STRASMORE/EXPLORE 2,170 QUERIES

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.

as of series 16×3read in context →
Where US volume prints across the Eastern clock, July 2026 — 16 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timeinterlisted_pct_of_volumeus_only_pct_of_volume
04:000.050.08
05:000.040.03
06:000.040.05
07:000.060.2
08:000.190.24
09:0010.813.84
10:0014.9415.91
11:0012.3712.47
12:0011.189.95
13:008.698.56
14:0011.319.68
15:0029.5624.54
16:000.494.31
17:000.250.08
18:000.010.04
19:000.010.04
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Where US volume prints across the Eastern clock, July 2026, derived from the stored result.
ColumnTypeRangeNotes
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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