clock_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 2026-09-20, from spx-options-vs-es-futures-options.
| et_hour | volume_share_pct |
|---|---|
| 3 p.m. | 24.49 |
| 10 a.m. | 12.75 |
| 11 a.m. | 11.99 |
| 4 p.m. | 11.86 |
| 2 p.m. | 10.82 |
| 9 a.m. | 10.45 |
| 12 p.m. | 7.51 |
| 1 p.m. | 6.99 |
| 8 a.m. | 1.11 |
| 5 p.m. | 0.75 |
| 7 a.m. | 0.49 |
| 4 a.m. | 0.26 |
| 6 p.m. | 0.22 |
| 6 a.m. | 0.11 |
| 7 p.m. | 0.1 |
| 5 a.m. | 0.09 |
- Rows × columns
- 16 × 2
- 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_hour |
text | 16 distinct values (1 p.m., 10 a.m., 11 a.m.…) | |
volume_share_pct |
number | 0.09 to 24.49 | percent |
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(if(et_h % 12 = 0, 12, et_h % 12)), if(et_h < 12, ' a.m.', ' p.m.')) AS et_hour,
round(100 * toFloat64(sum(volume)) / toFloat64(sum(sum(volume)) OVER ()), 2) AS volume_share_pct
FROM
(
SELECT
toHour(toTimeZone(window_start, 'America/New_York')) AS et_h,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 28
AND window_start < today() - 1
)
GROUP BY et_h
ORDER BY volume_share_pct DESC