STRASMORE/EXPLORE 3,293 QUERIES

Where SPY volume prints today, by ET clock hour (trailing month)

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 2026-11-01, from US Stocks 23/5 Trading: The December 2026 Plan.

as of ranking 16×4read in context →
Where SPY volume prints today, by ET clock hour (trailing month) — 16 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_hourvolume_millionsshare_pctminute_bars
04:0020.271102
05:000.80.12937
06:001.40.21014
07:0040.551149
08:007.61.061189
09:007810.851198
10:0089.412.451200
11:0076.910.711200
12:0057.47.991200
13:0058.18.091200
14:0068.49.521200
15:00184.625.691200
16:0084.111.71165
17:002.40.33993
18:002.40.33961
19:001.10.15967
Rows × columns
16 × 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 Where SPY volume prints today, by ET clock hour (trailing month), derived from the stored result.
ColumnTypeRangeNotes
et_hour text 16 distinct values (04:00, 05:00, 06:00…)
volume_millions number 0.8 to 184.6 count
share_pct number 0.12 to 25.69 percent
minute_bars number 937 to 1,200

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
(
    SELECT sum(volume)
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= today() - 30
      AND window_start <  today() - 2
) AS month_volume
SELECT
    formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:00') AS et_hour,
    round(toFloat64(sum(volume)) / 1e6, 1)                               AS volume_millions,
    round(100 * toFloat64(sum(volume)) / toFloat64(month_volume), 2)     AS share_pct,
    count()                                                              AS minute_bars
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= today() - 30
  AND window_start <  today() - 2
GROUP BY et_hour
HAVING count() >= 5
ORDER BY et_hour
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