msk_hour_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 2026-10-05, from us-stock-market-hours-moscow-time.
| msk_time | et_time | phase | volume_pct |
|---|---|---|---|
| 11:00 | 04:00 | премаркет | 0.29 |
| 12:00 | 05:00 | премаркет | 0.1 |
| 13:00 | 06:00 | премаркет | 0.13 |
| 14:00 | 07:00 | премаркет | 0.32 |
| 15:00 | 08:00 | премаркет | 0.52 |
| 16:00 | 09:00 | открытие | 17.06 |
| 17:00 | 10:00 | основная сессия | 17.01 |
| 18:00 | 11:00 | основная сессия | 12.72 |
| 19:00 | 12:00 | основная сессия | 9.5 |
| 20:00 | 13:00 | основная сессия | 9.07 |
| 21:00 | 14:00 | основная сессия | 10.19 |
| 22:00 | 15:00 | основная сессия | 18.61 |
| 23:00 | 16:00 | после закрытия | 3.94 |
| 00:00 | 17:00 | после закрытия | 0.33 |
| 01:00 | 18:00 | после закрытия | 0.11 |
| 02:00 | 19:00 | после закрытия | 0.1 |
- Rows × columns
- 16 × 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 |
|---|---|---|---|
msk_time |
text | 16 distinct values (00:00, 01:00, 02:00…) | |
et_time |
text | 16 distinct values (04:00, 05:00, 06:00…) | |
phase |
text | 4 distinct values | |
volume_pct |
number | 0.1 to 18.61 | 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.
WITH
hourly AS
(
SELECT
toHour(toTimeZone(window_start, 'America/New_York')) AS et_hour,
sum(volume) AS vol
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'AAPL'
AND window_start >= toDateTime('2026-09-01 00:00:00')
AND window_start < toDateTime('2026-10-01 00:00:00')
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 240
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 1200
GROUP BY et_hour
)
SELECT
concat(leftPad(toString((et_hour + 7) % 24), 2, '0'), ':00') AS msk_time,
concat(leftPad(toString(et_hour), 2, '0'), ':00') AS et_time,
multiIf(et_hour < 9, 'премаркет',
et_hour = 9, 'открытие',
et_hour < 16, 'основная сессия',
'после закрытия') AS phase,
round(100 * toFloat64(vol) / toFloat64((SELECT sum(vol) FROM hourly)), 2) AS volume_pct
FROM hourly
ORDER BY et_hour
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