3,293 answered market questions

SELECT
    segment,
    round(sum(shares) / 1e6, 1)                               AS shares_millions,
    round(100 * sum(shares) / sum(sum(shares)) OVER (), 2)    AS share_of_volume_pct
FROM
(
    SELECT
        multiIf(minute_of_day < 570,  '04:00-09:29 premarket',
                minute_of_day < 630,  '09:30-10:29 opening hour',
                minute_of_day < 900,  '10:30-14:59 midday',
                minute_of_day <= 960, '15:00-16:00 closing hour',
                                      '16:01-20:00 after hours') AS segment,
        toFloat64(volume)                                        AS shares
    FROM
    (
        SELECT
            volume,
            toHour(toTimeZone(window_start, 'America/New_York')) * 60
              + toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'AAPL'
          AND window_start >= toDateTime('2026-08-17 08:00:00', 'UTC')
          AND window_start <  toDateTime('2026-09-12 00:00:00', 'UTC')
    )
    UNION ALL
    SELECT
        '15:00-16:00 closing hour'                   AS segment,
        toFloat64(maxIf(size, has(conditions, 8)))   AS shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-08-17 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-09-12 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 segment
ORDER BY segment