STRASMORE/EXPLORE 2,170 QUERIES

Share of regular-session volume by half hour, SPY and AAPL

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 2026-08-10, from Why Trading Volume Dies at Midday: U-Shape.

as of series 13×3read in context →
Share of regular-session volume by half hour, SPY and AAPL — 13 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timespy_pctaapl_pct
09:3012.1517.86
10:008.939.69
10:307.447.73
11:006.977.04
11:306.056.16
12:005.355.46
12:305.165.16
13:005.155.25
13:305.154.88
14:005.95.03
14:306.025.12
15:007.496.21
15:3018.2614.4
Rows × columns
13 × 3
Period covered
to
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 Share of regular-session volume by half hour, SPY and AAPL, derived from the stored result.
ColumnTypeRangeNotes
et_time date 09:30 to 15:30
spy_pct number 5.15 to 18.26 percent
aapl_pct number 4.88 to 17.86 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.

the exact SQL behind every number
WITH session_minutes AS
(
    SELECT
        ticker,
        formatDateTime(
            toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE),
            '%H:%i')                                                   AS et_time,
        toFloat64(volume)                                              AS share_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'AAPL')
      AND window_start >= '2025-01-02 00:00:00'
      AND window_start <  '2026-07-01 00:00:00'
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
),
by_bucket AS
(
    SELECT
        ticker,
        et_time,
        sum(share_volume) AS bucket_volume
    FROM session_minutes
    GROUP BY ticker, et_time
),
ticker_totals AS
(
    SELECT
        ticker,
        sum(bucket_volume) AS ticker_volume
    FROM by_bucket
    GROUP BY ticker
)
SELECT
    b.et_time                                                          AS et_time,
    round(100 * sumIf(b.bucket_volume, b.ticker = 'SPY')
          / max(if(t.ticker = 'SPY', t.ticker_volume, 0)), 2)          AS spy_pct,
    round(100 * sumIf(b.bucket_volume, b.ticker = 'AAPL')
          / max(if(t.ticker = 'AAPL', t.ticker_volume, 0)), 2)         AS aapl_pct
FROM by_bucket AS b
INNER JOIN ticker_totals AS t ON t.ticker = b.ticker
GROUP BY b.et_time
ORDER BY b.et_time

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