session_clock
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 2026-09-24, from us-stock-market-hours-mountain-time.
| et_time | denver_time | avg_volume_millions |
|---|---|---|
| 09:30 | 07:30 | 3.75 |
| 10:00 | 08:00 | 2.7 |
| 10:30 | 08:30 | 2.26 |
| 11:00 | 09:00 | 2.59 |
| 11:30 | 09:30 | 1.93 |
| 12:00 | 10:00 | 1.61 |
| 12:30 | 10:30 | 1.45 |
| 13:00 | 11:00 | 1.5 |
| 13:30 | 11:30 | 1.23 |
| 14:00 | 12:00 | 1.71 |
| 14:30 | 12:30 | 2.28 |
| 15:00 | 13:00 | 2.39 |
| 15:30 | 13:30 | 7.03 |
- Rows × columns
- 13 × 3
- 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 |
|---|---|---|---|
et_time |
text | 13 distinct values (09:30, 10:00, 10:30…) | |
denver_time |
text | 13 distinct values (07:30, 08:00, 08:30…) | |
avg_volume_millions |
number | 1.23 to 7.03 | count |
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
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/Denver'), INTERVAL 30 MINUTE), '%H:%i') AS denver_time,
round(sum(volume)
/ uniqExact(toDate(toTimeZone(window_start, 'America/New_York')))
/ 1e6, 2) AS avg_volume_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 45
AND window_start < today() - 2
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
GROUP BY et_time, denver_time
ORDER BY et_time
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