sessoes_estendidas
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 2026-10-04, from us-market-volume-by-hour-brasilia-time.
| segmento | janela_brasilia | pct_do_volume_diario | volume_medio_milhoes |
|---|---|---|---|
| Pre-market | 05h00 as 10h29 | 2.97 | 6.5 |
| Sessao regular | 10h30 as 17h00 | 92.18 | 201 |
| After-hours | 17h01 as 21h00 | 4.85 | 10.6 |
- Rows × columns
- 3 × 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 |
|---|---|---|---|
segmento |
text | 3 distinct values (After-hours, Pre-market, Sessao regular) | |
janela_brasilia |
text | 3 distinct values | |
pct_do_volume_diario |
number | 2.97 to 92.18 | percent |
volume_medio_milhoes |
number | 6.5 to 201 | count |
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 brutas AS
(
SELECT
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS minuto_et,
toDate(toTimeZone(window_start, 'America/New_York')) AS sessao,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO')
AND window_start >= '2026-07-01 08:00:00'
AND window_start < '2026-10-01 08:00:00'
),
dia AS
(
SELECT *
FROM brutas
WHERE minuto_et >= 240 AND minuto_et <= 1200
)
SELECT
multiIf(minuto_et < 570, 'Pre-market',
minuto_et <= 960, 'Sessao regular',
'After-hours') AS segmento,
multiIf(minuto_et < 570, '05h00 as 10h29',
minuto_et <= 960, '10h30 as 17h00',
'17h01 as 21h00') AS janela_brasilia,
round(toFloat64(sum(volume)) * 100
/ toFloat64((SELECT sum(volume) FROM dia)), 2) AS pct_do_volume_diario,
round(toFloat64(sum(volume)) / countDistinct(sessao) / 1e6, 1) AS volume_medio_milhoes
FROM dia
GROUP BY segmento, janela_brasilia
ORDER BY min(minuto_et)
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