dst_trace
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 2026-10-02, from us-stock-market-hours-korea-time.
| session_date | date_label | busiest_minute_kst | kst_minutes |
|---|---|---|---|
| 2026-03-02 | 3월 2일 | 05:59 | 359 |
| 2026-03-03 | 3월 3일 | 06:09 | 369 |
| 2026-03-04 | 3월 4일 | 06:12 | 372 |
| 2026-03-05 | 3월 5일 | 05:59 | 359 |
| 2026-03-06 | 3월 6일 | 05:59 | 359 |
| 2026-03-09 | 3월 9일 | 05:11 | 311 |
| 2026-03-10 | 3월 10일 | 05:12 | 312 |
| 2026-03-11 | 3월 11일 | 05:18 | 318 |
| 2026-03-12 | 3월 12일 | 05:15 | 315 |
| 2026-03-13 | 3월 13일 | 05:12 | 312 |
- Rows × columns
- 10 × 4
- Period covered
- to
- 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 |
|---|---|---|---|
session_date |
date | 2026-03-02 to 2026-03-13 | |
date_label |
text | 10 distinct values (3월 10일, 3월 11일, 3월 12일…) | |
busiest_minute_kst |
text | 7 distinct values (05:11, 05:12, 05:15…) | |
kst_minutes |
number | 311 to 372 |
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
toString(et_day) AS session_date,
concat(toString(toMonth(et_day)), '월 ', toString(toDayOfMonth(et_day)), '일') AS date_label,
peak_kst AS busiest_minute_kst,
peak_minutes AS kst_minutes
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS et_day,
argMax(formatDateTime(toTimeZone(window_start, 'Asia/Seoul'), '%H:%i'), volume) AS peak_kst,
argMax(toHour(toTimeZone(window_start, 'Asia/Seoul')) * 60
+ toMinute(toTimeZone(window_start, 'Asia/Seoul')), volume) AS peak_minutes
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-03-02 00:00:00')
AND window_start < toDateTime('2026-03-14 05:00:00')
AND volume > 0
GROUP BY et_day
)
ORDER BY et_day
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