STRASMORE/EXPLORE 3,022 QUERIES

trace_spy

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.

as of series 64×3read in context →
trace_spy — 64 rows by 3 columns, computed from US exchange, SIP and OPRA data.
datepct_primeira_horapct_ultima_hora
2026-07-0125.128.9
2026-07-0217.231.3
2026-07-062135.1
2026-07-0721.529.9
2026-07-0822.621.4
2026-07-0925.226.4
2026-07-101432.5
2026-07-132033.4
2026-07-1421.226.7
2026-07-1521.124.6
2026-07-1617.337.9
2026-07-1727.323.5
2026-07-2018.233.7
2026-07-2121.326.5
2026-07-2218.629.9
2026-07-2319.529.2
2026-07-2418.232.9
2026-07-2723.128.7
2026-07-2822.533
2026-07-2913.144.7
2026-07-3022.431.3
2026-07-3125.430.9
2026-08-0321.421.9
2026-08-0417.126.9
2026-08-0523.622.1
2026-08-0615.327.4
2026-08-0719.728.9
2026-08-1021.524.8
2026-08-1116.124.7
2026-08-1224.423.2
2026-08-1320.230
2026-08-1418.624.3
2026-08-171538.4
2026-08-1822.234.6
2026-08-1919.633.3
2026-08-2016.535.8
2026-08-2121.224.4
2026-08-2424.421
2026-08-2519.626.7
2026-08-2617.130.5
2026-08-272527.9
2026-08-282025.6
2026-08-3118.542.4
2026-09-0117.628.2
2026-09-0224.226
2026-09-0323.729.5
2026-09-0421.231.4
2026-09-0822.731.9
2026-09-0917.935.3
2026-09-1031.324.7
2026-09-1118.430.8
2026-09-1417.525.5
2026-09-151723.8
2026-09-169.846.3
2026-09-172434.1
2026-09-1815.419.3
2026-09-2120.528.9
2026-09-2219.228
2026-09-2319.435.6
2026-09-2416.527.8
2026-09-2523.225.3
2026-09-2816.732.2
2026-09-2919.329.3
2026-09-3011.955.5
Rows × columns
64 × 3
Period covered
to
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 trace_spy, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-07-01 to 2026-09-30
pct_primeira_hora number 9.8 to 31.3 percent
pct_ultima_hora number 19.3 to 55.5 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 barras AS
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York'))         AS sessao,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York')) AS minuto_et,
        volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= '2026-07-01 08:00:00'
      AND window_start <  '2026-10-01 08:00:00'
)
SELECT
    toString(sessao) AS date,
    round(toFloat64(sumIf(volume, minuto_et >= 570 AND minuto_et < 630)) * 100
          / toFloat64(sum(volume)), 1) AS pct_primeira_hora,
    round(toFloat64(sumIf(volume, minuto_et >= 900 AND minuto_et <= 960)) * 100
          / toFloat64(sum(volume)), 1) AS pct_ultima_hora
FROM barras
WHERE minuto_et >= 570 AND minuto_et <= 960
GROUP BY sessao
ORDER BY sessao
⌘/Ctrl + Enter

Trabalhe com estes dados no seu assistente de IA

Abre pronto para consultar, com os dados desta página. Grátis, sem conta.