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One ETF's daily record, year by year

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 2026-09-26, from What Real-Time Market Data Actually Costs.

as of ranking 15×3read in context →
One ETF's daily record, year by year — 15 rows by 3 columns, computed from US exchange, SIP and OPRA data.
yearsessionsavg_daily_volume_millions
2011252218.3
2012250143.5
2013252121.8
2014252110
2015252123.7
2016252105
201725170.7
201825197.5
201925270.5
2020253100.5
202125273.7
202225194.6
202325081.8
202425257.3
202525072.4
Rows × columns
15 × 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 One ETF's daily record, year by year, derived from the stored result.
ColumnTypeRangeNotes
year text 15 distinct values (2011, 2012, 2013…)
sessions number 250 to 253
avg_daily_volume_millions number 57.3 to 218.3 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
    toString(toYear(date))                 AS year,
    count()                                AS sessions,
    round(avg(toFloat64(volume)) / 1e6, 1) AS avg_daily_volume_millions
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'SPY'
  AND date >= toDate('2011-01-01')
  AND date <  toStartOfYear(today())
GROUP BY year
ORDER BY year
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