Where US volume prints across the Eastern clock, July 2026
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 2026-08-19, from TSX Trading Hours and Holidays vs NYSE.
| et_time | interlisted_pct_of_volume | us_only_pct_of_volume |
|---|---|---|
| 04:00 | 0.05 | 0.08 |
| 05:00 | 0.04 | 0.03 |
| 06:00 | 0.04 | 0.05 |
| 07:00 | 0.06 | 0.2 |
| 08:00 | 0.19 | 0.24 |
| 09:00 | 10.8 | 13.84 |
| 10:00 | 14.94 | 15.91 |
| 11:00 | 12.37 | 12.47 |
| 12:00 | 11.18 | 9.95 |
| 13:00 | 8.69 | 8.56 |
| 14:00 | 11.31 | 9.68 |
| 15:00 | 29.56 | 24.54 |
| 16:00 | 0.49 | 4.31 |
| 17:00 | 0.25 | 0.08 |
| 18:00 | 0.01 | 0.04 |
| 19:00 | 0.01 | 0.04 |
- Rows × columns
- 16 × 3
- Period covered
- to
- 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 |
|---|---|---|---|
et_time |
date | 04:00 to 19:00 | |
interlisted_pct_of_volume |
number | 0.01 to 29.56 | percent |
us_only_pct_of_volume |
number | 0.03 to 24.54 | 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.
the exact SQL behind every number
SELECT
et_time,
round(100 * inter_volume / sum(inter_volume) OVER (), 2) AS interlisted_pct_of_volume,
round(100 * us_volume / sum(us_volume) OVER (), 2) AS us_only_pct_of_volume
FROM
(
SELECT
formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:00') AS et_time,
sumIf(toFloat64(volume),
ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP')) AS inter_volume,
sumIf(toFloat64(volume),
ticker IN ('JPM','BAC','WFC','XOM','CVX','UNP','KO','PG','CAT')) AS us_volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE window_start >= '2026-07-01 04:00:00'
AND window_start < '2026-08-01 04:00:00'
AND volume > 0
AND ticker IN ('RY','TD','BNS','BMO','ENB','TRP','CNQ','SU','CP',
'JPM','BAC','WFC','XOM','CVX','UNP','KO','PG','CAT')
GROUP BY et_time
HAVING inter_volume > 0 AND us_volume > 0
)
ORDER BY et_time
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