ist_hour_volume

Name: ist_hour_volume
Creator: Strasmore
Published: 2026-10-08
License: https://www.strasmore.com/terms/

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 2026-10-08, from us-premarket-and-after-hours-india-time.

as of 2026-10-08 series 16×4read in context →

ist_hour_volume — 16 rows by 4 columns, computed 2026-10-08 from US exchange, SIP and OPRA data.
ist_time	aapl_pct	msft_pct	nvda_pct
13:30	0.29	0.35	0.59
14:30	0.1	0.13	0.21
15:30	0.13	0.14	0.22
16:30	0.32	0.34	0.95
17:30	0.52	1.09	1.67
18:30	17.06	18.87	18.4
19:30	17.01	16.7	17.42
20:30	12.72	11.94	12.42
21:30	9.5	9.98	9.69
22:30	9.07	7.23	8.64
23:30	10.19	9	8.05
00:30	18.61	18.98	16.04
01:30	3.94	4.59	3.64
02:30	0.33	0.52	1.56
03:30	0.11	0.08	0.29
04:30	0.1	0.07	0.2

Rows × columns: 16 × 4
Computed: 2026-10-08
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 ist_hour_volume, derived from the stored result.
Column	Type	Range	Notes
`ist_time`	text	16 distinct values (00:30, 01:30, 02:30…)
`aapl_pct`	number	0.1 to 18.61	percent
`msft_pct`	number	0.07 to 18.98	percent
`nvda_pct`	number	0.2 to 18.4	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 2026-10-08, 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
    hourly AS
    (
        SELECT
            ticker,
            toHour(toTimeZone(window_start, 'America/New_York')) AS et_h,
            sum(volume)                                          AS v
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('AAPL', 'MSFT', 'NVDA')
          AND window_start >= '2026-09-01 00:00:00'
          AND window_start <  '2026-10-01 00:00:00'
          AND toHour(toTimeZone(window_start, 'America/New_York')) BETWEEN 4 AND 19
        GROUP BY ticker, et_h
    ),
    shares AS
    (
        SELECT
            ticker,
            et_h,
            100 * v / sum(v) OVER (PARTITION BY ticker) AS pct
        FROM hourly
    )
SELECT
    concat(leftPad(toString((et_h + 9) % 24), 2, '0'), ':30') AS ist_time,
    round(sumIf(pct, ticker = 'AAPL'), 2)                     AS aapl_pct,
    round(sumIf(pct, ticker = 'MSFT'), 2)                     AS msft_pct,
    round(sumIf(pct, ticker = 'NVDA'), 2)                     AS nvda_pct
FROM shares
GROUP BY et_h
ORDER BY et_h

SQL to run

WITH
    hourly AS
    (
        SELECT
            ticker,
            toHour(toTimeZone(window_start, 'America/New_York')) AS et_h,
            sum(volume)                                          AS v
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker IN ('AAPL', 'MSFT', 'NVDA')
          AND window_start >= '2026-09-01 00:00:00'
          AND window_start <  '2026-10-01 00:00:00'
          AND toHour(toTimeZone(window_start, 'America/New_York')) BETWEEN 4 AND 19
        GROUP BY ticker, et_h
    ),
    shares AS
    (
        SELECT
            ticker,
            et_h,
            100 * v / sum(v) OVER (PARTITION BY ticker) AS pct
        FROM hourly
    )
SELECT
    concat(leftPad(toString((et_h + 9) % 24), 2, '0'), ':30') AS ist_time,
    round(sumIf(pct, ticker = 'AAPL'), 2)                     AS aapl_pct,
    round(sumIf(pct, ticker = 'MSFT'), 2)                     AS msft_pct,
    round(sumIf(pct, ticker = 'NVDA'), 2)                     AS nvda_pct
FROM shares
GROUP BY et_h
ORDER BY et_h

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