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

Làm việc với dữ liệu này trong trợ lý AI của bạn

Mở ra sẵn sàng truy vấn, với dữ liệu của trang này. Miễn phí, không cần tài khoản.