STRASMORE/EXPLORE 3,094 QUERIES

session_share_by_ticker

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-vietnam-time.

as of ranking 6×4read in context →
session_share_by_ticker — 6 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickerpct_premarketpct_regularpct_after_hours
SPY2.5782.4414.99
NVDA4.3589.965.69
MSFT2.6892.065.26
AMZN2.9592.664.39
KO0.7992.716.51
AAPL1.8993.624.49
Rows × columns
6 × 4
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 session_share_by_ticker, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (AAPL, AMZN, KO…)
pct_premarket number 0.79 to 4.35 percent
pct_regular number 82.44 to 93.62 percent
pct_after_hours number 4.39 to 14.99 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 tape AS
(
    SELECT
        ticker,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
        toFloat64(volume)                                            AS volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'SPY', 'KO')
      AND window_start >= '2026-09-01 04:00:00'
      AND window_start <  '2026-10-01 04:00:00'
)
SELECT
    ticker,
    round(100 * sum(if(et_minute >= 240 AND et_minute < 570, volume, 0)) / sum(volume), 2)  AS pct_premarket,
    round(100 * sum(if(et_minute >= 570 AND et_minute < 960, volume, 0)) / sum(volume), 2)  AS pct_regular,
    round(100 * sum(if(et_minute >= 960 AND et_minute < 1200, volume, 0)) / sum(volume), 2) AS pct_after_hours
FROM tape
GROUP BY ticker
ORDER BY pct_regular
⌘/Ctrl + Enter

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