STRASMORE/EXPLORE 2,595 QUERIES

morning_share

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 2026-09-25, from relative-volume-screener-from-the-free-sql-api.

as of ranking 12×3read in context →
morning_share — 12 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickermorning_share_pctavg_volume_mm
AMD42.116.9
TSLA41.932.6
NVDA39.190.8
MSFT35.914.1
WMT35.217.8
AAPL35.229.8
JNJ32.34
KO30.49.4
DIS29.65.7
PG28.75.8
XOM28.69.5
SPY26.832.5
Rows × columns
12 × 3
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 morning_share, derived from the stored result.
ColumnTypeRangeNotes
ticker text 12 distinct values (AAPL, AMD, DIS…)
morning_share_pct number 26.8 to 42.1 percent
avg_volume_mm number 4 to 90.8 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.

WITH
    bars AS (
        SELECT
            ticker,
            toDate(et_ts)                        AS session_date,
            toHour(et_ts) * 60 + toMinute(et_ts) AS et_min,
            toFloat64(volume)                    AS vol
        FROM
        (
            SELECT
                ticker,
                toTimeZone(window_start, 'America/New_York') AS et_ts,
                volume
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'TSLA', 'JNJ', 'XOM', 'PG', 'AMD', 'WMT', 'DIS')
              AND window_start >= toDateTime(today() - 45)
        )
    ),
    totals AS (
        SELECT
            ticker,
            session_date,
            sumIf(vol, et_min >= 570 AND et_min < 660) AS morning,
            sumIf(vol, et_min >= 570 AND et_min < 960) AS day_vol,
            maxIf(et_min, et_min < 960)                AS last_min
        FROM bars
        GROUP BY ticker, session_date
    )
SELECT
    ticker,
    round(100 * sum(morning) / sum(day_vol), 1) AS morning_share_pct,
    round(avg(day_vol) / 1e6, 1)                AS avg_volume_mm
FROM totals
WHERE last_min >= 955
GROUP BY ticker
ORDER BY morning_share_pct DESC
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