STRASMORE/EXPLORE 2,749 QUERIES

close_ramp

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 mutual-fund-exchange-vs-sell-and-buy.

as of series 30×2read in context →
close_ramp — 30 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timeavg_volume_millions
15:300.09
15:310.09
15:320.1
15:330.1
15:340.12
15:350.13
15:360.11
15:370.11
15:380.09
15:390.11
15:400.11
15:410.11
15:420.15
15:430.14
15:440.13
15:450.18
15:460.18
15:470.17
15:480.18
15:490.19
15:500.29
15:510.26
15:520.24
15:530.23
15:540.29
15:550.4
15:560.35
15:570.44
15:580.69
15:591.55
Rows × columns
30 × 2
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 close_ramp, derived from the stored result.
ColumnTypeRangeNotes
et_time text 30 distinct values (15:30, 15:31, 15:32…)
avg_volume_millions number 0.09 to 1.55 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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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.

SELECT
    formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_time,
    round(avg(toFloat64(volume)) / 1e6, 2)                                AS avg_volume_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= today() - 45
  AND window_start <  today() - 2
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 930
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY et_time
ORDER BY et_time
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