":"09:45","pct_of_session_volume":1.732},{"et_time":"09:50","pct_of_session_volume":1.565},{"et_time":"09:55","pct_of_session_volume":1.38},{"et_time":"10:00","pct_of_session_volume":1.579},{"et_time":"10:05","pct_of_session_volume":1.243},{"et_time":"10:10","pct_of_session_volume":1.335},{"et_time":"10:15","pct_of_session_volume":1.433},{"et_time":"10:20","pct_of_session_volume":1.29},{"et_time":"10:25","pct_of_session_volume":1.316},{"et_time":"10:30","pct_of_session_volume":1.381},{"et_time":"10:35","pct_of_session_volume":1.139},{"et_time":"10:40","pct_of_session_volume":1.066},{"et_time":"10:45","pct_of_session_volume":1.163},{"et_time":"10:50","pct_of_session_volume":1.225},{"et_time":"10:55","pct_of_session_volume":1.029},{"et_time":"11:00","pct_of_session_volume":1.064},{"et_time":"11:05","pct_of_session_volume":1.021},{"et_time":"11:10","pct_of_session_volume":0.901},{"et_time":"11:15","pct_of_session_volume":1},{"et_time":"11:20","pct_of_session_volume":0.955},{"et_time":"11:25","pct_of_session_volume":1.026},{"et_time":"11:30","pct_of_session_volume":0.995},{"et_time":"11:35","pct_of_session_volume":0.961},{"et_time":"11:40","pct_of_session_volume":1.239},{"et_time":"11:45","pct_of_session_volume":1.072},{"et_time":"11:50","pct_of_session_volume":0.941},{"et_time":"11:55","pct_of_session_volume":0.841},{"et_time":"12:00","pct_of_session_volume":0.945},{"et_time":"12:05","pct_of_session_volume":1.03},{"et_time":"12:10","pct_of_session_volume":0.801},{"et_time":"12:15","pct_of_session_volume":1.006},{"et_time":"12:20","pct_of_session_volume":0.811},{"et_time":"12:25","pct_of_session_volume":0.819},{"et_time":"12:30","pct_of_session_volume":0.86},{"et_time":"12:35","pct_of_session_volume":0.867},{"et_time":"12:40","pct_of_session_volume":0.766},{"et_time":"12:45","pct_of_session_volume":0.774},{"et_time":"12:50","pct_of_session_volume":0.662},{"et_time":"12:55","pct_of_session_volume":0.806},{"et_time":"13:00","pct_of_session_volume":0.829},{"et_time":"13:05","pct_of_session_volume":0.872},{"et_time":"13:10","pct_of_session_volume":0.795},{"et_time":"13:15","pct_of_session_volume":0.869},{"et_time":"13:20","pct_of_session_volume":0.81},{"et_time":"13:25","pct_of_session_volume":0.86},{"et_time":"13:30","pct_of_session_volume":0.848},{"et_time":"13:35","pct_of_session_volume":0.705},{"et_time":"13:40","pct_of_session_volume":0.707},{"et_time":"13:45","pct_of_session_volume":0.71},{"et_time":"13:50","pct_of_session_volume":0.799},{"et_time":"13:55","pct_of_session_volume":0.716},{"et_time":"14:00","pct_of_session_volume":1.154},{"et_time":"14:05","pct_of_session_volume":0.957},{"et_time":"14:10","pct_of_session_volume":0.901},{"et_time":"14:15","pct_of_session_volume":0.901},{"et_time":"14:20","pct_of_session_volume":0.814},{"et_time":"14:25","pct_of_session_volume":0.881},{"et_time":"14:30","pct_of_session_volume":0.944},{"et_time":"14:35","pct_of_session_volume":0.953},{"et_time":"14:40","pct_of_session_volume":0.983},{"et_time":"14:45","pct_of_session_volume":1.066},{"et_time":"14:50","pct_of_session_volume":1.021},{"et_time":"14:55","pct_of_session_volume":0.922},{"et_time":"15:00","pct_of_session_volume":1.168},{"et_time":"15:05","pct_of_session_volume":1.193},{"et_time":"15:10","pct_of_session_volume":1.25},{"et_time":"15:15","pct_of_session_volume":1.384},{"et_time":"15:20","pct_of_session_volume":1.406},{"et_time":"15:25","pct_of_session_volume":1.413},{"et_time":"15:30","pct_of_session_volume":1.768},{"et_time":"15:35","pct_of_session_volume":1.81},{"et_time":"15:40","pct_of_session_volume":1.864},{"et_time":"15:45","pct_of_session_volume":2.622},{"et_time":"15:50","pct_of_session_volume":4.112},{"et_time":"15:55","pct_of_session_volume":9.58},{"et_time":"16:00","pct_of_session_volume":0.751}],"shape":"series","sql":"SELECT\n    formatDateTime(toDateTime(bucket_minute * 60, 'UTC'), '%H:%i')        AS et_time,\n    round(100 * bucket_volume / sum(bucket_volume) OVER (), 3)           AS pct_of_session_volume\nFROM\n(\n    SELECT\n        intDiv(et_minute_of_day, 5) * 5 AS bucket_minute,\n        sum(volume)                     AS bucket_volume\n    FROM\n    (\n        SELECT\n            toHour(toTimeZone(window_start, 'America/New_York')) * 60\n                + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute_of_day,\n            volume\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE ticker = 'SPY'\n          AND window_start >= today() - 75\n          AND window_start <  today() - 2\n    )\n    WHERE et_minute_of_day >= 570 AND et_minute_of_day <= 960\n    GROUP BY bucket_minute\n)\nORDER BY et_time","computed_at":"2026-08-22T04:16:29.104746+00:00","elapsed":0.083058279}