intraday_shape
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 2026-09-24, from what-historical-tick-data-costs.
| et_hour | spy_trade_thousands |
|---|---|
| 04:00 | 2.4 |
| 05:00 | 0.5 |
| 06:00 | 0.4 |
| 07:00 | 1.2 |
| 08:00 | 11.8 |
| 09:00 | 67.8 |
| 10:00 | 93.2 |
| 11:00 | 70.4 |
| 12:00 | 53.4 |
| 13:00 | 49.6 |
| 14:00 | 50.6 |
| 15:00 | 107.7 |
| 16:00 | 5.3 |
| 17:00 | 1.3 |
| 18:00 | 1.2 |
| 19:00 | 0.7 |
- Rows × columns
- 16 × 2
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
et_hour |
text | 16 distinct values (04:00, 05:00, 06:00…) | |
spy_trade_thousands |
number | 0.4 to 107.7 |
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.
SELECT
formatDateTime(toStartOfHour(toTimeZone(window_start, 'America/New_York')), '%H:00') AS et_hour,
round(sum(transactions) / 1000, 1) AS spy_trade_thousands
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-08-19 08:00:00')
AND window_start < toDateTime('2026-08-20 08:00:00')
GROUP BY et_hour
ORDER BY et_hour
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