overnight_liquidity
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 2026-09-23, from us-stock-market-hours-beijing-time.
| symbol | premarket_pct | afterhours_pct | extended_pct |
|---|---|---|---|
| SPY | 2.07 | 13.06 | 15.14 |
| NVDA | 5.88 | 2.68 | 8.55 |
| AAPL | 2.07 | 2.65 | 4.72 |
| TSLA | 2.16 | 1.63 | 3.79 |
| MSFT | 2.52 | 1.27 | 3.79 |
| KO | 1.04 | 0.94 | 1.98 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
symbol |
text | 6 distinct values (AAPL, KO, MSFT…) | |
premarket_pct |
number | 1.04 to 5.88 | percent |
afterhours_pct |
number | 0.94 to 13.06 | percent |
extended_pct |
number | 1.98 to 15.14 | 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.
SELECT
symbol,
round(100 * sumIf(volume, et_minute < 570) / sum(volume), 2) AS premarket_pct,
round(100 * sumIf(volume, et_minute > 960) / sum(volume), 2) AS afterhours_pct,
round(100 * sumIf(volume, et_minute < 570 OR et_minute > 960) / sum(volume), 2) AS extended_pct
FROM
(
SELECT
ticker AS symbol,
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 IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'TSLA', 'KO')
AND window_start >= toDateTime('2026-09-14 08:00:00', 'UTC')
AND window_start < toDateTime('2026-09-19 00:00:00', 'UTC')
)
GROUP BY symbol
ORDER BY extended_pct DESC
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