free market data — 2 answered market questions

Trailing 20-session average volume, four household tickers, millions of shares

most recentas of 2026-10-04 series 4×4read in context →

Trailing 20-session average volume, four household tickers, millions of shares — 4 rows by 4 columns, computed 2026-10-04 from US exchange, SIP and OPRA data.
ticker	avg_20d_millions	first_session	last_session
NVDA	110	2026-09-04	2026-10-02
SPY	46	2026-09-04	2026-10-02
AAPL	42.2	2026-09-04	2026-10-02
MSFT	21.3	2026-09-04	2026-10-02

the exact SQL behind every number

SELECT
    ticker,
    round(avg(vol) / 1e6, 1)   AS avg_20d_millions,
    toString(min(d))           AS first_session,
    toString(max(d))           AS last_session
FROM
(
    SELECT
        ticker,
        d,
        vol,
        row_number() OVER (PARTITION BY ticker ORDER BY d DESC) AS rn
    FROM
    (
        SELECT
            ticker,
            date                    AS d,
            toFloat64(max(volume))  AS vol
        FROM global_markets.stocks_daily_aggs
        WHERE ticker IN ('SPY', 'NVDA', 'AAPL', 'MSFT')
          AND date >= today() - 45
          AND date <  today()
        GROUP BY ticker, date
    )
)
WHERE rn <= 20
GROUP BY ticker
HAVING count() = 20
ORDER BY avg_20d_millions DESC

More from this analysisFree Stock Market Data API in Python

AAPL daily volume and its trailing 20-session average, millions of shares series 34×3 → SPY underwater curve: month end close against its running peak, 2016 to 2026 series 127×2 → SPY realised volatility by month against a 10% target series 72×4 → Daily session VWAP against a VWAP anchored on one date (AAPL) series 62×4 → See all 3,022 queries →