close_minute
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 2026-09-26, from us-market-volume-by-hour-beijing-time.
| ticker | last_30m_million | close_minute_million | close_to_30m_ratio |
|---|---|---|---|
| NVDA | 13.69 | 2.01 | 0.15 |
| AAPL | 5.43 | 1.16 | 0.21 |
| MSFT | 3.94 | 0.81 | 0.2 |
| AMZN | 5.41 | 0.66 | 0.12 |
| SPY | 9.14 | 0.3 | 0.03 |
| KO | 2.24 | 0.19 | 0.09 |
| QQQ | 5.46 | 0.17 | 0.03 |
- Rows × columns
- 7 × 4
- 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 |
|---|---|---|---|
ticker |
text | 7 distinct values (AAPL, AMZN, KO…) | |
last_30m_million |
number | 2.24 to 13.69 | |
close_minute_million |
number | 0.17 to 2.01 | US dollars |
close_to_30m_ratio |
number | 0.03 to 0.21 | US dollars |
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
ticker,
volume,
toTimeZone(window_start, 'America/New_York') AS et,
toDate(et) AS session_date,
toHour(et) * 60 + toMinute(et) AS et_min
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'AMZN', 'KO')
AND window_start >= toDateTime('2026-04-01 04:00:00', 'UTC')
AND window_start < toDateTime('2026-07-01 04:00:00', 'UTC')
AND et_min >= 930
AND et_min <= 960
)
SELECT
ticker,
round(toFloat64(sumIf(volume, et_min >= 930 AND et_min < 960)) / countDistinct(session_date) / 1e6, 2) AS last_30m_million,
round(toFloat64(sumIf(volume, et_min = 960)) / countDistinct(session_date) / 1e6, 2) AS close_minute_million,
round(toFloat64(sumIf(volume, et_min = 960))
/ toFloat64(sumIf(volume, et_min >= 930 AND et_min < 960)), 2) AS close_to_30m_ratio
FROM bars
GROUP BY ticker
ORDER BY close_minute_million DESC
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