session_segments
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 2026-11-01, from us-stock-market-hours-israel-time.
| segment | share_pct | per_half_hour_millions | vs_midday_x |
|---|---|---|---|
| מסחר מוקדם 11:00 עד 16:30 | 2.4 | 0.08 | 0 |
| חצי השעה הראשונה 16:30 עד 17:00 | 10 | 3.8 | 1.9 |
| אמצע היום 17:00 עד 22:30 | 57.9 | 2.01 | 1 |
| חצי השעה האחרונה 22:30 עד 23:00 | 17.8 | 6.81 | 3.4 |
| מסחר מאוחר 23:00 עד 03:00 | 11.9 | 0.57 | 0.3 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
segment |
text | 5 distinct values | |
share_pct |
number | 2.4 to 57.9 | percent |
per_half_hour_millions |
number | 0.08 to 6.81 | |
vs_midday_x |
number | 0 to 3.4 |
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
segment,
round(100 * seg_volume / sum(seg_volume) OVER (), 1) AS share_pct,
round(seg_volume / max(sessions) OVER () / half_hours / 1000000, 2) AS per_half_hour_millions,
round((seg_volume / half_hours) / max(if(segment_order = 3, seg_volume / half_hours, 0)) OVER (), 1) AS vs_midday_x
FROM
(
SELECT
multiIf(et_minute < 570, 'מסחר מוקדם 11:00 עד 16:30',
et_minute < 600, 'חצי השעה הראשונה 16:30 עד 17:00',
et_minute < 930, 'אמצע היום 17:00 עד 22:30',
et_minute < 961, 'חצי השעה האחרונה 22:30 עד 23:00',
'מסחר מאוחר 23:00 עד 03:00') AS segment,
multiIf(et_minute < 570, 1, et_minute < 600, 2, et_minute < 930, 3, et_minute < 961, 4, 5) AS segment_order,
multiIf(et_minute < 570, 11, et_minute < 600, 1, et_minute < 930, 11, et_minute < 961, 1, 8) AS half_hours,
toFloat64(sum(volume)) AS seg_volume,
countDistinct(session) AS sessions
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS session,
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 >= toDateTime('2026-08-03 00:00:00', 'America/New_York')
AND window_start < toDateTime('2026-08-29 00:00:00', 'America/New_York')
)
GROUP BY segment, segment_order, half_hours
)
ORDER BY segment_order
עבדו עם הנתונים האלה בעוזר ה-AI שלכם
נפתח מוכן לשאילתות, עם הנתונים של העמוד הזה. בחינם, בלי חשבון.