Volume · MNQ
How does MNQ's overnight trading volume compare to regular trading hours volume
201,005,525
rth total volume
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
Analysis code was generated by an AI model up to 25 times, run in a sandbox against real MNQ 1-minute bars from 2026-03-04 to 2026-09-06, and reviewed automatically. Attempts that computed the same set of measures were grouped, and the figures shown are the median of the largest group. Agreement between attempts lowers the chance of a one-off coding slip; it does not prove the code matches the question, so 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 by an AI model up to 25 times, run in a sandbox, and reviewed automatically; the figures above are the median of the largest group of attempts that computed the same measures. Agreement between attempts lowers the chance of a one-off coding slip -- it does not prove the code matches the question, so check the definition and code. A one-off calculation, not 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.