STRASMORE/EXPLORE 3,214 QUERIES

tramos_sesion_madrid

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 2026-10-08, from us-stock-market-hours-madrid-time.

as of ranking 5×3read in context →
tramos_sesion_madrid — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tramocuota_pctmillones_por_sesion
10:00 a 15:29 premercado2.621.11
15:30 a 16:59 apertura21.89.29
17:00 a 20:59 jornada media36.1515.4
21:00 a 22:00 cierre y subasta25.5310.87
22:01 a 02:00 after hours13.915.92
Rows × columns
5 × 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 tramos_sesion_madrid, derived from the stored result.
ColumnTypeRangeNotes
tramo text 5 distinct values
cuota_pct number 2.62 to 36.15 percent
millones_por_sesion number 1.11 to 15.4

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.

WITH
    (
        SELECT sum(volume)
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= '2026-09-01 00:00:00'
          AND window_start <  '2026-10-07 00:00:00'
    ) AS volumen_total
SELECT
    multiIf(minuto <  930, '10:00 a 15:29 premercado',
            minuto < 1020, '15:30 a 16:59 apertura',
            minuto < 1260, '17:00 a 20:59 jornada media',
            minuto <= 1320, '21:00 a 22:00 cierre y subasta',
                            '22:01 a 02:00 after hours')                AS tramo,
    round(100 * toFloat64(sum(volumen)) / toFloat64(volumen_total), 2)   AS cuota_pct,
    round(toFloat64(sum(volumen)) / countDistinct(sesion) / 1e6, 2)      AS millones_por_sesion
FROM
(
    SELECT
        if((toHour(reloj_madrid) * 60 + toMinute(reloj_madrid)) < 240,
            toHour(reloj_madrid) * 60 + toMinute(reloj_madrid) + 1440,
            toHour(reloj_madrid) * 60 + toMinute(reloj_madrid))  AS minuto,
        toDate(toTimeZone(window_start, 'America/New_York'))     AS sesion,
        volume                                                   AS volumen
    FROM
    (
        SELECT
            window_start,
            toTimeZone(window_start, 'Europe/Madrid') AS reloj_madrid,
            volume
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY'
          AND window_start >= '2026-09-01 00:00:00'
          AND window_start <  '2026-10-07 00:00:00'
    )
)
GROUP BY tramo
ORDER BY min(minuto)
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