STRASMORE/EXPLORE 2,170 QUERIES

A full trading day on the SPY tape, split by session window (recent full-length 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 2026-08-22, from Stock Market Hours: Open 9:30, Close 4:00 ET.

as of scalar 1×15read in context →
session date
2026-08-19
weekday
Wednesday
regular session bars
390
first bar minute of day
240
last bar minute of day
1,199
first bar et
04:00
last bar et
19:59
total shares m
39
premarket pct
4.2
regular pct
79.5
post close 30min pct
15.6
evening pct
0.7
first 30min pct
10.1
last 30min pct
20
midday half hour pct
5.2
Rows × columns
1 × 15
Period covered
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 A full trading day on the SPY tape, split by session window (recent full-length session), derived from the stored result.
ColumnTypeRangeNotes
session_date date 2026-08-19
weekday date Wednesday
regular_session_bars number every row is 390
first_bar_minute_of_day number every row is 240
last_bar_minute_of_day number every row is 1,199
first_bar_et text 1 distinct value (04:00)
last_bar_et text 1 distinct value (19:59)
total_shares_m number every row is 39 count
premarket_pct number every row is 4.2 percent
regular_pct number every row is 79.5 percent
post_close_30min_pct number every row is 15.6 percent
evening_pct number every row is 0.7 percent
first_30min_pct number every row is 10.1 percent
last_30min_pct number every row is 20 percent
midday_half_hour_pct number every row is 5.2 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.

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
    toString(session_day)                     AS session_date,
    formatDateTime(session_day, '%W')         AS weekday,
    countIf(et_min >= 570 AND et_min < 960)   AS regular_session_bars,
    min(et_min)                               AS first_bar_minute_of_day,
    max(et_min)                               AS last_bar_minute_of_day,
    formatDateTime(min(et_ts), '%H:%i')       AS first_bar_et,
    formatDateTime(max(et_ts), '%H:%i')       AS last_bar_et,
    round(sum(volume) / 1e6, 1)               AS total_shares_m,
    round(100.0 * sumIf(volume, et_min < 570) / sum(volume), 1)                    AS premarket_pct,
    round(100.0 * sumIf(volume, et_min >= 570 AND et_min < 960) / sum(volume), 1)  AS regular_pct,
    round(100.0 * sumIf(volume, et_min >= 960 AND et_min < 990) / sum(volume), 1)  AS post_close_30min_pct,
    round(100.0 * sumIf(volume, et_min >= 990) / sum(volume), 1)                   AS evening_pct,
    round(100.0 * sumIf(volume, et_min >= 570 AND et_min < 600) / sum(volume), 1)  AS first_30min_pct,
    round(100.0 * sumIf(volume, et_min >= 930 AND et_min < 960) / sum(volume), 1)  AS last_30min_pct,
    round(100.0 * sumIf(volume, et_min >= 750 AND et_min < 780) / sum(volume), 1)  AS midday_half_hour_pct
FROM
(
    SELECT
        volume,
        toTimeZone(window_start, 'America/New_York') AS et_ts,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
        + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_min
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND toDate(toTimeZone(window_start, 'America/New_York')) = session_day
)

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

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