First 30 minutes: share of the day's range and volume, 2023 to 2025

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.

WITH bars AS (
    SELECT
        ticker,
        toDate(toTimeZone(window_start, 'America/New_York'))            AS trade_day,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York'))    AS et_minute,
        high,
        low,
        volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'KO')
      AND window_start >= '2023-01-01'
      AND window_start <  '2026-01-01'
),
regular AS (
    SELECT *
    FROM bars
    WHERE et_minute >= 570 AND et_minute < 960
),
per_day AS (
    SELECT
        ticker,
        trade_day,
        max(high)                       AS day_high,
        min(low)                        AS day_low,
        sum(volume)                     AS day_volume,
        maxIf(high, et_minute < 600)    AS open_high,
        minIf(low, et_minute < 600)     AS open_low,
        sumIf(volume, et_minute < 600)  AS open_volume,
        countIf(et_minute < 600)        AS open_bars
    FROM regular
    GROUP BY ticker, trade_day
    HAVING open_bars >= 25
       AND day_high > day_low
       AND day_volume > 0
)
SELECT
    ticker AS symbol,
    round(avg(100 * toFloat64(open_high - open_low) / toFloat64(day_high - day_low)), 1) AS range_share_pct,
    round(avg(100 * toFloat64(open_volume) / toFloat64(day_volume)), 1)                  AS volume_share_pct
FROM per_day
GROUP BY ticker
ORDER BY range_share_pct DESC