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.
| date | pct_primeira_hora | pct_ultima_hora |
|---|---|---|
| 2026-07-01 | 25.1 | 28.9 |
| 2026-07-02 | 17.2 | 31.3 |
| 2026-07-06 | 21 | 35.1 |
| 2026-07-07 | 21.5 | 29.9 |
| 2026-07-08 | 22.6 | 21.4 |
| 2026-07-09 | 25.2 | 26.4 |
| 2026-07-10 | 14 | 32.5 |
| 2026-07-13 | 20 | 33.4 |
| 2026-07-14 | 21.2 | 26.7 |
| 2026-07-15 | 21.1 | 24.6 |
| 2026-07-16 | 17.3 | 37.9 |
| 2026-07-17 | 27.3 | 23.5 |
| 2026-07-20 | 18.2 | 33.7 |
| 2026-07-21 | 21.3 | 26.5 |
| 2026-07-22 | 18.6 | 29.9 |
| 2026-07-23 | 19.5 | 29.2 |
| 2026-07-24 | 18.2 | 32.9 |
| 2026-07-27 | 23.1 | 28.7 |
| 2026-07-28 | 22.5 | 33 |
| 2026-07-29 | 13.1 | 44.7 |
| 2026-07-30 | 22.4 | 31.3 |
| 2026-07-31 | 25.4 | 30.9 |
| 2026-08-03 | 21.4 | 21.9 |
| 2026-08-04 | 17.1 | 26.9 |
| 2026-08-05 | 23.6 | 22.1 |
| 2026-08-06 | 15.3 | 27.4 |
| 2026-08-07 | 19.7 | 28.9 |
| 2026-08-10 | 21.5 | 24.8 |
| 2026-08-11 | 16.1 | 24.7 |
| 2026-08-12 | 24.4 | 23.2 |
| 2026-08-13 | 20.2 | 30 |
| 2026-08-14 | 18.6 | 24.3 |
| 2026-08-17 | 15 | 38.4 |
| 2026-08-18 | 22.2 | 34.6 |
| 2026-08-19 | 19.6 | 33.3 |
| 2026-08-20 | 16.5 | 35.8 |
| 2026-08-21 | 21.2 | 24.4 |
| 2026-08-24 | 24.4 | 21 |
| 2026-08-25 | 19.6 | 26.7 |
| 2026-08-26 | 17.1 | 30.5 |
| 2026-08-27 | 25 | 27.9 |
| 2026-08-28 | 20 | 25.6 |
| 2026-08-31 | 18.5 | 42.4 |
| 2026-09-01 | 17.6 | 28.2 |
| 2026-09-02 | 24.2 | 26 |
| 2026-09-03 | 23.7 | 29.5 |
| 2026-09-04 | 21.2 | 31.4 |
| 2026-09-08 | 22.7 | 31.9 |
| 2026-09-09 | 17.9 | 35.3 |
| 2026-09-10 | 31.3 | 24.7 |
| 2026-09-11 | 18.4 | 30.8 |
| 2026-09-14 | 17.5 | 25.5 |
| 2026-09-15 | 17 | 23.8 |
| 2026-09-16 | 9.8 | 46.3 |
| 2026-09-17 | 24 | 34.1 |
| 2026-09-18 | 15.4 | 19.3 |
| 2026-09-21 | 20.5 | 28.9 |
| 2026-09-22 | 19.2 | 28 |
| 2026-09-23 | 19.4 | 35.6 |
| 2026-09-24 | 16.5 | 27.8 |
| 2026-09-25 | 23.2 | 25.3 |
| 2026-09-28 | 16.7 | 32.2 |
| 2026-09-29 | 19.3 | 29.3 |
| 2026-09-30 | 11.9 | 55.5 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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
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