SPY share volume by half hour, week of July 6, 2026 (Eastern time)

Name: SPY share volume by half hour, week of July 6, 2026 (Eastern time)
Creator: Strasmore
Published: 2026-08-01
License: https://www.strasmore.com/terms/

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 2026-08-01, from Pattern Day Trader Rule: What Replaced It.

as of 2026-08-01 series 32×2read in context →

SPY share volume by half hour, week of July 6, 2026 (Eastern time) — 32 rows by 2 columns, computed 2026-08-01 from US exchange, SIP and OPRA data.
et_time	shares_millions
04:00	0.5
04:30	0.2
05:00	0.2
05:30	0.1
06:00	0.2
06:30	0.2
07:00	0.5
07:30	0.7
08:00	0.8
08:30	0.6
09:00	0.8
09:30	21.2
10:00	17.2
10:30	15.6
11:00	10.7
11:30	9.2
12:00	10.4
12:30	9.7
13:00	9.9
13:30	7.5
14:00	9.1
14:30	10
15:00	15.1
15:30	37.8
16:00	20.2
16:30	2.2
17:00	0.6
17:30	1.3
18:00	1.8
18:30	0.1
19:00	0.1
19:30	0.2

Rows × columns: 32 × 2
Period covered: 04:00 to 19:30
Computed: 2026-08-01
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 share volume by half hour, week of July 6, 2026 (Eastern time), derived from the stored result.
Column	Type	Range	Notes
`et_time`	date	04:00 to 19:30
`shares_millions`	number	0.1 to 37.8	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 2026-08-01, and the query below is what returned them.

the exact SQL behind every number

SELECT formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
       round(toFloat64(sum(volume)) / 1e6, 1) AS shares_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2026-07-06 08:00:00')
  AND window_start < toDateTime('2026-07-11 00:00:00')
GROUP BY et_time
ORDER BY et_time

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