STRASMORE/EXPLORE 2,707 QUERIES

SPY volume in ten-minute buckets across one full trading day

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.

as of series 96×2read in context →
SPY volume in ten-minute buckets across one full trading day — 96 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timevolume_millions
04:000.1
04:100.01
04:200.017
04:300.005
04:400.023
04:500.021
05:000.019
05:100.052
05:200.03
05:300.008
05:400.011
05:500.065
06:000.017
06:100.017
06:200.026
06:300.021
06:400.012
06:500.014
07:000.556
07:100.195
07:200.235
07:300.092
07:400.087
07:500.056
08:000.038
08:100.075
08:200.14
08:300.957
08:400.127
08:500.078
09:000.087
09:100.03
09:200.122
09:302.242
09:401.604
09:501.174
10:000.961
10:101.148
10:201.176
10:301.013
10:400.912
10:501.36
11:001.114
11:101.532
11:200.897
11:300.808
11:401.607
11:501.63
12:000.801
12:100.524
12:200.411
12:300.534
12:400.557
12:500.469
13:000.631
13:100.916
13:200.766
13:300.667
13:400.853
13:500.911
14:001.028
14:100.601
14:200.717
14:300.734
14:400.867
14:502.185
15:001.128
15:101.198
15:202.154
15:301.924
15:402.527
15:505.957
16:002.924
16:102.18
16:200.406
16:300.111
16:400.149
16:500.306
17:000.046
17:100.018
17:200.015
17:300.037
17:400.031
17:500.017
18:000.188
18:100.037
18:200.021
18:300.023
18:400.061
18:500.02
19:000.059
19:100.092
19:200.117
19:300.054
19:400.041
19:500.042
Rows × columns
96 × 2
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 volume in ten-minute buckets across one full trading day, derived from the stored result.
ColumnTypeRangeNotes
et_time text 96 distinct values (04:00, 04:10, 04:20…)
volume_millions number 0.005 to 5.957 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.

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.

SELECT
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 10 MINUTE), '%H:%i') AS et_time,
    round(sum(volume) / 1e6, 3) AS volume_millions
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 et_time
ORDER BY et_time
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More from this analysisTradegate vs Xetra: Hours and Prices
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