cross_minutes

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 2026-09-17, from what-does-cross-mean-in-trading.

Rows × columns

7 × 4

Computed

2026-09-17

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

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 2026-09-17, and the query below is what returned them.

SELECT
    et_time,
    round(toFloat64(avg(volume)) / 1e6, 2)                                  AS avg_million_shares,
    round(toFloat64(avg(volume)) / max(toFloat64(avg(volume))) OVER (), 2)  AS ratio_to_heaviest,
    count()                                                                 AS sessions
FROM
(
    SELECT
        formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_time,
        volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= toDateTime('2026-06-01 04:00:00', 'UTC')
      AND window_start <  toDateTime('2026-07-01 04:00:00', 'UTC')
)
WHERE et_time IN ('09:30', '09:31', '10:00', '12:00', '15:00', '15:59', '16:00')
GROUP BY et_time
ORDER BY et_time