ty_trong
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 2026-10-07, from us-premarket-and-after-hours-vietnam-time.
| ticker | premarket_pct | after_hours_pct |
|---|---|---|
| SPY | 2.38 | 13.45 |
| NVDA | 3.53 | 5.17 |
| AAPL | 2.63 | 5.32 |
| MSFT | 3.15 | 4.79 |
| KO | 0.9 | 4.5 |
| TSLA | 2.87 | 2.52 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, KO, MSFT…) | |
premarket_pct |
number | 0.9 to 3.53 | percent |
after_hours_pct |
number | 2.52 to 13.45 | 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
ticker,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minutes,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'TSLA', 'SPY', 'KO')
AND window_start >= toDateTime('2026-07-01 00:00:00')
AND window_start < toDateTime('2026-10-01 00:00:00')
)
SELECT
ticker,
round(100 * sumIf(volume, et_minutes < 570) / sum(volume), 2) AS premarket_pct,
round(100 * sumIf(volume, et_minutes >= 960) / sum(volume), 2) AS after_hours_pct
FROM bars
GROUP BY ticker
ORDER BY premarket_pct + after_hours_pct DESC
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