volume_by_slot
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.
| et_time | beijing_time | spy_share_pct | qqq_share_pct |
|---|---|---|---|
| 09:30 | 21:30 | 11.41 | 14.29 |
| 10:00 | 22:00 | 8.08 | 9.88 |
| 10:30 | 22:30 | 7.09 | 8.39 |
| 11:00 | 23:00 | 6.32 | 7.05 |
| 11:30 | 23:30 | 6.37 | 6.8 |
| 12:00 | 00:00 | 5.19 | 5.75 |
| 12:30 | 00:30 | 4.76 | 5.44 |
| 13:00 | 01:00 | 5.33 | 5.3 |
| 13:30 | 01:30 | 5.29 | 5.4 |
| 14:00 | 02:00 | 6.15 | 5.53 |
| 14:30 | 02:30 | 6.11 | 5.7 |
| 15:00 | 03:00 | 7.76 | 6.48 |
| 15:30 | 03:30 | 20.14 | 13.99 |
- Rows × columns
- 13 × 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 |
|---|---|---|---|
et_time |
text | 13 distinct values (09:30, 10:00, 10:30…) | |
beijing_time |
text | 13 distinct values (00:00, 00:30, 01:00…) | |
spy_share_pct |
number | 4.76 to 20.14 | percent |
qqq_share_pct |
number | 5.3 to 14.29 | 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,
intDiv(et_min, 30) * 30 AS slot
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ')
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
formatDateTime(toDateTime(s.slot * 60, 'UTC'), '%H:%i') AS et_time,
formatDateTime(toDateTime(((s.slot + 720) % 1440) * 60, 'UTC'), '%H:%i') AS beijing_time,
round(100 * toFloat64(sumIf(s.volume, s.ticker = 'SPY')) / any(t.spy_total), 2) AS spy_share_pct,
round(100 * toFloat64(sumIf(s.volume, s.ticker = 'QQQ')) / any(t.qqq_total), 2) AS qqq_share_pct
FROM session_bars AS s
CROSS JOIN
(
SELECT
toFloat64(sumIf(volume, ticker = 'SPY')) AS spy_total,
toFloat64(sumIf(volume, ticker = 'QQQ')) AS qqq_total
FROM session_bars
) AS t
GROUP BY s.slot
ORDER BY s.slot
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