primary market — 4 answered market questions

Where an average session's share volume lands on the clock, September 1 to 15, 2026

most recentas of 2026-09-22 series 64×2read in context →

Where an average session's share volume lands on the clock, September 1 to 15, 2026 — 64 rows by 2 columns, computed 2026-09-22 from US exchange, SIP and OPRA data.
et_time	avg_shares_millions
04:00	0.07
04:15	0.01
04:30	0.01
04:45	0.01
05:00	0.01
05:15	0.01
05:30	0.01
05:45	0.01
06:00	0.01
06:15	0.01
06:30	0.01
06:45	0.02
07:00	0.05
07:15	0.04
07:30	0.04
07:45	0.04
08:00	0.06
08:15	0.09
08:30	0.24
08:45	0.16
09:00	0.13
09:15	0.14
09:30	2.3
09:45	1.71
10:00	1.53
10:15	1.37
10:30	1.05
10:45	1.21
11:00	1.17
11:15	1.1
11:30	1.07
11:45	0.83
12:00	0.86
12:15	0.72
12:30	0.77
12:45	0.7
13:00	0.76
13:15	0.56
13:30	0.65
13:45	0.57
14:00	0.84
14:15	0.77
14:30	1.37
14:45	1.48
15:00	1.07
15:15	1.24
15:30	1.56
15:45	5.2
16:00	3.27
16:15	0.91
16:30	0.09
16:45	0.15
17:00	0.15
17:15	0.1
17:30	0.16
17:45	0.02
18:00	0.03
18:15	0.01
18:30	0.01
18:45	0.01
19:00	0.01
19:15	0.01
19:30	0.01
19:45	0.01

the exact SQL behind every number

SELECT
    et_time,
    round(avg(bucket_shares) / 1e6, 2) AS avg_shares_millions
FROM
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_day,
        formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 15 minute), '%H:%i') AS et_time,
        sum(toFloat64(volume))                               AS bucket_shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2026-09-01 08:00:00')
      AND window_start <  toDateTime('2026-09-16 00:00:00')
    GROUP BY session_day, et_time
)
GROUP BY et_time
ORDER BY et_time

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