STRASMORE/EXPLORE 3,256 QUERIES

opening_volume_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 2026-10-09, from nse-pre-open-session-explained.

as of series 39×2read in context →
opening_volume_curve — 39 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timeshare_of_day_pct
09:309.35
09:404.48
09:503.83
10:003.83
10:103.08
10:203.05
10:302.99
10:402.53
10:502.68
11:002.49
11:102.32
11:202.22
11:302.27
11:402.21
11:502.08
12:001.91
12:101.71
12:201.96
12:301.54
12:401.64
12:501.38
13:001.73
13:101.55
13:201.59
13:301.73
13:401.43
13:501.65
14:001.68
14:101.79
14:201.63
14:301.39
14:401.9
14:502.5
15:002.07
15:102.18
15:201.91
15:302.3
15:402.44
15:508.98
Rows × columns
39 × 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 opening_volume_curve, derived from the stored result.
ColumnTypeRangeNotes
et_time text 39 distinct values (09:30, 09:40, 09:50…)
share_of_day_pct number 1.38 to 9.35 percent

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 minutes AS
(
    SELECT
        toTimeZone(window_start, 'America/New_York') AS et,
        toFloat64(volume)                            AS shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2026-09-01 00:00:00'
      AND window_start <  '2026-10-01 00:00:00'
),
buckets AS
(
    SELECT
        formatDateTime(toStartOfTenMinutes(et), '%H:%i') AS et_time,
        sum(shares)                                      AS bucket_shares
    FROM minutes
    WHERE (toHour(et) * 60 + toMinute(et)) >= 570
      AND (toHour(et) * 60 + toMinute(et)) <  960
    GROUP BY et_time
)
SELECT
    et_time,
    round(100 * bucket_shares / sum(bucket_shares) OVER (), 2) AS share_of_day_pct
FROM buckets
ORDER BY et_time
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