STRASMORE/EXPLORE 2,309 QUERIES

spy_option_pace

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 2026-09-17, from the-390-rule-in-options-trading.

as of series 14×3read in context →
spy_option_pace — 14 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timetrade_counttrades_per_minute
09:302072266907.5
10:001974786582.6
10:301157883859.6
11:00853072843.6
11:301003213344
12:00821882739.6
12:30987173290.6
13:00645222150.7
13:30581351937.8
14:00784372614.6
14:30769652565.5
15:00699722332.4
15:30855022850.1
16:00226201508
Rows × columns
14 × 3
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_option_pace, derived from the stored result.
ColumnTypeRangeNotes
et_time text 14 distinct values (09:30, 10:00, 10:30…)
trade_count number 22,620 to 207,226 count
trades_per_minute number 1,508 to 6,907.5 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 
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i', 'America/New_York') AS et_time,
    count()                                                        AS trade_count,
    round(count() / uniqExact(toStartOfMinute(sip_timestamp)), 1)  AS trades_per_minute
FROM global_markets.options_trades
WHERE underlying_symbol = 'SPY'
  AND sip_timestamp >= toDateTime('2026-09-10 13:30:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-09-10 20:30:00', 'UTC')
GROUP BY et_time
ORDER BY et_time

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