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What Is RVOL (Relative Volume)? How to Read It
SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours)series · 2026-08-22 · 32×2Preview: a 16-point series, roughly flat. SPY: average share of full-day volume completed by each clock time (last 20 sessions)ranking · 2026-08-22 · 5×2Preview: 5 ranked values, smallest first. Top 10 by full-day RVOL: latest completed session (20-day ADV above 5M shares, full history required)series · 2026-08-22 · 10×5Preview: a 10-point series, ending lower. Full-day RVOL percentiles across high-volume US stocks and ETFs (20-day ADV above 5M shares), latest completed sessionranking · 2026-08-22 · 6×2Preview: 6 ranked values, smallest first. MU, the biggest-volume session of June 2026: time-adjusted vs. naive RVOL, plus the full-day figurescalar · 2026-08-22 · 1×832.8
SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours)

SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours)

most recentas of series 32×2read in context →
SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours) — 32 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timemedian_minute_volume_k
04:000.6
04:300.3
05:000.3
05:300.3
06:000.4
06:300.5
07:001.1
07:301.6
08:002.2
08:303.3
09:004.7
09:30113.2
10:0082.9
10:3077.6
11:0064.3
11:3052.3
12:0049.3
12:3043.5
13:0043.4
13:3036.8
14:0052.2
14:3054.8
15:0071
15:30152.6
16:0021.7
16:302.7
17:001.1
17:300.7
18:000.9
18:300.4
19:000.4
19:300.6
the exact SQL behind every number
SELECT formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
       round(quantileDeterministic(0.5)(toFloat64(volume), toUInt64(toUnixTimestamp(window_start))) / 1000, 1) AS median_minute_volume_k
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
  AND window_start >= now() - INTERVAL 30 DAY
  AND toDate(toTimeZone(window_start, 'America/New_York')) < toDate(toTimeZone(now(), 'America/New_York'))
GROUP BY et_time
HAVING et_time >= '04:00' AND et_time < '20:00'
ORDER BY et_time
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