STRASMORE/EXPLORE 2,985 QUERIES

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.

as of ranking 17×3read in context →
volume_por_hora — 17 rows by 3 columns, computed from US exchange, SIP and OPRA data.
hora_brasiliapct_volume_outubropct_volume_dezembro
05:000.130
06:000.070.08
07:000.120.06
08:000.360.07
09:000.750.21
10:0011.830.65
11:0013.4510.87
12:0013.6614.4
13:009.9711.17
14:009.49.56
15:009.857.59
16:0021.5910.54
17:008.2622.48
18:000.3211.52
19:000.160.43
20:000.080.3
21:0000.06
Rows × columns
17 × 3
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 volume_por_hora, derived from the stored result.
ColumnTypeRangeNotes
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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