STRASMORE/EXPLORE 2,358 QUERIES

volume_by_segment

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 2026-09-18, from what-are-tokenized-stocks.

as of ranking 5×3read in context →
volume_by_segment — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
segmentshares_millionsshare_of_volume_pct
04:00-09:29 premarket182.74
09:30-10:29 opening hour157.724.08
10:30-14:59 midday333.850.95
15:00-16:00 closing hour132.120.16
16:01-20:00 after hours13.62.07
Rows × columns
5 × 3
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 volume_by_segment, derived from the stored result.
ColumnTypeRangeNotes
segment text 5 distinct values
shares_millions number 13.6 to 333.8 count
share_of_volume_pct number 2.07 to 50.95 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.

the exact SQL behind every number 
SELECT
    multiIf(minute_of_day < 570,  '04:00-09:29 premarket',
            minute_of_day < 630,  '09:30-10:29 opening hour',
            minute_of_day < 900,  '10:30-14:59 midday',
            minute_of_day <= 960, '15:00-16:00 closing hour',
                                  '16:01-20:00 after hours')                  AS segment,
    round(toFloat64(sum(volume)) / 1e6, 1)                                     AS shares_millions,
    round(100 * toFloat64(sum(volume)) / toFloat64(sum(sum(volume)) OVER ()), 2) AS share_of_volume_pct
FROM
(
    SELECT
        volume,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
          + toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= toDateTime('2026-08-17 08:00:00', 'UTC')
      AND window_start <  toDateTime('2026-09-12 00:00:00', 'UTC')
)
GROUP BY segment
ORDER BY segment

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