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ES Futures Trading Hours and the Daily Break
Cash-tape sessions by weekday over the trailing windowseries · 2026-10-04 · 5×4Preview: a 5-point series, ending higher. S&P 500 cash-tape volume by Eastern clock hourranking · 2026-10-04 · 16×3Preview: 16 ranked values, largest first. Average quoted spread by Eastern clock hour, Sep 16 2026ranking · 2026-10-04 · 16×3Preview: 16 ranked values, largest first. Average cash-tape volume, minute by minute into the 4:00 p.m. ET closeseries · 2026-10-04 · 31×2Preview: a 16-point series, ending higher.
Cash-tape sessions by weekday over the trailing window

Cash-tape sessions by weekday over the trailing window

most recentas of series 5×4read in context →
Cash-tape sessions by weekday over the trailing window — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
weekdaysession_countavg_volume_millionsearliest_print_et
Monday1644.604:00
Tuesday1746.104:00
Wednesday1746.904:00
Thursday1749.204:00
Friday1445.904:00
the exact SQL behind every number 
WITH sessions AS
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        sum(volume)                                          AS vol,
        min(toTimeZone(window_start, 'America/New_York'))    AS first_bar
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= today() - 120
      AND window_start <  today() - 2
    GROUP BY d
)
SELECT
    any(formatDateTime(d, '%W'))            AS weekday,
    count()                                 AS session_count,
    round(avg(vol) / 1e6, 1)                AS avg_volume_millions,
    min(formatDateTime(first_bar, '%H:%i')) AS earliest_print_et
FROM sessions
GROUP BY toDayOfWeek(d)
ORDER BY toDayOfWeek(d)
More from this analysisES Futures Trading Hours and the Daily Break
Average cash-tape volume, minute by minute into the 4:00 p.m. ET close series 31×2 → S&P 500 cash-tape volume by Eastern clock hour ranking 16×3 → Average quoted spread by Eastern clock hour, Sep 16 2026 ranking 16×3 → Share of AAPL volume reported away from the exchanges, last 60 calendar days series 32×2 → See all 3,022 queries →
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