open_minute_range
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 2026-10-02, from stop-order-vs-limit-order.
| et_hour | avg_minute_range_bps | total_volume_millions |
|---|---|---|
| 09:00 ET | 12.8 | 186.6 |
| 10:00 ET | 10.3 | 172.81 |
| 11:00 ET | 7.2 | 122.55 |
| 15:00 ET | 6.5 | 179.55 |
| 14:00 ET | 6 | 105.52 |
| 13:00 ET | 5.9 | 96.18 |
| 08:00 ET | 5.8 | 15.94 |
| 12:00 ET | 5.8 | 97.9 |
| 16:00 ET | 5.5 | 36.4 |
| 07:00 ET | 2.4 | 2.08 |
| 04:00 ET | 2.2 | 1.03 |
| 06:00 ET | 1.9 | 0.91 |
| 17:00 ET | 1.7 | 3.98 |
| 05:00 ET | 1.5 | 0.74 |
| 18:00 ET | 1.3 | 0.9 |
| 19:00 ET | 1.3 | 0.87 |
- Rows × columns
- 16 × 3
- 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 (04:00 ET, 05:00 ET, 06:00 ET…) | |
avg_minute_range_bps |
number | 1.3 to 12.8 | |
total_volume_millions |
number | 0.74 to 186.6 | 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.
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(formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H'), ':00 ET') AS et_hour,
round(avg((toFloat64(high) / toFloat64(low) - 1) * 10000), 1) AS avg_minute_range_bps,
round(sum(volume) / 1e6, 2) AS total_volume_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'AAPL'
AND window_start >= '2025-09-02'
AND window_start < '2025-10-01'
AND toFloat64(low) > 0
GROUP BY et_hour
HAVING sum(volume) > 0 AND count() >= 20
ORDER BY avg_minute_range_bps DESC
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