STRASMORE/EXPLORE 2,170 QUERIES

The same 15 sessions, summarized: the close's floor, average, and peak

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 1×4read in context →
min half hour pct
16.3
avg half hour pct
22.2
max half hour pct
30.2
heaviest session
2026-06-30
Rows × columns
1 × 4
Period covered
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 The same 15 sessions, summarized: the close's floor, average, and peak, derived from the stored result.
ColumnTypeRangeNotes
min_half_hour_pct number every row is 16.3 percent
avg_half_hour_pct number every row is 22.2 percent
max_half_hour_pct number every row is 30.2 percent
heaviest_session date 2026-06-30

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(min(final_half_hour_pct), 1) AS min_half_hour_pct,
    round(avg(final_half_hour_pct), 1) AS avg_half_hour_pct,
    round(max(final_half_hour_pct), 1) AS max_half_hour_pct,
    formatDateTime(argMax(session_date, (final_half_hour_pct, session_date)), '%Y-%m-%d') AS heaviest_session
FROM (
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        100.0 * sumIf(toFloat64(volume), formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') >= '15:30') / sum(toFloat64(volume)) AS final_half_hour_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
)

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