SPY volume per minute into the close, June 2026 session average

Name: SPY volume per minute into the close, June 2026 session average
Creator: Strasmore
Published: 2026-08-07
License: https://www.strasmore.com/terms/

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 2026-08-07, from Time in Force Explained: Day, GTC, IOC, FOK.

as of 2026-08-07 series 16×2read in context →

SPY volume per minute into the close, June 2026 session average — 16 rows by 2 columns, computed 2026-08-07 from US exchange, SIP and OPRA data.
et_time	volume_millions
15:45	0.22
15:46	0.28
15:47	0.24
15:48	0.25
15:49	0.26
15:50	0.55
15:51	0.39
15:52	0.35
15:53	0.33
15:54	0.42
15:55	0.59
15:56	0.5
15:57	0.59
15:58	0.93
15:59	2.05
16:00	0.39

Rows × columns: 16 × 2
Period covered: 15:45 to 16:00
Computed: 2026-08-07
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 SPY volume per minute into the close, June 2026 session average, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	15:45 to 16:00
`volume_millions`	number	0.22 to 2.05	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 2026-08-07, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_time,
    round(sum(volume) / countDistinct(toDate(toTimeZone(window_start, 'America/New_York'))) / 1e6, 2) AS volume_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2026-06-01 08:00:00', 'UTC')
  AND window_start <  toDateTime('2026-07-01 00:00:00', 'UTC')
  AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
       + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 945 AND 960
GROUP BY et_time
ORDER BY et_time

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More from this analysisTime in Force Explained: Day, GTC, IOC, FOK

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