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 2026-09-20, from MOC and MOO Order Cutoff Times: NYSE & Nasdaq.
| et_time | volume_mm |
|---|---|
| 15:30 | 0.13 |
| 15:31 | 0.16 |
| 15:32 | 0.18 |
| 15:33 | 0.11 |
| 15:34 | 0.1 |
| 15:35 | 0.11 |
| 15:36 | 0.16 |
| 15:37 | 0.11 |
| 15:38 | 0.12 |
| 15:39 | 0.22 |
| 15:40 | 0.22 |
| 15:41 | 0.11 |
| 15:42 | 0.14 |
| 15:43 | 0.17 |
| 15:44 | 0.1 |
| 15:45 | 0.24 |
| 15:46 | 0.17 |
| 15:47 | 0.15 |
| 15:48 | 0.14 |
| 15:49 | 0.2 |
| 15:50 | 0.43 |
| 15:51 | 0.33 |
| 15:52 | 0.25 |
| 15:53 | 0.21 |
| 15:54 | 0.39 |
| 15:55 | 0.77 |
| 15:56 | 0.95 |
| 15:57 | 1.13 |
| 15:58 | 2.09 |
| 15:59 | 3.35 |
| 16:00 | 1.07 |
- Rows × columns
- 31 × 2
- 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 | 31 distinct values (15:30, 15:31, 15:32…) | |
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.
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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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