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 2026-09-28, from When Do Mutual Funds Trade? NAV Pricing at 4 pm.
| date | final_half_hour_pct | final_minute_pct |
|---|---|---|
| 2026-06-18 | 22.1 | 7.9 |
| 2026-06-22 | 26.3 | 8.3 |
| 2026-06-23 | 31.6 | 8.6 |
| 2026-06-24 | 21.8 | 6.2 |
| 2026-06-25 | 20.6 | 7.1 |
| 2026-06-26 | 27.9 | 13.9 |
| 2026-06-29 | 23.9 | 7.4 |
| 2026-06-30 | 33.3 | 12 |
| 2026-07-01 | 24.4 | 7.3 |
| 2026-07-02 | 27.3 | 10.1 |
| 2026-07-06 | 27.8 | 7.6 |
| 2026-07-07 | 20.4 | 6.5 |
| 2026-07-08 | 17.7 | 6.7 |
| 2026-07-09 | 21.7 | 6.3 |
| 2026-07-10 | 24.6 | 5.1 |
- 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
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
date |
date | 2026-06-18 to 2026-07-10 | |
final_half_hour_pct |
number | 17.7 to 33.3 | percent |
final_minute_pct |
number | 5.1 to 13.9 | 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.
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
formatDateTime(b.session_date, '%Y-%m-%d') AS date,
round(100.0 * (b.half_hour_bars + p.closing_print) / (b.session_bars + p.closing_print), 1) AS final_half_hour_pct,
round(100.0 * (b.minute_bars + p.closing_print) / (b.session_bars + p.closing_print), 1) AS final_minute_pct
FROM (
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
sumIf(toFloat64(volume), formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') >= '15:30') AS half_hour_bars,
sumIf(toFloat64(volume), formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') = '15:59') AS minute_bars,
sum(toFloat64(volume)) AS session_bars
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
) AS b
INNER JOIN (
SELECT
toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session_date,
toFloat64(maxIf(size, has(conditions, 8))) AS closing_print
FROM global_markets.stocks_trades
WHERE ticker = 'SPY'
AND sip_timestamp >= toDateTime('2026-06-18 09:30:00', 'America/New_York')
AND sip_timestamp < toDateTime('2026-07-10 16:10:00', 'America/New_York')
AND toHour(sip_timestamp, 'America/New_York') IN (13, 16)
AND toMinute(sip_timestamp, 'America/New_York') < 10
GROUP BY session_date
HAVING countIf(has(conditions, 8)) > 0
) AS p ON p.session_date = b.session_date
ORDER BY b.session_date
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