taipei_hour
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 2026-10-04, from us-stock-market-hours-taipei-time.
| taipei_hour | spy_volume_millions | minutes_with_bars |
|---|---|---|
| 00:00 | 3.49 | 2880 |
| 01:00 | 3.1 | 2880 |
| 02:00 | 4.1 | 2880 |
| 03:00 | 10.46 | 2880 |
| 04:00 | 5.34 | 2840 |
| 05:00 | 0.31 | 2239 |
| 06:00 | 0.11 | 2237 |
| 07:00 | 0.04 | 2165 |
| 08:00 | 0 | 0 |
| 09:00 | 0 | 0 |
| 10:00 | 0 | 0 |
| 11:00 | 0 | 0 |
| 12:00 | 0 | 0 |
| 13:00 | 0 | 0 |
| 14:00 | 0 | 0 |
| 15:00 | 0 | 0 |
| 16:00 | 0.1 | 2443 |
| 17:00 | 0.04 | 2179 |
| 18:00 | 0.06 | 2197 |
| 19:00 | 0.19 | 2770 |
| 20:00 | 0.39 | 2858 |
| 21:00 | 4.26 | 2877 |
| 22:00 | 5.5 | 2880 |
| 23:00 | 4.63 | 2880 |
- Rows × columns
- 24 × 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 |
|---|---|---|---|
taipei_hour |
text | 24 distinct values (00:00, 01:00, 02:00…) | |
spy_volume_millions |
number | 0 to 10.46 | count |
minutes_with_bars |
number | 0 to 2,880 |
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
concat(leftPad(toString(g.h), 2, '0'), ':00') AS taipei_hour,
round(ifNull(v.avg_millions, 0), 2) AS spy_volume_millions,
toUInt32(ifNull(v.minutes_traded, 0)) AS minutes_with_bars
FROM
(
SELECT arrayJoin(range(24)) AS h
) AS g
LEFT JOIN
(
SELECT
toHour(toTimeZone(window_start, 'Asia/Taipei')) AS h,
toFloat64(sum(volume))
/ countDistinct(toDate(toTimeZone(window_start, 'America/New_York')))
/ 1e6 AS avg_millions,
count() AS minutes_traded
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 70
AND window_start < today() - 2
GROUP BY h
) AS v ON v.h = g.h
ORDER BY g.h
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