volume_por_hora
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 2026-10-03, from us-daylight-saving-switch-brasilia-time.
| hora_brasilia | pct_volume_outubro | pct_volume_dezembro |
|---|---|---|
| 05:00 | 0.13 | 0 |
| 06:00 | 0.07 | 0.08 |
| 07:00 | 0.12 | 0.06 |
| 08:00 | 0.36 | 0.07 |
| 09:00 | 0.75 | 0.21 |
| 10:00 | 11.83 | 0.65 |
| 11:00 | 13.45 | 10.87 |
| 12:00 | 13.66 | 14.4 |
| 13:00 | 9.97 | 11.17 |
| 14:00 | 9.4 | 9.56 |
| 15:00 | 9.85 | 7.59 |
| 16:00 | 21.59 | 10.54 |
| 17:00 | 8.26 | 22.48 |
| 18:00 | 0.32 | 11.52 |
| 19:00 | 0.16 | 0.43 |
| 20:00 | 0.08 | 0.3 |
| 21:00 | 0 | 0.06 |
- Rows × columns
- 17 × 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 |
|---|---|---|---|
hora_brasilia |
text | 17 distinct values (05:00, 06:00, 07:00…) | |
pct_volume_outubro |
number | 0 to 21.59 | percent |
pct_volume_dezembro |
number | 0 to 22.48 | 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 bars AS
(
SELECT
formatDateTime(toTimeZone(window_start, 'America/Sao_Paulo'), '%H:00') AS hora_brasilia,
if(window_start < toDateTime('2025-11-01 00:00:00', 'UTC'), 'verão', 'padrão') AS regime,
toFloat64(volume) AS vol,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minuto
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND (
(window_start >= toDateTime('2025-10-01 00:00:00', 'UTC')
AND window_start < toDateTime('2025-11-01 00:00:00', 'UTC'))
OR (window_start >= toDateTime('2025-12-01 00:00:00', 'UTC')
AND window_start < toDateTime('2026-01-01 02:00:00', 'UTC'))
)
)
SELECT
h.hora_brasilia AS hora_brasilia,
round(100 * h.vol_verao / t.total_verao, 2) AS pct_volume_outubro,
round(100 * h.vol_padrao / t.total_padrao, 2) AS pct_volume_dezembro
FROM
(
SELECT
hora_brasilia,
sumIf(vol, regime = 'verão') AS vol_verao,
sumIf(vol, regime = 'padrão') AS vol_padrao
FROM bars
WHERE et_minuto >= 240 AND et_minuto < 1200
GROUP BY hora_brasilia
) AS h
CROSS JOIN
(
SELECT
sumIf(vol, regime = 'verão') AS total_verao,
sumIf(vol, regime = 'padrão') AS total_padrao
FROM bars
WHERE et_minuto >= 240 AND et_minuto < 1200
) AS t
ORDER BY h.hora_brasilia
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