session_clock
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.
| et_hour | minute_bars | pct_of_shares |
|---|---|---|
| 04:00 | 629 | 0.11 |
| 05:00 | 490 | 0.08 |
| 06:00 | 631 | 0.13 |
| 07:00 | 835 | 0.22 |
| 08:00 | 1069 | 1.44 |
| 09:00 | 1181 | 17.65 |
| 10:00 | 1200 | 15.49 |
| 11:00 | 1200 | 11.31 |
| 12:00 | 1200 | 8.7 |
| 13:00 | 1200 | 7.62 |
| 14:00 | 1200 | 9.67 |
| 15:00 | 1200 | 20.51 |
| 16:00 | 1030 | 5.57 |
| 17:00 | 771 | 1.11 |
| 18:00 | 741 | 0.29 |
| 19:00 | 591 | 0.1 |
- Rows × columns
- 16 × 3
- 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 |
|---|---|---|---|
et_hour |
text | 16 distinct values (04:00, 05:00, 06:00…) | |
minute_bars |
number | 490 to 1,200 | |
pct_of_shares |
number | 0.08 to 20.51 | 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
toTimeZone(window_start, 'America/New_York') AS et,
volume
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'AAPL'
AND window_start >= '2026-01-01 05:00:00'
AND window_start < '2026-02-01 05:00:00'
)
SELECT
formatDateTime(et, '%H:00') AS et_hour,
count() AS minute_bars,
round(100 * sum(volume) / (SELECT sum(volume) FROM tape), 2) AS pct_of_shares
FROM tape
GROUP BY et_hour
ORDER BY et_hour
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