volume_by_hour
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 2026-10-03, from us-market-volume-by-hour-philippine-time.
| manila_hour | new_york_start | share_of_volume_pct | avg_volume_millions |
|---|---|---|---|
| 21:30 | 09:30 | 11.3 | 4.4 |
| 22:00 | 10:00 | 15 | 5.9 |
| 23:00 | 11:00 | 12.5 | 4.9 |
| 00:00 | 12:00 | 10.1 | 3.9 |
| 01:00 | 13:00 | 9.4 | 3.7 |
| 02:00 | 14:00 | 11.8 | 4.6 |
| 03:00 | 15:00 | 29.9 | 11.7 |
- Rows × columns
- 7 × 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 |
|---|---|---|---|
manila_hour |
text | 7 distinct values (00:00, 01:00, 02:00…) | |
new_york_start |
text | 7 distinct values (09:30, 10:00, 11:00…) | |
share_of_volume_pct |
number | 9.4 to 29.9 | percent |
avg_volume_millions |
number | 3.7 to 11.7 | 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
session_minutes AS
(
SELECT
toTimeZone(window_start, 'Asia/Manila') AS manila_time,
toTimeZone(window_start, 'America/New_York') AS et_time,
toFloat64(volume) AS vol
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-01 00:00:00')
AND window_start < toDateTime('2026-10-01 00:00:00')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
),
totals AS
(
SELECT
sum(vol) AS all_vol,
countDistinct(toDate(et_time)) AS sessions
FROM session_minutes
)
SELECT
formatDateTime(min(s.manila_time), '%H:%i') AS manila_hour,
formatDateTime(min(s.et_time), '%H:%i') AS new_york_start,
round(100 * sum(s.vol) / any(t.all_vol), 1) AS share_of_volume_pct,
round(sum(s.vol) / any(t.sessions) / 1e6, 1) AS avg_volume_millions
FROM session_minutes AS s
CROSS JOIN totals AS t
GROUP BY (toHour(s.manila_time) + 3) % 24
ORDER BY (toHour(s.manila_time) + 3) % 24
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