intraday_volume_build
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 2026-09-24, from why-open-interest-updates-once-a-day.
| et_time | volume_thousands | cumulative_pct |
|---|---|---|
| 09:30 | 149.2 | 17 |
| 10:00 | 107.9 | 29.3 |
| 10:30 | 66.6 | 36.9 |
| 11:00 | 65.3 | 44.4 |
| 11:30 | 50.3 | 50.1 |
| 12:00 | 76.8 | 58.9 |
| 12:30 | 62 | 65.9 |
| 13:00 | 68 | 73.7 |
| 13:30 | 54.9 | 79.9 |
| 14:00 | 44.2 | 85 |
| 14:30 | 38.4 | 89.4 |
| 15:00 | 43 | 94.3 |
| 15:30 | 50.4 | 100 |
- Rows × columns
- 13 × 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_time |
text | 13 distinct values (09:30, 10:00, 10:30…) | |
volume_thousands |
number | 38.4 to 149.2 | count |
cumulative_pct |
number | 17 to 100 | 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.
SELECT
formatDateTime(bucket, '%H:%i') AS et_time,
round(bucket_contracts / 1000, 1) AS volume_thousands,
round(100 * cumulative_contracts / session_contracts, 1) AS cumulative_pct
FROM
(
SELECT
bucket,
bucket_contracts,
sum(bucket_contracts) OVER (ORDER BY bucket) AS cumulative_contracts,
sum(bucket_contracts) OVER () AS session_contracts
FROM
(
SELECT
toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE) AS bucket,
sum(size) AS bucket_contracts
FROM global_markets.options_trades
WHERE underlying_symbol = 'AAPL'
AND sip_timestamp >= '2026-06-16 08:00:00'
AND sip_timestamp < '2026-06-17 04:00:00'
GROUP BY bucket
)
)
ORDER BY et_time
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