STRASMORE/EXPLORE 2,170 QUERIES

How much of SPY's day trades at the very end: July 10, 2026 regular session

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 2026-07-26, from When Do Mutual Funds Trade? NAV Pricing at 4 pm.

as of scalar 1×3read in context →
final half hour pct
22.5
final minute pct
2.4
session shares m
34.9
Rows × columns
1 × 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 How much of SPY's day trades at the very end: July 10, 2026 regular session, derived from the stored result.
ColumnTypeRangeNotes
final_half_hour_pct number every row is 22.5 percent
final_minute_pct number every row is 2.4 percent
session_shares_m number every row is 34.9 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.

the exact SQL behind every number 
SELECT
    round(100.0 * sumIf(toFloat64(volume), formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') >= '15:30') / sum(toFloat64(volume)), 1) AS final_half_hour_pct,
    round(100.0 * sumIf(toFloat64(volume), formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') = '15:59') / sum(toFloat64(volume)), 1) AS final_minute_pct,
    round(sum(toFloat64(volume)) / 1e6, 1) AS session_shares_m
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= '2026-07-10 13:30:00' AND window_start < '2026-07-10 20:00:00'

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