Where one session's volume actually printed, by phase
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 2026-09-27, from Tradegate vs Xetra: Hours and Prices.
| phase | volume_millions | pct_of_day |
|---|---|---|
| premarket 04:00 to 09:30 | 3.34 | 5.7 |
| first 30 minutes | 5.02 | 8.57 |
| midday 10:00 to 15:50 | 37.26 | 63.62 |
| final 10 minutes | 5.96 | 10.17 |
| after hours 16:00 to 20:00 | 6.99 | 11.94 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
phase |
text | 5 distinct values | |
volume_millions |
number | 3.34 to 37.26 | count |
pct_of_day |
number | 5.7 to 63.62 | 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.
WITH
(
SELECT sum(volume)
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-10 08:00:00')
AND window_start < toDateTime('2026-06-11 00:00:00')
) AS day_volume,
(toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) AS et_minutes
SELECT
multiIf(et_minutes < 570, 'premarket 04:00 to 09:30',
et_minutes < 600, 'first 30 minutes',
et_minutes < 950, 'midday 10:00 to 15:50',
et_minutes < 960, 'final 10 minutes',
'after hours 16:00 to 20:00') AS phase,
round(sum(volume) / 1e6, 2) AS volume_millions,
round(100 * sum(volume) / day_volume, 2) AS pct_of_day
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-10 08:00:00')
AND window_start < toDateTime('2026-06-11 00:00:00')
GROUP BY phase
ORDER BY min(et_minutes)
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