STRASMORE/EXPLORE 2,170 QUERIES

SPY volume by half hour, premarket through after-hours (same session, ET clock)

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 2026-08-22, from Stock Market Hours: Open 9:30, Close 4:00 ET.

as of table 32×2read in context →
SPY volume by half hour, premarket through after-hours (same session, ET clock) — 32 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_half_hourshares_m
04:000.08
04:300.01
05:000.01
05:300.02
06:000.01
06:300.01
07:000.04
07:300.02
08:000.08
08:301.02
09:000.32
09:303.95
10:002.15
10:302.28
11:001.63
11:301.92
12:001.19
12:302.03
13:001.42
13:301.14
14:001.67
14:301.39
15:002.43
15:307.79
16:006.08
16:300.13
17:000.04
17:300.01
18:000.04
18:300.02
19:000.02
19:300.02
Rows × columns
32 × 2
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 SPY volume by half hour, premarket through after-hours (same session, ET clock), derived from the stored result.
ColumnTypeRangeNotes
et_half_hour text 32 distinct values (04:00, 04:30, 05:00…)
shares_m number 0.01 to 7.79 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 
WITH
(
    SELECT max(d)
    FROM
    (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York')) AS d,
            countIf((toHour(toTimeZone(window_start, 'America/New_York')) * 60
                     + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
                AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
                     + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960) AS rth_bars
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= today() - 21
          AND window_start < today() - 2
        GROUP BY d
        HAVING rth_bars = 390
    )
) AS session_day
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_half_hour,
    round(sum(volume) / 1e6, 2) AS shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND toDate(toTimeZone(window_start, 'America/New_York')) = session_day
GROUP BY et_half_hour
ORDER BY et_half_hour

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More from this analysisStock Market Hours: Open 9:30, Close 4:00 ET
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