ah_clock_curve
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 2026-10-03, from most-active-stocks-after-hours.
| et_time | volume_millions | pct_of_extended_day | print_size_shares |
|---|---|---|---|
| 04:00 | 3.1 | 0.58 | 28 |
| 05:00 | 0.9 | 0.17 | 28 |
| 06:00 | 1 | 0.19 | 28 |
| 07:00 | 3.3 | 0.63 | 47 |
| 08:00 | 5 | 0.94 | 57 |
| 09:00 | 85.6 | 16.21 | 61 |
| 10:00 | 90.5 | 17.13 | 44 |
| 11:00 | 66.5 | 12.59 | 38 |
| 12:00 | 53.8 | 10.18 | 48 |
| 13:00 | 45.5 | 8.62 | 58 |
| 14:00 | 47.5 | 8.99 | 62 |
| 15:00 | 96.9 | 18.35 | 67 |
| 16:00 | 22.4 | 4.23 | 243 |
| 17:00 | 3.8 | 0.71 | 77 |
| 18:00 | 1.5 | 0.29 | 42 |
| 19:00 | 1 | 0.2 | 35 |
- Rows × columns
- 16 × 4
- 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 | 16 distinct values (04:00, 05:00, 06:00…) | |
volume_millions |
number | 0.9 to 96.9 | count |
pct_of_extended_day |
number | 0.17 to 18.35 | percent |
print_size_shares |
number | 28 to 243 | 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
(
SELECT toFloat64(sum(volume))
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL','MSFT','NVDA','AMZN','TSLA','META','GOOGL','AMD','INTC','F','KO','SPY','QQQ')
AND window_start >= today() - 100
AND window_start < today() - 1
) AS basket_shares,
(
SELECT countDistinct(toDate(toTimeZone(window_start, 'America/New_York')))
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 100
AND window_start < today() - 1
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
) AS sessions
SELECT
concat(leftPad(toString(h.hour), 2, '0'), ':00') AS et_time,
round(ifNull(v.shares, 0) / sessions / 1e6, 1) AS volume_millions,
round(100 * ifNull(v.shares, 0) / basket_shares, 2) AS pct_of_extended_day,
toUInt32(ifNull(v.print_size_shares, 0)) AS print_size_shares
FROM
(
SELECT toUInt8(arrayJoin(range(4, 20))) AS hour
) AS h
LEFT JOIN
(
SELECT
toHour(toTimeZone(window_start, 'America/New_York')) AS hour,
toFloat64(sum(volume)) AS shares,
round(toFloat64(sum(volume)) / sum(transactions)) AS print_size_shares
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL','MSFT','NVDA','AMZN','TSLA','META','GOOGL','AMD','INTC','F','KO','SPY','QQQ')
AND window_start >= today() - 100
AND window_start < today() - 1
GROUP BY hour
) AS v ON v.hour = h.hour
ORDER BY h.hour
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.