session_shape
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 2026-10-16, from us-market-volume-by-hour-lagos-time.
| wat_time | et_time | share_of_volume_pct | avg_volume_m |
|---|---|---|---|
| 14:30 | 09:30 | 14.77 | 33 |
| 15:00 | 10:00 | 8.86 | 19.8 |
| 15:30 | 10:30 | 7.14 | 16 |
| 16:00 | 11:00 | 6.45 | 14.4 |
| 16:30 | 11:30 | 5.59 | 12.5 |
| 17:00 | 12:00 | 5.19 | 11.6 |
| 17:30 | 12:30 | 4.73 | 10.6 |
| 18:00 | 13:00 | 4.47 | 10 |
| 18:30 | 13:30 | 4.18 | 9.3 |
| 19:00 | 14:00 | 4.48 | 10 |
| 19:30 | 14:30 | 4.74 | 10.6 |
| 20:00 | 15:00 | 5.72 | 12.8 |
| 20:30 | 15:30 | 13.62 | 30.4 |
| 21:00 | 16:00 | 4.99 | 11.1 |
- Rows × columns
- 14 × 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 |
|---|---|---|---|
wat_time |
text | 14 distinct values (14:30, 15:00, 15:30…) | |
et_time |
text | 14 distinct values (09:30, 10:00, 10:30…) | |
share_of_volume_pct |
number | 4.18 to 14.77 | percent |
avg_volume_m |
number | 9.3 to 33 | 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 bars AS
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute_of_day,
toStartOfInterval(window_start, INTERVAL 30 MINUTE) AS bucket_ts,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA')
AND window_start >= '2026-06-01 00:00:00'
AND window_start < '2026-10-01 00:00:00'
),
tape_day AS
(
SELECT sum(volume) AS full_day_volume FROM bars
)
SELECT
formatDateTime(toTimeZone(min(bucket_ts), 'Africa/Lagos'), '%H:%i') AS wat_time,
formatDateTime(toTimeZone(min(bucket_ts), 'America/New_York'), '%H:%i') AS et_time,
round(sum(volume) / (SELECT full_day_volume FROM tape_day) * 100, 2) AS share_of_volume_pct,
round(sum(volume) / countDistinct(session_date) / 1000000, 1) AS avg_volume_m
FROM bars
WHERE et_minute_of_day >= 570
AND et_minute_of_day < 990
GROUP BY intDiv(et_minute_of_day, 30)
ORDER BY intDiv(et_minute_of_day, 30)
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