Prints per 15-minute bucket, one full session
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 2026-08-13, from Self-Match Prevention and Wash Trades.
| et_time | trade_count |
|---|---|
| 04:00 | 9402 |
| 04:15 | 396 |
| 04:30 | 565 |
| 04:45 | 671 |
| 05:00 | 389 |
| 05:15 | 462 |
| 05:30 | 436 |
| 05:45 | 347 |
| 06:00 | 448 |
| 06:15 | 359 |
| 06:30 | 334 |
| 06:45 | 452 |
| 07:00 | 958 |
| 07:15 | 675 |
| 07:30 | 775 |
| 07:45 | 972 |
| 08:00 | 624 |
| 08:15 | 629 |
| 08:30 | 1882 |
| 08:45 | 1132 |
| 09:00 | 1257 |
| 09:15 | 1255 |
| 09:30 | 88813 |
| 09:45 | 50105 |
| 10:00 | 47616 |
| 10:15 | 47896 |
| 10:30 | 56560 |
| 10:45 | 43196 |
| 11:00 | 40476 |
| 11:15 | 39131 |
| 11:30 | 37425 |
| 11:45 | 45348 |
| 12:00 | 37115 |
| 12:15 | 26888 |
| 12:30 | 24226 |
| 12:45 | 23894 |
| 13:00 | 20116 |
| 13:15 | 21482 |
| 13:30 | 22375 |
| 13:45 | 31609 |
| 14:00 | 26873 |
| 14:15 | 23193 |
| 14:30 | 21945 |
| 14:45 | 23308 |
| 15:00 | 24243 |
| 15:15 | 30349 |
| 15:30 | 26734 |
| 15:45 | 67977 |
| 16:00 | 2305 |
| 16:15 | 1030 |
| 16:30 | 956 |
| 16:45 | 1265 |
| 17:00 | 1699 |
| 17:15 | 1131 |
| 17:30 | 1169 |
| 17:45 | 1297 |
| 18:00 | 1372 |
| 18:15 | 1021 |
| 18:30 | 920 |
| 18:45 | 1098 |
| 19:00 | 1108 |
| 19:15 | 1232 |
| 19:30 | 1330 |
| 19:45 | 1345 |
- Rows × columns
- 64 × 2
- Period covered
- to
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
et_time |
date | 04:00 to 19:45 | |
trade_count |
number | 334 to 88,813 | 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.
the exact SQL behind every number
SELECT
formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 15 MINUTE), '%H:%i') AS et_time,
count() AS trade_count
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-06-10 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-11 04:00:00', 'UTC')
GROUP BY et_time
HAVING count() >= 200
ORDER BY et_time
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