early_share
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 2026-10-03, from who-matches-overnight-us-stock-trades.
| ticker | early_hours_pct | million_shares |
|---|---|---|
| NVDA | 5.22 | 70.8 |
| MSFT | 1.43 | 12.2 |
| SPY | 1.34 | 43.6 |
| AAPL | 1.24 | 24.1 |
| KO | 0.57 | 10.3 |
| XOM | 0.18 | 10.3 |
- Rows × columns
- 6 × 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 |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, KO, MSFT…) | |
early_hours_pct |
number | 0.18 to 5.22 | percent |
million_shares |
number | 10.3 to 70.8 | count |
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
ticker,
round(100 * toFloat64(sumIf(volume, et_hour < 9)) / toFloat64(sum(volume)), 2) AS early_hours_pct,
round(toFloat64(sum(volume)) / 1e6, 1) AS million_shares
FROM
(
SELECT
ticker,
volume,
toHour(toTimeZone(window_start, 'America/New_York')) AS et_hour
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'XOM')
AND window_start >= toDateTime('2026-09-15 00:00:00', 'America/New_York')
AND window_start < toDateTime('2026-09-16 00:00:00', 'America/New_York')
)
GROUP BY ticker
HAVING sum(volume) > 0
ORDER BY early_hours_pct DESC
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