STRASMORE/EXPLORE 2,948 QUERIES

after_hours_by_month

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 2026-10-02, from when-historical-market-data-is-revised.

as of series 24×4read in context →
after_hours_by_month — 24 rows by 4 columns, computed from US exchange, SIP and OPRA data.
monthmonth_labeloutside_rth_volume_pctoutside_rth_bars_pct
2024-10-01Oct 20249.1345.94
2024-11-01Nov 20248.3644.7
2024-12-01Dec 202410.3543.55
2025-01-01Jan 20258.4550.26
2025-02-01Feb 20259.1346.89
2025-03-01Mar 20256.2247.01
2025-04-01Apr 20256.6253.5
2025-05-01May 20259.1951.97
2025-06-01Jun 20255.7751.12
2025-07-01Jul 20258.9449.05
2025-08-01Aug 20256.1747.09
2025-09-01Sep 20256.748.46
2025-10-01Oct 20257.2447.22
2025-11-01Nov 20258.4244.36
2025-12-01Dec 2025939.95
2026-01-01Jan 20269.5648.58
2026-02-01Feb 20266.5645.23
2026-03-01Mar 20267.3142.05
2026-04-01Apr 20269.7548.58
2026-05-01May 20267.753.54
2026-06-01Jun 20266.7354.26
2026-07-01Jul 20267.6254.02
2026-08-01Aug 20269.9754.91
2026-09-01Sep 20266.3854.01
Rows × columns
24 × 4
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 after_hours_by_month, derived from the stored result.
ColumnTypeRangeNotes
month date 2024-10-01 to 2026-09-01
month_label text 24 distinct values (Apr 2025, Apr 2026, Aug 2025…)
outside_rth_volume_pct number 5.77 to 10.35 percent
outside_rth_bars_pct number 39.95 to 54.91 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.

WITH tape AS
(
    SELECT
        toStartOfMonth(toTimeZone(window_start, 'America/New_York')) AS m,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
        volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= '2024-10-01 04:00:00'
      AND window_start <  '2026-10-01 04:00:00'
)
SELECT
    toString(m)                                                                    AS month,
    formatDateTime(m, '%b %Y')                                                     AS month_label,
    round(100 * sumIf(volume, et_minute < 570 OR et_minute >= 960) / sum(volume), 2) AS outside_rth_volume_pct,
    round(100 * countIf(et_minute < 570 OR et_minute >= 960) / count(), 2)           AS outside_rth_bars_pct
FROM tape
GROUP BY m, month_label
ORDER BY m
⌘/Ctrl + Enter

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