STRASMORE/EXPLORE 2,170 QUERIES

SPY minute volume into the close, June 30 2026 (quarter end)

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 2026-08-22, from MOC and MOO Order Cutoff Times: NYSE & Nasdaq.

as of series 31×2read in context →
SPY minute volume into the close, June 30 2026 (quarter end) — 31 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timevolume_mm
15:300.13
15:310.16
15:320.18
15:330.11
15:340.1
15:350.11
15:360.16
15:370.11
15:380.12
15:390.22
15:400.22
15:410.11
15:420.14
15:430.17
15:440.1
15:450.24
15:460.17
15:470.15
15:480.14
15:490.2
15:500.43
15:510.33
15:520.25
15:530.21
15:540.39
15:550.77
15:560.95
15:571.13
15:582.09
15:593.35
16:001.07
Rows × columns
31 × 2
Period covered
to
Computed
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 SPY minute volume into the close, June 30 2026 (quarter end), derived from the stored result.
ColumnTypeRangeNotes
et_time date 15:30 to 16:00
volume_mm number 0.1 to 3.35 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.

the exact SQL behind every number 
SELECT
    formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_time,
    round(volume / 1e6, 2)                                               AS volume_mm
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2026-06-30 19:30:00', 'UTC')
  AND window_start <= toDateTime('2026-06-30 20:00:00', 'UTC')
ORDER BY window_start

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