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Time in Force Explained: Day, GTC, IOC, FOK
SPY share volume by ET clock hour, June 2026series · 2026-09-28 · 16×2Preview: a 16-point series, roughly flat. Print sizes across five names, 10:00 to 11:00 a.m. ET on 2026-06-10ranking · 2026-09-28 · 5×3Preview: 5 ranked values, largest first. US stock splits per month, forward and reverseseries · 2026-09-28 · 12×3Preview: a 12-point series, ending higher. SPY volume per minute into the close, then the closing cross, June 2026 session averageseries · 2026-09-28 · 16×2Preview: a 16-point series, ending higher.
SPY share volume by ET clock hour, June 2026

SPY share volume by ET clock hour, June 2026

most recentas of series 16×2read in context →
SPY share volume by ET clock hour, June 2026 — 16 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timepct_of_volume
04:000.27
05:000.1
06:000.11
07:000.47
08:000.69
09:009.06
10:0010.9
11:009.89
12:007.92
13:008.27
14:0010.13
15:0024.33
16:0016.8
17:000.63
18:000.27
19:000.17
the exact SQL behind every number 
SELECT
    et_time,
    round(100 * sum(shares) / sum(sum(shares)) OVER (), 2) AS pct_of_volume
FROM
(
    SELECT
        formatDateTime(toStartOfHour(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS et_time,
        toFloat64(volume)                                                                   AS shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-06-01 08:00:00', 'UTC')
      AND window_start <  toDateTime('2026-07-01 00:00:00', 'UTC')
    UNION ALL
    SELECT
        '16:00'                                    AS et_time,
        toFloat64(maxIf(size, has(conditions, 8))) AS shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'SPY'
      AND sip_timestamp >= toDateTime('2026-06-01 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-07-01 00:00:00', 'UTC')
      AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 16
      AND toMinute(toTimeZone(sip_timestamp, 'America/New_York')) < 10
    GROUP BY toDate(toTimeZone(sip_timestamp, 'America/New_York'))
    HAVING countIf(has(conditions, 8)) > 0
)
GROUP BY et_time
ORDER BY et_time
More from this analysisTime in Force Explained: Day, GTC, IOC, FOK
SPY volume per minute into the close, then the closing cross, June 2026 session average series 16×2 → US stock splits per month, forward and reverse series 12×3 → Print sizes across five names, 10:00 to 11:00 a.m. ET on 2026-06-10 ranking 5×3 → Share of SPY's regular-session volume by five-minute ET bucket series 79×2 → See all 3,256 queries →
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