STRASMORE/EXPLORE 3,127 QUERIES

dst_shift

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 2026-10-06, from us-market-volume-by-hour-east-africa-time.

as of series 17×3read in context →
dst_shift — 17 rows by 3 columns, computed from US exchange, SIP and OPRA data.
eat_timeshare_summer_pctshare_winter_pct
11:000.510
12:000.170.17
13:000.190.11
14:000.680.16
15:001.070.32
16:0016.411.22
17:001716.45
18:0012.3418.27
19:009.612.87
20:008.310.21
21:008.958.99
22:0018.289.67
23:005.1117.14
00:000.953.48
01:000.270.51
02:000.180.26
03:0000.16
Rows × columns
17 × 3
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 dst_shift, derived from the stored result.
ColumnTypeRangeNotes
eat_time text 17 distinct values (00:00, 01:00, 02:00…)
share_summer_pct number 0 to 18.28 percent
share_winter_pct number 0 to 18.27 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
    (
        SELECT sum(volume)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'AMZN', 'TSLA')
          AND window_start >= '2026-08-03 00:00:00'
          AND window_start <  '2026-10-01 00:00:00'
    ) AS summer_volume,
    (
        SELECT sum(volume)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'AMZN', 'TSLA')
          AND window_start >= '2026-01-05 00:00:00'
          AND window_start <  '2026-03-01 00:00:00'
    ) AS winter_volume
SELECT
    formatDateTime(toTimeZone(window_start, 'Africa/Nairobi'), '%H:00') AS eat_time,
    round(100 * toFloat64(sumIf(volume, window_start >= '2026-08-03 00:00:00'))
              / toFloat64(summer_volume), 2)                           AS share_summer_pct,
    round(100 * toFloat64(sumIf(volume, window_start <  '2026-03-01 00:00:00'))
              / toFloat64(winter_volume), 2)                           AS share_winter_pct
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'AMZN', 'TSLA')
  AND ((window_start >= '2026-01-05 00:00:00' AND window_start < '2026-03-01 00:00:00')
    OR (window_start >= '2026-08-03 00:00:00' AND window_start < '2026-10-01 00:00:00'))
GROUP BY eat_time
HAVING sum(volume) > 1000000
ORDER BY max(toHour(toTimeZone(window_start, 'America/New_York'))), eat_time
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