SPY share volume by ET clock hour, June 2026

Name: SPY share volume by ET clock hour, June 2026
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 share volume by ET clock hour, June 2026 — 16 rows by 2 columns, computed 2026-08-07 from US exchange, SIP and OPRA data.
et_time	pct_of_volume
04:00	0.27
05:00	0.11
06:00	0.11
07:00	0.48
08:00	0.71
09:00	9.32
10:00	11.21
11:00	10.17
12:00	8.14
13:00	8.51
14:00	10.42
15:00	25.02
16:00	14.42
17:00	0.64
18:00	0.28
19:00	0.17

Rows × columns: 16 × 2
Period covered: 04:00 to 19:00
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 share volume by ET clock hour, June 2026, derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	04:00 to 19:00
`pct_of_volume`	number	0.11 to 25.02	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 2026-08-07, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfHour(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS et_time,
    round(100 * sum(volume) / sum(sum(volume)) OVER (), 2)                               AS pct_of_volume
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')
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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