time in force — 4 answered market questions

SPY share volume by ET clock hour, June 2026

most recentas of 2026-08-07 series 16×2read in context →

SPY share volume by ET clock hour, June 2026 — 16 rows by 2 columns, computed 2026-08-07 from US exchange, SIP and OPRA data.
et_time	pct_of_volume
04:00	0.27
05:00	0.11
06:00	0.11
07:00	0.48
08:00	0.71
09:00	9.32
10:00	11.21
11:00	10.17
12:00	8.14
13:00	8.51
14:00	10.42
15:00	25.02
16:00	14.42
17:00	0.64
18:00	0.28
19:00	0.17

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfHour(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS et_time,
    round(100 * sum(volume) / sum(sum(volume)) OVER (), 2)                               AS pct_of_volume
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')
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, 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 2,173 queries →