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Regular session, premarket and after-hours share of volume

most recentas of 2026-10-05 ranking 4×4read in context →

Regular session, premarket and after-hours share of volume — 4 rows by 4 columns, computed 2026-10-05 from US exchange, SIP and OPRA data.
ticker	regular_session_pct	premarket_pct	after_hours_pct
KO	93.88	0.75	5.37
AAPL	93.43	1.94	4.62
MSFT	91.18	3.87	4.95
SPY	83.59	2.63	13.77

the exact SQL behind every number

SELECT
    ticker,
    round(100 * toFloat64(sumIf(volume, et_min >= 570 AND et_min < 960)) / toFloat64(sum(volume)), 2) AS regular_session_pct,
    round(100 * toFloat64(sumIf(volume, et_min <  570))                  / toFloat64(sum(volume)), 2) AS premarket_pct,
    round(100 * toFloat64(sumIf(volume, et_min >= 960))                  / toFloat64(sum(volume)), 2) AS after_hours_pct
FROM
(
    SELECT
        ticker,
        volume,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
          + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_min
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'KO')
      AND window_start >= today() - 45
      AND window_start <  today() - 2
)
GROUP BY ticker
ORDER BY regular_session_pct DESC

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