STRASMORE/EXPLORE 2,648 QUERIES

rebalance_volume

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 2026-09-26, from rsp-vs-spy-equal-weight-sp-500.

as of series 11×6read in context →
rebalance_volume — 11 rows by 6 columns, computed from US exchange, SIP and OPRA data.
quarterpeak_sessionpeak_weekdaypeak_volume_mmedian_volume_mpeak_vs_median
2024 Q1Feb 14, 2024Wed11.296.061.9
2024 Q2Apr 8, 2024Mon22.55.344.2
2024 Q3Aug 5, 2024Mon13.755.82.4
2024 Q4Nov 6, 2024Wed12.975.382.4
2025 Q1Feb 3, 2025Mon23.427.73
2025 Q2Apr 9, 2025Wed37.779.14.2
2025 Q3Jul 31, 2025Thu21.5311.831.8
2025 Q4Nov 21, 2025Fri57.4714.813.9
2026 Q1Feb 12, 2026Thu38.6418.12.1
2026 Q2May 20, 2026Wed18.999.672
2026 Q3Jul 8, 2026Wed13.656.442.1
Rows × columns
11 × 6
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 rebalance_volume, derived from the stored result.
ColumnTypeRangeNotes
quarter text 11 distinct values (2024 Q1, 2024 Q2, 2024 Q3…)
peak_session text 11 distinct values (Apr 8, 2024, Apr 9, 2025, Aug 5, 2024…)
peak_weekday text 4 distinct values (Fri, Mon, Thu…)
peak_volume_m number 11.29 to 57.47 count
median_volume_m number 5.34 to 18.1 count
peak_vs_median number 1.8 to 4.2

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.

SELECT
    concat(toString(toYear(date)), ' Q', toString(toQuarter(date)))  AS quarter,
    formatDateTime(argMax(date, volume), '%b %e, %Y')                AS peak_session,
    formatDateTime(argMax(date, volume), '%a')                       AS peak_weekday,
    round(toFloat64(max(volume)) / 1e6, 2)                           AS peak_volume_m,
    round(quantileDeterministic(0.5)(toFloat64(volume), toUInt64(toYYYYMMDD(date))) / 1e6, 2) AS median_volume_m,
    round(toFloat64(max(volume)) / quantileDeterministic(0.5)(toFloat64(volume), toUInt64(toYYYYMMDD(date))), 1) AS peak_vs_median
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'RSP'
  AND date >= toDate('2024-01-01')
  AND date < today()
GROUP BY quarter
ORDER BY min(date)
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