{"slug":"why-open-interest-updates-once-a-day","qid":"intraday_volume_build","label":"intraday_volume_build","post_title":"why-open-interest-updates-once-a-day","post_url":"/blog/why-open-interest-updates-once-a-day#q-intraday_volume_build","columns":["et_time","volume_thousands","cumulative_pct"],"rows":[{"et_time":"09:30","volume_thousands":149.2,"cumulative_pct":17},{"et_time":"10:00","volume_thousands":107.9,"cumulative_pct":29.3},{"et_time":"10:30","volume_thousands":66.6,"cumulative_pct":36.9},{"et_time":"11:00","volume_thousands":65.3,"cumulative_pct":44.4},{"et_time":"11:30","volume_thousands":50.3,"cumulative_pct":50.1},{"et_time":"12:00","volume_thousands":76.8,"cumulative_pct":58.9},{"et_time":"12:30","volume_thousands":62,"cumulative_pct":65.9},{"et_time":"13:00","volume_thousands":68,"cumulative_pct":73.7},{"et_time":"13:30","volume_thousands":54.9,"cumulative_pct":79.9},{"et_time":"14:00","volume_thousands":44.2,"cumulative_pct":85},{"et_time":"14:30","volume_thousands":38.4,"cumulative_pct":89.4},{"et_time":"15:00","volume_thousands":43,"cumulative_pct":94.3},{"et_time":"15:30","volume_thousands":50.4,"cumulative_pct":100}],"shape":"series","sql":"SELECT\n    formatDateTime(bucket, '%H:%i')                          AS et_time,\n    round(bucket_contracts / 1000, 1)                        AS volume_thousands,\n    round(100 * cumulative_contracts / session_contracts, 1) AS cumulative_pct\nFROM\n(\n    SELECT\n        bucket,\n        bucket_contracts,\n        sum(bucket_contracts) OVER (ORDER BY bucket) AS cumulative_contracts,\n        sum(bucket_contracts) OVER ()                AS session_contracts\n    FROM\n    (\n        SELECT\n            toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE) AS bucket,\n            sum(size)                                                                           AS bucket_contracts\n        FROM global_markets.options_trades\n        WHERE underlying_symbol = 'AAPL'\n          AND sip_timestamp >= '2026-06-16 08:00:00'\n          AND sip_timestamp <  '2026-06-17 04:00:00'\n        GROUP BY bucket\n    )\n)\nORDER BY et_time","computed_at":"2026-09-24T14:51:19.343651+00:00","elapsed":0.003518811}