session_share
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 2026-09-27, from us-premarket-and-after-hours-in-beijing-time.
| label | volume_share_pct | avg_volume_millions |
|---|---|---|
| 盘前 04:00-09:30 | 2.52 | 0.99 |
| 盘中 09:30-16:00 | 83.65 | 32.84 |
| 盘后 16:00-20:00 | 13.83 | 5.43 |
- Rows × columns
- 3 × 3
- 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 |
|---|---|---|---|
label |
text | 3 distinct values | |
volume_share_pct |
number | 2.52 to 83.65 | percent |
avg_volume_millions |
number | 0.99 to 32.84 | 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.
SELECT
multiIf(et_minute < 570, '盘前 04:00-09:30',
et_minute < 960, '盘中 09:30-16:00',
'盘后 16:00-20:00') AS label,
round(100 * sum(volume) / sum(sum(volume)) OVER (), 2) AS volume_share_pct,
round(sum(volume) / countDistinct(sess) / 1e6, 2) AS avg_volume_millions
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS sess,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 45
AND window_start < today() - 2
)
WHERE et_minute >= 240 AND et_minute < 1200
GROUP BY label
ORDER BY min(et_minute)
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