rvol_trace

Name: rvol_trace
Creator: Strasmore
Published: 2026-09-25
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 2026-09-25, from relative-volume-screener-from-the-free-sql-api.

as of 2026-09-25 series 13×3read in context →

rvol_trace — 13 rows by 3 columns, computed 2026-09-25 from US exchange, SIP and OPRA data.
et_time	rvol_time_adjusted	rvol_naive
09:30	1.67	0.26
10:00	2.18	0.53
10:30	2.49	0.76
11:00	2.49	0.91
11:30	2.75	1.15
12:00	2.81	1.31
12:30	2.83	1.45
13:00	2.91	1.61
13:30	2.99	1.78
14:00	3.08	1.98
14:30	2.97	2.09
15:00	2.87	2.2
15:30	2.59	2.59

Rows × columns: 13 × 3
Computed: 2026-09-25
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 rvol_trace, derived from the stored result.
Column	Type	Range
`et_time`	text	13 distinct values (09:30, 10:00, 10:30…)
`rvol_time_adjusted`	number	1.67 to 3.08
`rvol_naive`	number	0.26 to 2.59

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 2026-09-25, 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
            toDate(et_ts)                                                        AS session_date,
            formatDateTime(toStartOfInterval(et_ts, INTERVAL 30 MINUTE), '%H:%i') AS et_time,
            toHour(et_ts) * 60 + toMinute(et_ts)                                 AS et_min,
            toFloat64(volume)                                                    AS vol
        FROM
        (
            SELECT
                toTimeZone(window_start, 'America/New_York') AS et_ts,
                volume
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker = 'CSCO'
              AND window_start >= '2026-08-24'
              AND window_start <  '2026-09-23'
        )
    ),
    slots AS (
        SELECT
            session_date,
            et_time,
            min(et_min) AS slot_min,
            sum(vol)    AS slot_vol
        FROM bars
        WHERE et_min >= 570 AND et_min < 960
        GROUP BY session_date, et_time
    ),
    cum AS (
        SELECT
            session_date,
            et_time,
            slot_min,
            sum(slot_vol) OVER (PARTITION BY session_date ORDER BY slot_min) AS cum_vol
        FROM slots
    ),
    base AS (
        SELECT avg(day_vol) AS avg_day_vol
        FROM
        (
            SELECT session_date, sum(slot_vol) AS day_vol
            FROM slots
            WHERE session_date < '2026-09-22'
            GROUP BY session_date
        )
    )
SELECT
    et_time,
    round(maxIf(cum_vol, session_date = '2026-09-22') / avgIf(cum_vol, session_date < '2026-09-22'), 2) AS rvol_time_adjusted,
    round(maxIf(cum_vol, session_date = '2026-09-22') / (SELECT avg_day_vol FROM base), 2)             AS rvol_naive
FROM cum
GROUP BY et_time
ORDER BY min(slot_min)

SQL to run

WITH
    bars AS (
        SELECT
            toDate(et_ts)                                                        AS session_date,
            formatDateTime(toStartOfInterval(et_ts, INTERVAL 30 MINUTE), '%H:%i') AS et_time,
            toHour(et_ts) * 60 + toMinute(et_ts)                                 AS et_min,
            toFloat64(volume)                                                    AS vol
        FROM
        (
            SELECT
                toTimeZone(window_start, 'America/New_York') AS et_ts,
                volume
            FROM global_markets.delayed_stocks_minute_aggs
            WHERE ticker = 'CSCO'
              AND window_start >= '2026-08-24'
              AND window_start <  '2026-09-23'
        )
    ),
    slots AS (
        SELECT
            session_date,
            et_time,
            min(et_min) AS slot_min,
            sum(vol)    AS slot_vol
        FROM bars
        WHERE et_min >= 570 AND et_min < 960
        GROUP BY session_date, et_time
    ),
    cum AS (
        SELECT
            session_date,
            et_time,
            slot_min,
            sum(slot_vol) OVER (PARTITION BY session_date ORDER BY slot_min) AS cum_vol
        FROM slots
    ),
    base AS (
        SELECT avg(day_vol) AS avg_day_vol
        FROM
        (
            SELECT session_date, sum(slot_vol) AS day_vol
            FROM slots
            WHERE session_date < '2026-09-22'
            GROUP BY session_date
        )
    )
SELECT
    et_time,
    round(maxIf(cum_vol, session_date = '2026-09-22') / avgIf(cum_vol, session_date < '2026-09-22'), 2) AS rvol_time_adjusted,
    round(maxIf(cum_vol, session_date = '2026-09-22') / (SELECT avg_day_vol FROM base), 2)             AS rvol_naive
FROM cum
GROUP BY et_time
ORDER BY min(slot_min)

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