tape_mix_by_hour
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 2026-10-01, from tape-a-b-and-c-explained.
| et_time | tape_a_pct | tape_b_pct | tape_c_pct |
|---|---|---|---|
| 04:00 | 14 | 0 | 86 |
| 05:00 | 12.2 | 0 | 87.8 |
| 06:00 | 11.7 | 0 | 88.3 |
| 07:00 | 16 | 0 | 84 |
| 08:00 | 20.9 | 0 | 79.1 |
| 09:00 | 23 | 0 | 77 |
| 10:00 | 25.4 | 0 | 74.6 |
| 11:00 | 24.7 | 0 | 75.3 |
| 12:00 | 27.5 | 0 | 72.5 |
| 13:00 | 31.5 | 0 | 68.5 |
| 14:00 | 32.9 | 0 | 67.1 |
| 15:00 | 35.4 | 0 | 64.6 |
| 16:00 | 26.8 | 0 | 73.2 |
| 17:00 | 10.7 | 0 | 89.3 |
| 18:00 | 9.8 | 0 | 90.2 |
| 19:00 | 9.5 | 0 | 90.5 |
- Rows × columns
- 16 × 4
- 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 |
text | 16 distinct values (04:00, 05:00, 06:00…) | |
tape_a_pct |
number | 9.5 to 35.4 | percent |
tape_b_pct |
number | every row is 0 | percent |
tape_c_pct |
number | 64.6 to 90.5 | 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
formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
round(100 * countIf(tape = 1) / count(), 1) AS tape_a_pct,
round(100 * countIf(tape = 2) / count(), 1) AS tape_b_pct,
round(100 * countIf(tape = 3) / count(), 1) AS tape_c_pct
FROM global_markets.stocks_trades
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'QQQ', 'KO', 'JNJ', 'XOM', 'WMT', 'SPY', 'IWM', 'GLD', 'HYG')
AND sip_timestamp >= toDateTime64('2026-09-15 04:00:00', 9, 'UTC')
AND sip_timestamp < toDateTime64('2026-09-16 04:00:00', 9, 'UTC')
GROUP BY et_time
HAVING count() >= 100
ORDER BY et_time
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