STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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MOC and MOO Order Cutoff Times: NYSE & Nasdaq
SPY minute volume into the close, June 30 2026 (quarter end)series · 2026-08-22 · 31×2Preview: a 16-point series, ending higher. Share of SPY's regular-session volume by five-minute ET bucketseries · 2026-08-22 · 79×2Preview: a 16-point series, ending lower. Opening and closing windows as a share of regular-session volumeranking · 2026-08-22 · 8×3Preview: 8 ranked values, largest first. SPY: opening and closing window share of session volume, by monthseries · 2026-08-22 · 25×3Preview: a 16-point series, ending lower.
Bracket Orders and OCO Orders Explained
Share of SPY sessions reaching a given distance from the open (Aug 2023 to Jul 2026)ranking · 2026-08-22 · 6×3Preview: 6 ranked values, largest first. AAPL's ten largest overnight gaps down, Jan 2023 to Jun 2026ranking · 2026-08-22 · 10×2Preview: 10 ranked values, smallest first. Typical daily range and open-to-close move, trailing yearranking · 2026-08-22 · 6×3Preview: 6 ranked values, largest first. SPY minute-bar movement and volume by ET clock timeseries · 2026-08-22 · 32×3Preview: a 16-point series, roughly flat.
Does Modifying an Order Lose Queue Priority?
How often the quoted spread sits at a single cent (10 June 2026 session)ranking · 2026-08-14 · 6×3Preview: 6 ranked values, smallest first. Share of one minute windows carrying at least N shares (June 2026)ranking · 2026-08-14 · 9×3Preview: 9 ranked values, smallest first. How fast the tape drains a queue, by time of day (AAPL, June 2026)series · 2026-08-14 · 26×3Preview: a 16-point series, ending lower. Distinct best bid prices per quarter hour (AAPL and KO, 10 June 2026)series · 2026-08-14 · 26×3Preview: a 16-point series, ending lower.
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread and time at a one cent spread, midday June 10 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, smallest first. Top of book messages against prints on the tape, AAPL, June 10 2026series · 2026-08-12 · 8×4Preview: a 8-point series, ending higher. The best bid and the price levels it visited, AAPL, 15 minute bucketsseries · 2026-08-12 · 24×3Preview: a 16-point series, ending lower.
Held vs Not-Held Orders: Broker Discretion
Distance from AAPL's daily VWAP to that morning's opening printseries · 2026-08-12 · 9×2Preview: a 9-point series, ending higher. Average gap between the daily VWAP and the open, June 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, largest first. Share of AAPL prints and volume by trade size, June 17 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread by half hour, AAPL and KO, June 17 2026series · 2026-08-12 · 15×3Preview: a 15-point series, ending higher.
Midpoint Peg Orders Explained: Half-Cent Fills
Sub-penny print share by reporting route, off exchange against lit exchangeranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first. Share of trades printed off the penny grid, 10:00 to 11:00 a.m. ET, June 17 2026ranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first. BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026series · 2026-08-09 · 16×3Preview: a 16-point series, roughly flat. Average NBBO spread and the midpoint saving, 10:00 to 11:00 a.m. ET, June 17 2026ranking · 2026-08-09 · 6×3Preview: 6 ranked values, smallest first.
Stop Order vs Stop-Limit Order: How Each Fills
Average one-minute high-low range by time of dayseries · 2026-08-08 · 13×3Preview: a 13-point series, ending lower. Sessions that gapped through a 2% stop, and whether the limit price tradedranking · 2026-08-08 · 5×3Preview: 5 ranked values, smallest first. NVDA's largest gap-down opens and the 30 minutes that followedseries · 2026-08-08 · 8×3Preview: a 8-point series, ending higher. How often each stock opened below the prior closeranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first.
Price-Time Priority vs Pro-Rata Fills
Quote updates per second and average quoted spread, ten minutes on 17 June 2026ranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first. Average shares per trade print, June 2026ranking · 2026-08-08 · 8×2Preview: 8 ranked values, largest first. AAPL option prints by contract count, 17 June 2026ranking · 2026-08-08 · 5×2Preview: 5 ranked values, largest first. AAPL trade prints by share count, 17 June 2026ranking · 2026-08-08 · 5×2Preview: 5 ranked values, largest first.
Iceberg Orders Explained: Hidden Liquidity
Most repeated price and size pairings, AAPL, June 17, 2026table · 2026-08-06 · 12×5 Every AAPL print on June 17, 2026, grouped by trade sizeranking · 2026-08-06 · 6×4Preview: 6 ranked values, largest first. Average shares per print, monthly, MSFT and KOseries · 2026-08-06 · 90×4Preview: a 16-point series, ending lower. The busiest price and size pairing, half hour by half hourscalar · 2026-08-06 · 1×367
What Is VWAP? Volume-Weighted Average Price
The receipt: VWAP from every individual trade vs. the minute-bar shortcut (AAPL, July 2, 2026)scalar · 2026-07-26 · 1×5305.9162 Same session, five stocks, five VWAPs: final-minute price vs. session VWAP, July 2, 2026ranking · 2026-07-26 · 5×4Preview: 5 ranked values, largest first. AAPL, July 2, 2026: session VWAP vs. equal-weight average vs. the final-minute pricescalar · 2026-07-26 · 1×8390 AAPL price vs. running VWAP: July 2, 2026 regular session, sampled every 5 minutesseries · 2026-07-26 · 78×3Preview: a 16-point series, ending higher.
Market Order vs Limit Order, Measured
AAPL options vs. AAPL stock: median quoted spread, same regular session, July 8, 2026scalar · 2026-07-26 · 1×5606 How far SPY moved inside a single minute: average one-minute high-to-low range by time of day, July 8, 2026scalar · 2026-07-26 · 1×470.3 What a 100-share market order pays crossing the spread: July 8, 2026, regular sessionranking · 2026-07-26 · 5×4Preview: 5 ranked values, smallest first. Median quoted spread by session window: pre-market vs. regular vs. after-hours, July 8, 2026ranking · 2026-07-26 · 3×4Preview: 3 ranked values, largest first. Displayed shares at the best ask: median size and how often it covered a 1,000-share order, July 8, 2026ranking · 2026-07-26 · 5×4Preview: 5 ranked values, largest first. SPY on a calm day vs. a fast day: session range, per-minute movement, and quoted spreadseries · 2026-07-26 · 2×5Preview: a 2-point series, ending higher.
SPY minute volume into the close, June 30 2026 (quarter end)

SPY minute volume into the close, June 30 2026 (quarter end)

most recentas of series 31×2read in context →
SPY minute volume into the close, June 30 2026 (quarter end) — 31 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timevolume_mm
15:300.13
15:310.16
15:320.18
15:330.11
15:340.1
15:350.11
15:360.16
15:370.11
15:380.12
15:390.22
15:400.22
15:410.11
15:420.14
15:430.17
15:440.1
15:450.24
15:460.17
15:470.15
15:480.14
15:490.2
15:500.43
15:510.33
15:520.25
15:530.21
15:540.39
15:550.77
15:560.95
15:571.13
15:582.09
15:593.35
16:001.07
the exact SQL behind every number 
SELECT
    formatDateTime(toTimeZone(window_start, 'America/New_York'), '%H:%i') AS et_time,
    round(volume / 1e6, 2)                                               AS volume_mm
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= toDateTime('2026-06-30 19:30:00', 'UTC')
  AND window_start <= toDateTime('2026-06-30 20:00:00', 'UTC')
ORDER BY window_start
More from this analysisMOC and MOO Order Cutoff Times: NYSE & Nasdaq
Share of SPY's regular-session volume by five-minute ET bucket series 79×2 → SPY: opening and closing window share of session volume, by month series 25×3 → Opening and closing windows as a share of regular-session volume ranking 8×3 → Average quoted spread by half hour, AAPL and KO, June 17 2026 series 15×3 → See all 2,170 queries →
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