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Average SPY minute bars per calendar day, by weekday

most recentas of 2026-11-01 series 7×4read in context →

Average SPY minute bars per calendar day, by weekday — 7 rows by 4 columns, computed 2026-11-01 from US exchange, SIP and OPRA data.
weekday	avg_minute_bars	days_with_any_trading	days_counted
Mon	833	17	18
Tue	886.3	18	18
Wed	887.4	18	18
Thu	895.8	18	18
Fri	820.2	16	17
Sat	0	0	17
Sun	0	0	18

the exact SQL behind every number

SELECT
    formatDateTime(cal.day, '%a')      AS weekday,
    round(avg(ifNull(t.bars, 0)), 1)   AS avg_minute_bars,
    countIf(ifNull(t.bars, 0) > 0)     AS days_with_any_trading,
    count()                            AS days_counted
FROM
(
    SELECT today() - 126 + arrayJoin(range(126)) AS day
) AS cal
LEFT JOIN
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        count()                                              AS bars
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= today() - 130
    GROUP BY d
) AS t ON t.d = cal.day
WHERE cal.day <= today() - 3
GROUP BY weekday, toDayOfWeek(cal.day)
ORDER BY toDayOfWeek(cal.day)

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