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 2026-09-18, from where-to-find-options-trade-data.
| et_time | print_count | prints_label | cumulative_prints | cumulative_label |
|---|---|---|---|---|
| 09:30 | 148974 | 148.97 thousand | 148974 | 148.97 thousand |
| 10:00 | 119359 | 119.36 thousand | 268333 | 268.33 thousand |
| 10:30 | 81042 | 81.04 thousand | 349375 | 349.38 thousand |
| 11:00 | 133628 | 133.63 thousand | 483003 | 483.00 thousand |
| 11:30 | 85855 | 85.86 thousand | 568858 | 568.86 thousand |
| 12:00 | 78512 | 78.51 thousand | 647370 | 647.37 thousand |
| 12:30 | 58731 | 58.73 thousand | 706101 | 706.10 thousand |
| 13:00 | 76016 | 76.02 thousand | 782117 | 782.12 thousand |
| 13:30 | 56507 | 56.51 thousand | 838624 | 838.62 thousand |
| 14:00 | 69249 | 69.25 thousand | 907873 | 907.87 thousand |
| 14:30 | 54296 | 54.30 thousand | 962169 | 962.17 thousand |
| 15:00 | 64231 | 64.23 thousand | 1026400 | 1.03 million |
| 15:30 | 76990 | 76.99 thousand | 1103390 | 1.10 million |
| 16:00 | 22088 | 22.09 thousand | 1125478 | 1.13 million |
- Rows × columns
- 14 × 5
- 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_time |
text | 14 distinct values (09:30, 10:00, 10:30…) | |
print_count |
number | 22,088 to 148,974 | count |
prints_label |
text | 14 distinct values | |
cumulative_prints |
number | 148,974 to 1,125,478 | |
cumulative_label |
text | 14 distinct values (1.03 million, 1.10 million, 1.13 million…) |
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
et_time,
print_count,
formatReadableQuantity(print_count) AS prints_label,
cumulative_prints,
formatReadableQuantity(cumulative_prints) AS cumulative_label
FROM
(
SELECT
et_time,
print_count,
sum(print_count) OVER (ORDER BY et_time) AS cumulative_prints
FROM
(
SELECT
formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
count() AS print_count
FROM global_markets.options_trades
WHERE underlying_symbol = 'SPY'
AND sip_timestamp >= '2025-05-15 00:00:00'
AND sip_timestamp < '2025-05-16 00:00:00'
GROUP BY et_time
)
)
ORDER BY et_time
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