STRASMORE/EXPLORE 2,648 QUERIES

large_cap_slots

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.

as of ranking 7×4read in context →
large_cap_slots — 7 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickeropen_30m_pctbj_0100_0200_pctclose_30m_pct
KO15.169.1320.88
SPY11.4110.6220.14
AAPL16.4410.5715.14
AMZN17.579.9514.28
MSFT17.859.7314.13
QQQ14.2910.713.99
NVDA18.479.5211
Rows × columns
7 × 4
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 large_cap_slots, derived from the stored result.
ColumnTypeRangeNotes
ticker text 7 distinct values (AAPL, AMZN, KO…)
open_30m_pct number 11.41 to 18.47 percent
bj_0100_0200_pct number 9.13 to 10.7 percent
close_30m_pct number 11 to 20.88 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 session_bars AS
(
    SELECT
        ticker,
        volume,
        toTimeZone(window_start, 'America/New_York') AS et,
        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 >= 570
      AND et_min <  960
)
SELECT
    ticker,
    round(100 * toFloat64(sumIf(volume, et_min < 600)) / toFloat64(sum(volume)), 2)                        AS open_30m_pct,
    round(100 * toFloat64(sumIf(volume, et_min >= 780 AND et_min < 840)) / toFloat64(sum(volume)), 2)      AS bj_0100_0200_pct,
    round(100 * toFloat64(sumIf(volume, et_min >= 930)) / toFloat64(sum(volume)), 2)                       AS close_30m_pct
FROM session_bars
GROUP BY ticker
ORDER BY close_30m_pct DESC
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