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Five relative-volume definitions on one AAPL session, at 10:30 a.m. ET and at the close

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 2026-09-16, from Why Relative Volume Differs Between Platforms.

as of ranking 5×3read in context →
Five relative-volume definitions on one AAPL session, at 10:30 a.m. ET and at the close — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
definitionat_10_30_et_ratioat_close_ratio
Full-day basis, 63-session (3-month) average0.381.54
Full-day basis, 50-session average0.41.62
Full-day basis, 10-session average0.461.87
Same-time basis, 50-session average1.521.62
Same-time basis, 10-session average1.921.87
Rows × columns
5 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Five relative-volume definitions on one AAPL session, at 10:30 a.m. ET and at the close, derived from the stored result.
ColumnTypeRangeNotes
definition text 5 distinct values
at_10_30_et_ratio number 0.38 to 1.92 ratio or rate
at_close_ratio number 1.54 to 1.87 US dollars

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 
WITH toDate('2026-09-10') AS session_day
SELECT
    tupleElement(r, 1)           AS definition,
    round(tupleElement(r, 2), 2) AS at_10_30_et_ratio,
    round(tupleElement(r, 3), 2) AS at_close_ratio
FROM
(
    SELECT
        arrayJoin([
            ('Full-day basis, 63-session (3-month) average', session_1030 / avg63_full, session_close / avg63_full, 1),
            ('Full-day basis, 50-session average',           session_1030 / avg50_full, session_close / avg50_full, 2),
            ('Full-day basis, 10-session average',           session_1030 / avg10_full, session_close / avg10_full, 3),
            ('Same-time basis, 50-session average',          session_1030 / avg50_same, session_close / avg50_full, 4),
            ('Same-time basis, 10-session average',          session_1030 / avg10_same, session_close / avg10_full, 5)
        ]) AS r
    FROM
    (
        SELECT
            anyIf(cum_1030, d = session_day)                                                                    AS session_1030,
            anyIf(cum_close, d = session_day)                                                                   AS session_close,
            arrayReverseSort(x -> tupleElement(x, 1), groupArrayIf((d, cum_1030, cum_close), d < session_day)) AS prior,
            arrayAvg(x -> tupleElement(x, 3), arraySlice(prior, 1, 63))                                        AS avg63_full,
            arrayAvg(x -> tupleElement(x, 3), arraySlice(prior, 1, 50))                                        AS avg50_full,
            arrayAvg(x -> tupleElement(x, 3), arraySlice(prior, 1, 10))                                        AS avg10_full,
            arrayAvg(x -> tupleElement(x, 2), arraySlice(prior, 1, 50))                                        AS avg50_same,
            arrayAvg(x -> tupleElement(x, 2), arraySlice(prior, 1, 10))                                        AS avg10_same
        FROM
        (
            SELECT
                d,
                sumIf(vol, minute_of_day <= 630) AS cum_1030,
                sum(vol)                          AS cum_close
            FROM
            (
                SELECT
                    toDate(toTimeZone(window_start, 'America/New_York'))      AS d,
                    toHour(toTimeZone(window_start, 'America/New_York')) * 60
                      + toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day,
                    max(toFloat64(volume))                                     AS vol
                FROM global_markets.delayed_stocks_minute_aggs
                WHERE ticker = 'AAPL'
                  AND window_start >= toDateTime(session_day - 100, 'America/New_York')
                  AND window_start <  toDateTime(session_day + 1, 'America/New_York')
                GROUP BY d, minute_of_day
                HAVING minute_of_day >= 570 AND minute_of_day <= 960
            )
            GROUP BY d
        )
        HAVING length(prior) >= 63 AND session_close > 0
    )
)
ORDER BY tupleElement(r, 4)

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