Volume · MNQ
How does MNQ's overnight trading volume compare to regular trading hours volume
201,005,525
rth total volume
n=1302026-03-04 to 2026-09-06
rth total volume
201,005,525
overnight total volume
99,090,890
rth avg daily volume
1,546,196.35
overnight avg daily volume
762,237.62
overnight to rth volume ratio
49.3%
rth avg volume per minute
4,007.29
overnight avg volume per minute
755.16
rth minutes count
50,160
overnight minutes count
131,218
Methodology
Computed by independently generating and running analysis code against real MNQ 1-minute bars from 2026-03-04 to 2026-09-06, 25 separate times in parallel, then taking the answer the largest group of independent attempts agreed on. The exact code is shown below.
Show the code
bars_et = to_et(bars)
rth = rth_session(bars_et)
rth_dates = trading_date(rth)
# overnight = all bars not in RTH window
overnight_mask = ~bars_et.index.isin(rth.index)
overnight = bars_et[overnight_mask]
rth_total_vol = rth["volume"].sum()
overnight_total_vol = overnight["volume"].sum()
n_rth_days = rth_dates.nunique()
rth_avg_daily_vol = rth_total_vol / n_rth_days if n_rth_days > 0 else None
overnight_avg_daily_vol = overnight_total_vol / n_rth_days if n_rth_days > 0 else None
ratio_overnight_to_rth = (overnight_total_vol / rth_total_vol) if rth_total_vol > 0 else None
rth_minutes = len(rth)
overnight_minutes = len(overnight)
rth_avg_vol_per_min = (rth_total_vol / rth_minutes) if rth_minutes > 0 else None
overnight_avg_vol_per_min = (overnight_total_vol / overnight_minutes) if overnight_minutes > 0 else None
result = {
"sample_size": int(n_rth_days),
"rth_total_volume": float(rth_total_vol),
"overnight_total_volume": float(overnight_total_vol),
"rth_avg_daily_volume": float(rth_avg_daily_vol) if rth_avg_daily_vol is not None else None,
"overnight_avg_daily_volume": float(overnight_avg_daily_vol) if overnight_avg_daily_vol is not None else None,
"overnight_to_rth_volume_ratio": float(ratio_overnight_to_rth) if ratio_overnight_to_rth is not None else None,
"rth_avg_volume_per_minute": float(rth_avg_vol_per_min) if rth_avg_vol_per_min is not None else None,
"overnight_avg_volume_per_minute": float(overnight_avg_vol_per_min) if overnight_avg_vol_per_min is not None else None,
"rth_minutes_count": int(rth_minutes),
"overnight_minutes_count": int(overnight_minutes),
}
- Generated and independently re-derived 25 times, then checked for logical consistency, before being shown to you -- the figures above are the answer the largest number of those independent attempts agreed on. Still a generated, one-off calculation, treat it as a rough, one-off analysis rather than a permanent fixture.
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This is historical statistical information only. It is not investment advice, and past performance does not indicate future results. Trading involves risk of loss.