STRASMORE/EXPLORE 3,293 QUERIES
Full options quote history: clean NBBO bid/ask snapshots for any US option contract at the interval you choose, by SQL API, $79 a month. See the options quotes plan

lull_vs_open

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 2026-11-07, from us-stock-market-hours-thai-time.

as of table 5×5read in context →
lull_vs_open — 5 rows by 5 columns, computed from US exchange, SIP and OPRA data.
tickeropen_hour_pctmidday_hour_pctclose_hour_pctopen_minus_midday_pp
MSFT30.19.420.120.7
NVDA29.610.318.819.3
AAPL27.99.72118.3
KO23.79.226.914.6
SPY19.89.429.610.4
Rows × columns
5 × 5
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 lull_vs_open, derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (AAPL, KO, MSFT…)
open_hour_pct number 19.8 to 30.1 percent
midday_hour_pct number 9.2 to 10.3 percent
close_hour_pct number 18.8 to 29.6 percent
open_minus_midday_pp number 10.4 to 20.7 US dollars

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 bars AS
(
    SELECT
        ticker,
        (toHour(toTimeZone(window_start, 'America/New_York')) * 60
         + toMinute(toTimeZone(window_start, 'America/New_York'))) AS et_minute,
        volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
      AND window_start >= today() - 100
      AND window_start <  today() - 2
)
SELECT
    ticker,
    round(100 * sumIf(volume, et_minute >= 570 AND et_minute < 630)
              / sumIf(volume, et_minute >= 570 AND et_minute < 960), 1) AS open_hour_pct,
    round(100 * sumIf(volume, et_minute >= 750 AND et_minute < 810)
              / sumIf(volume, et_minute >= 570 AND et_minute < 960), 1) AS midday_hour_pct,
    round(100 * sumIf(volume, et_minute >= 900 AND et_minute < 960)
              / sumIf(volume, et_minute >= 570 AND et_minute < 960), 1) AS close_hour_pct,
    round(100 * (sumIf(volume, et_minute >= 570 AND et_minute < 630)
                 - sumIf(volume, et_minute >= 750 AND et_minute < 810))
              / sumIf(volume, et_minute >= 570 AND et_minute < 960), 1) AS open_minus_midday_pp
FROM bars
GROUP BY ticker
ORDER BY open_hour_pct DESC
⌘/Ctrl + Enter

ใช้ข้อมูลนี้ในผู้ช่วย AI ของคุณ

เปิดพร้อมคิวรีได้ทันที พร้อมข้อมูลของหน้านี้ ฟรี ไม่ต้องมีบัญชี