Share of the session completed by 11:00 a.m. ET, twelve household names

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