STRASMORE/EXPLORE 3,293 QUERIES

AAPL trade size by hour of the day (ET), September 10, 2026

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 2026-09-17, from Nasdaq Closing Cross Explained: NOII and MOC.

as of ranking 16×4read in context →
AAPL trade size by hour of the day (ET), September 10, 2026 — 16 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_hourtrades_kmedian_trade_sharesavg_trade_shares
04:009.1830
05:003.6627
06:004.31033
07:006.5939
08:0010.11042
09:00185.12062
10:00196.9440
11:00231.9544
12:00161.11856
13:00135.21952
14:00101.51249
15:00170.32052
16:005.662859
17:002.1543
18:001.8425
19:001.9529
Rows × columns
16 × 4
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 AAPL trade size by hour of the day (ET), September 10, 2026, derived from the stored result.
ColumnTypeRangeNotes
et_hour text 16 distinct values (04:00, 05:00, 06:00…)
trades_k number 1.8 to 231.9 count
median_trade_shares number 4 to 20 count
avg_trade_shares number 25 to 2,859 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.

SELECT
    concat(if(cal.h < 10, '0', ''), toString(cal.h), ':00')  AS et_hour,
    round(ifNull(t.trade_count, 0) / 1000, 1)                AS trades_k,
    toUInt32(round(ifNull(t.median_trade_shares, 0), 0))     AS median_trade_shares,
    toUInt32(round(ifNull(t.avg_trade_shares, 0), 0))        AS avg_trade_shares
FROM
(
    SELECT toUInt8(4 + arrayJoin(range(16))) AS h
) AS cal
LEFT JOIN
(
    SELECT
        toHour(toTimeZone(sip_timestamp, 'America/New_York')) AS h,
        count()                                                AS trade_count,
        quantileExact(0.5)(toFloat64(size))                    AS median_trade_shares,
        avg(toFloat64(size))                                   AS avg_trade_shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-09-10 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-09-11 00:00:00', 'UTC')
    GROUP BY h
) AS t ON t.h = cal.h
ORDER BY cal.h
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