intraday
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 what-is-an-etf-for-israeli-investors.
| et_time | avg_volume_millions_per_session |
|---|---|
| 04:00 | 0.08 |
| 04:30 | 0.02 |
| 05:00 | 0.02 |
| 05:30 | 0.02 |
| 06:00 | 0.03 |
| 06:30 | 0.05 |
| 07:00 | 0.09 |
| 07:30 | 0.12 |
| 08:00 | 0.13 |
| 08:30 | 0.24 |
| 09:00 | 0.24 |
| 09:30 | 3.62 |
| 10:00 | 2.41 |
| 10:30 | 2.2 |
| 11:00 | 2.1 |
| 11:30 | 1.85 |
| 12:00 | 1.53 |
| 12:30 | 1.5 |
| 13:00 | 1.54 |
| 13:30 | 1.49 |
| 14:00 | 1.7 |
| 14:30 | 1.81 |
| 15:00 | 2.37 |
| 15:30 | 7.41 |
| 16:00 | 4.12 |
| 16:30 | 0.37 |
| 17:00 | 0.06 |
| 17:30 | 0.05 |
| 18:00 | 0.1 |
| 18:30 | 0.04 |
| 19:00 | 0.02 |
| 19:30 | 0.03 |
- Rows × columns
- 32 × 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_time |
text | 32 distinct values (04:00, 04:30, 05:00…) | |
avg_volume_millions_per_session |
number | 0.02 to 7.41 | count |
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
et_time,
round(avg(bucket_volume) / 1e6, 2) AS avg_volume_millions_per_session
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS session_day,
concat(formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H'), ':',
if(toMinute(toTimeZone(window_start, 'America/New_York')) < 30, '00', '30')) AS et_time,
sum(toFloat64(volume)) AS bucket_volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= today() - 35
AND window_start < today() - 3
GROUP BY session_day, et_time
)
GROUP BY et_time
ORDER BY et_time
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