pinned_trace
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 2026-10-16, from options-expiration-day-clock-lagos-time.
| wat_time | spy_volume_m |
|---|---|
| 14:30 | 3.41 |
| 14:45 | 1.86 |
| 15:00 | 1.93 |
| 15:15 | 1.22 |
| 15:30 | 0.98 |
| 15:45 | 1.11 |
| 16:00 | 4.86 |
| 16:15 | 13.47 |
| 16:30 | 0.79 |
| 16:45 | 0.88 |
| 17:00 | 0.93 |
| 17:15 | 1.25 |
| 17:30 | 0.61 |
| 17:45 | 0.58 |
| 18:00 | 0.43 |
| 18:15 | 4.88 |
| 18:30 | 0.61 |
| 18:45 | 0.52 |
| 19:00 | 0.76 |
| 19:15 | 1.09 |
| 19:30 | 0.56 |
| 19:45 | 1.42 |
| 20:00 | 0.81 |
| 20:15 | 0.88 |
| 20:30 | 1.78 |
| 20:45 | 6.7 |
- Rows × columns
- 26 × 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 |
|---|---|---|---|
wat_time |
text | 26 distinct values (14:30, 14:45, 15:00…) | |
spy_volume_m |
number | 0.43 to 13.47 | 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
formatDateTime(toStartOfFifteenMinutes(toTimeZone(window_start, 'Africa/Lagos')), '%H:%i') AS wat_time,
round(sum(toFloat64(volume)) / 1e6, 2) AS spy_volume_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-09-18 13:30:00')
AND window_start < toDateTime('2026-09-18 20:00:00')
GROUP BY wat_time
ORDER BY wat_time
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