STRASMORE/EXPLORE 2,882 QUERIES

uk_clock_map

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 2026-10-01, from us-premarket-and-after-hours-uk-time.

as of series 16×4read in context →
uk_clock_map — 16 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_timelondon_timeavg_session_volume_kshare_of_day_pct
04:0009:00239.50.56
05:0010:00168.40.4
06:0011:00181.90.43
07:0012:00356.20.84
08:0013:001497.93.52
09:0014:004831.611.36
10:0015:00501711.8
11:0016:004700.211.05
12:0017:003144.87.4
13:0018:002814.16.62
14:0019:004368.39.78
15:0020:0010170.322.78
16:0021:005502.312.32
17:0022:00375.50.84
18:0023:0095.60.21
19:0000:0039.40.09
Rows × columns
16 × 4
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 uk_clock_map, derived from the stored result.
ColumnTypeRangeNotes
et_time text 16 distinct values (04:00, 05:00, 06:00…)
london_time text 16 distinct values (00:00, 09:00, 10:00…)
avg_session_volume_k number 39.4 to 10,170.3 count
share_of_day_pct number 0.09 to 22.78 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 bars AS
(
    SELECT
        toTimeZone(window_start, 'America/New_York') AS et,
        toTimeZone(window_start, 'Europe/London')    AS uk,
        volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      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
)
SELECT
    formatDateTime(toStartOfHour(et), '%H:%i')                                     AS et_time,
    formatDateTime(toStartOfHour(uk), '%H:%i')                                     AS london_time,
    round(sum(volume) / countDistinct(toDate(et)) / 1000, 1)                       AS avg_session_volume_k,
    round(100 * sum(volume) / (SELECT sum(volume) FROM bars), 2)                   AS share_of_day_pct
FROM bars
GROUP BY et_time, london_time
ORDER BY et_time
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