liquidity_by_hour

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
        toTimeZone(window_start, 'America/New_York') AS et_ts,
        toTimeZone(window_start, 'Asia/Dubai')       AS gst_ts,
        toHour(et_ts)                                AS et_hour,
        toHour(gst_ts)                               AS gst_hour_of_day,
        toDate(et_ts)                                AS et_date,
        toFloat64(volume)                            AS share_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-09-01 04:00:00', 'UTC')
      AND window_start <  toDateTime('2026-09-26 04:00:00', 'UTC')
),
hourly AS
(
    SELECT
        et_hour,
        any(gst_hour_of_day) AS gst_hour,
        sum(share_volume)    AS hour_volume
    FROM bars
    WHERE et_hour BETWEEN 4 AND 19
    GROUP BY et_hour
),
sess AS
(
    SELECT countDistinct(et_date) AS n FROM bars
),
totals AS
(
    SELECT sum(hour_volume) AS window_volume FROM hourly
)
SELECT
    formatDateTime(toDateTime(et_hour * 3600, 'UTC'), '%H:%i')       AS et_hour_label,
    formatDateTime(toDateTime(gst_hour * 3600, 'UTC'), '%H:%i')      AS gst_hour_label,
    round(hour_volume / (SELECT n FROM sess) / 1e6, 2)               AS avg_volume_millions,
    round(100 * hour_volume / (SELECT window_volume FROM totals), 2) AS volume_share_pct
FROM hourly
ORDER BY et_hour