STRASMORE/EXPLORE 3,293 QUERIES

summer_curve

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-japan-time.

as of series 16×3read in context →
summer_curve — 16 rows by 3 columns, computed from US exchange, SIP and OPRA data.
jst_timeet_timevolume_share_pct
22:0009:000.43
22:3009:308.9
23:0010:006.18
23:3010:305.02
00:0011:004.51
00:3011:305.66
01:0012:004.18
01:3012:303.97
02:0013:004.24
02:3013:304.26
03:0014:005.02
03:3014:305.4
04:0015:006.96
04:3015:3018.06
05:0016:0013.52
05:3016:300.91
Rows × columns
16 × 3
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 summer_curve, derived from the stored result.
ColumnTypeRangeNotes
jst_time text 16 distinct values (00:00, 00:30, 01:00…)
et_time text 16 distinct values (09:00, 09:30, 10:00…)
volume_share_pct number 0.43 to 18.06 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
    jst_time,
    et_time,
    volume_share_pct
FROM
(
    SELECT
        formatDateTime(toStartOfInterval(toTimeZone(window_start, 'Asia/Tokyo'), INTERVAL 30 MINUTE), '%H:%i')       AS jst_time,
        formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
        toHour(toTimeZone(window_start, 'America/New_York'))                                                           AS et_hour,
        round(100 * sum(toFloat64(volume)) / sum(sum(toFloat64(volume))) OVER (), 2)                                  AS volume_share_pct
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-06-01 00:00:00', 'America/New_York')
      AND window_start <  toDateTime('2026-07-01 00:00:00', 'America/New_York')
    GROUP BY jst_time, et_time, et_hour
)
WHERE et_hour BETWEEN 9 AND 16
ORDER BY et_time
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