{"slug":"when-did-the-us-stock-market-start","qid":"session_clock","label":"Where SPY volume lands inside the day, 30 minute buckets, October 2024","post_title":"When Did the US Stock Market Start? 1792","post_url":"/blog/when-did-the-us-stock-market-start#q-session_clock","columns":["et_time","million_shares","share_of_volume_pct"],"rows":[{"et_time":"04:00","million_shares":0.6,"share_of_volume_pct":0.06},{"et_time":"04:30","million_shares":0.2,"share_of_volume_pct":0.03},{"et_time":"05:00","million_shares":0.3,"share_of_volume_pct":0.04},{"et_time":"05:30","million_shares":0.3,"share_of_volume_pct":0.03},{"et_time":"06:00","million_shares":0.4,"share_of_volume_pct":0.05},{"et_time":"06:30","million_shares":0.6,"share_of_volume_pct":0.07},{"et_time":"07:00","million_shares":3,"share_of_volume_pct":0.32},{"et_time":"07:30","million_shares":1.7,"share_of_volume_pct":0.18},{"et_time":"08:00","million_shares":3.5,"share_of_volume_pct":0.38},{"et_time":"08:30","million_shares":6.3,"share_of_volume_pct":0.67},{"et_time":"09:00","million_shares":5.1,"share_of_volume_pct":0.55},{"et_time":"09:30","million_shares":94.8,"share_of_volume_pct":10.1},{"et_time":"10:00","million_shares":75,"share_of_volume_pct":8},{"et_time":"10:30","million_shares":63.2,"share_of_volume_pct":6.73},{"et_time":"11:00","million_shares":62,"share_of_volume_pct":6.6},{"et_time":"11:30","million_shares":45.7,"share_of_volume_pct":4.88},{"et_time":"12:00","million_shares":33.1,"share_of_volume_pct":3.53},{"et_time":"12:30","million_shares":38.3,"share_of_volume_pct":4.08},{"et_time":"13:00","million_shares":39.9,"share_of_volume_pct":4.25},{"et_time":"13:30","million_shares":40.4,"share_of_volume_pct":4.3},{"et_time":"14:00","million_shares":44.9,"share_of_volume_pct":4.78},{"et_time":"14:30","million_shares":45.6,"share_of_volume_pct":4.86},{"et_time":"15:00","million_shares":51.4,"share_of_volume_pct":5.48},{"et_time":"15:30","million_shares":164,"share_of_volume_pct":17.48},{"et_time":"16:00","million_shares":99.1,"share_of_volume_pct":10.56},{"et_time":"16:30","million_shares":9.2,"share_of_volume_pct":0.98},{"et_time":"17:00","million_shares":4.4,"share_of_volume_pct":0.47},{"et_time":"17:30","million_shares":2.3,"share_of_volume_pct":0.24},{"et_time":"18:00","million_shares":1.2,"share_of_volume_pct":0.13},{"et_time":"18:30","million_shares":0.6,"share_of_volume_pct":0.06},{"et_time":"19:00","million_shares":0.4,"share_of_volume_pct":0.05},{"et_time":"19:30","million_shares":0.7,"share_of_volume_pct":0.08}],"shape":"series","sql":"SELECT\n    formatDateTime(\n        toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE),\n        '%H:%i'\n    )                                       AS et_time,\n    round(toFloat64(sum(volume)) / 1e6, 1)  AS million_shares,\n    round(100 * toFloat64(sum(volume)) / toFloat64((\n        SELECT sum(volume)\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE ticker = 'SPY'\n          AND window_start >= '2024-10-01'\n          AND window_start <  '2024-11-01'\n    )), 2)                                  AS share_of_volume_pct\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker = 'SPY'\n  AND window_start >= '2024-10-01'\n  AND window_start <  '2024-11-01'\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-08-08T15:40:29.285829+00:00","elapsed":0.004415558}