{"slug":"tradegate-vs-xetra-trading-hours","qid":"liquidity_by_clock","label":"SPY volume in ten-minute buckets across one full trading day","post_title":"Tradegate vs Xetra: Hours and Prices","post_url":"/blog/tradegate-vs-xetra-trading-hours#q-liquidity_by_clock","columns":["et_time","volume_millions"],"rows":[{"et_time":"04:00","volume_millions":0.1},{"et_time":"04:10","volume_millions":0.01},{"et_time":"04:20","volume_millions":0.017},{"et_time":"04:30","volume_millions":0.005},{"et_time":"04:40","volume_millions":0.023},{"et_time":"04:50","volume_millions":0.021},{"et_time":"05:00","volume_millions":0.019},{"et_time":"05:10","volume_millions":0.052},{"et_time":"05:20","volume_millions":0.03},{"et_time":"05:30","volume_millions":0.008},{"et_time":"05:40","volume_millions":0.011},{"et_time":"05:50","volume_millions":0.065},{"et_time":"06:00","volume_millions":0.017},{"et_time":"06:10","volume_millions":0.017},{"et_time":"06:20","volume_millions":0.026},{"et_time":"06:30","volume_millions":0.021},{"et_time":"06:40","volume_millions":0.012},{"et_time":"06:50","volume_millions":0.014},{"et_time":"07:00","volume_millions":0.556},{"et_time":"07:10","volume_millions":0.195},{"et_time":"07:20","volume_millions":0.235},{"et_time":"07:30","volume_millions":0.092},{"et_time":"07:40","volume_millions":0.087},{"et_time":"07:50","volume_millions":0.056},{"et_time":"08:00","volume_millions":0.038},{"et_time":"08:10","volume_millions":0.075},{"et_time":"08:20","volume_millions":0.14},{"et_time":"08:30","volume_millions":0.957},{"et_time":"08:40","volume_millions":0.127},{"et_time":"08:50","volume_millions":0.078},{"et_time":"09:00","volume_millions":0.087},{"et_time":"09:10","volume_millions":0.03},{"et_time":"09:20","volume_millions":0.122},{"et_time":"09:30","volume_millions":2.242},{"et_time":"09:40","volume_millions":1.604},{"et_time":"09:50","volume_millions":1.174},{"et_time":"10:00","volume_millions":0.961},{"et_time":"10:10","volume_millions":1.148},{"et_time":"10:20","volume_millions":1.176},{"et_time":"10:30","volume_millions":1.013},{"et_time":"10:40","volume_millions":0.912},{"et_time":"10:50","volume_millions":1.36},{"et_time":"11:00","volume_millions":1.114},{"et_time":"11:10","volume_millions":1.532},{"et_time":"11:20","volume_millions":0.897},{"et_time":"11:30","volume_millions":0.808},{"et_time":"11:40","volume_millions":1.607},{"et_time":"11:50","volume_millions":1.63},{"et_time":"12:00","volume_millions":0.801},{"et_time":"12:10","volume_millions":0.524},{"et_time":"12:20","volume_millions":0.411},{"et_time":"12:30","volume_millions":0.534},{"et_time":"12:40","volume_millions":0.557},{"et_time":"12:50","volume_millions":0.469},{"et_time":"13:00","volume_millions":0.631},{"et_time":"13:10","volume_millions":0.916},{"et_time":"13:20","volume_millions":0.766},{"et_time":"13:30","volume_millions":0.667},{"et_time":"13:40","volume_millions":0.853},{"et_time":"13:50","volume_millions":0.911},{"et_time":"14:00","volume_millions":1.028},{"et_time":"14:10","volume_millions":0.601},{"et_time":"14:20","volume_millions":0.717},{"et_time":"14:30","volume_millions":0.734},{"et_time":"14:40","volume_millions":0.867},{"et_time":"14:50","volume_millions":2.185},{"et_time":"15:00","volume_millions":1.128},{"et_time":"15:10","volume_millions":1.198},{"et_time":"15:20","volume_millions":2.154},{"et_time":"15:30","volume_millions":1.924},{"et_time":"15:40","volume_millions":2.527},{"et_time":"15:50","volume_millions":5.957},{"et_time":"16:00","volume_millions":2.924},{"et_time":"16:10","volume_millions":2.18},{"et_time":"16:20","volume_millions":0.406},{"et_time":"16:30","volume_millions":0.111},{"et_time":"16:40","volume_millions":0.149},{"et_time":"16:50","volume_millions":0.306},{"et_time":"17:00","volume_millions":0.046},{"et_time":"17:10","volume_millions":0.018},{"et_time":"17:20","volume_millions":0.015},{"et_time":"17:30","volume_millions":0.037},{"et_time":"17:40","volume_millions":0.031},{"et_time":"17:50","volume_millions":0.017},{"et_time":"18:00","volume_millions":0.188},{"et_time":"18:10","volume_millions":0.037},{"et_time":"18:20","volume_millions":0.021},{"et_time":"18:30","volume_millions":0.023},{"et_time":"18:40","volume_millions":0.061},{"et_time":"18:50","volume_millions":0.02},{"et_time":"19:00","volume_millions":0.059},{"et_time":"19:10","volume_millions":0.092},{"et_time":"19:20","volume_millions":0.117},{"et_time":"19:30","volume_millions":0.054},{"et_time":"19:40","volume_millions":0.041},{"et_time":"19:50","volume_millions":0.042}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 10 MINUTE), '%H:%i') AS et_time,\n    round(sum(volume) / 1e6, 3) AS volume_millions\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker = 'SPY'\n  AND window_start >= toDateTime('2026-06-10 08:00:00')\n  AND window_start <  toDateTime('2026-06-11 00:00:00')\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-09-27T15:08:18.970258+00:00","elapsed":0.002158761}