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SPY volume share of the final 30 minutes and final minute: last 15 sessions through July 10, 2026

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 series 15×3read in context →
SPY volume share of the final 30 minutes and final minute: last 15 sessions through July 10, 2026 — 15 rows by 3 columns, computed from US exchange, SIP and OPRA data.
datefinal_half_hour_pctfinal_minute_pct
2026-06-1818.53.7
2026-06-22234.1
2026-06-2329.15.2
2026-06-2420.14.2
2026-06-2517.53.5
2026-06-2624.29.5
2026-06-2921.13.9
2026-06-3030.27.8
2026-07-0122.14.5
2026-07-0224.66.7
2026-07-0625.95.1
2026-07-0718.44.2
2026-07-0816.35.1
2026-07-0919.23.2
2026-07-1022.52.4
Rows × columns
15 × 3
Period covered
to
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 SPY volume share of the final 30 minutes and final minute: last 15 sessions through July 10, 2026, derived from the stored result.
ColumnTypeRangeNotes
date date 2026-06-18 to 2026-07-10
final_half_hour_pct number 16.3 to 30.2 percent
final_minute_pct number 2.4 to 9.5 percent

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
    formatDateTime(session_date, '%Y-%m-%d') AS date,
    final_half_hour_pct,
    final_minute_pct
FROM (
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        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
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-06-18 09:30:00', 'America/New_York')
      AND window_start < toDateTime('2026-07-10 16:00:00', 'America/New_York')
      AND formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') BETWEEN '09:30' AND '15:59'
    GROUP BY session_date
)
ORDER BY session_date

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