TQTradingQuery

Day of week · MYM

How does MYM's average volume differ across days of the week

89,531.85

Mon

n=1302026-03-05 to 2026-09-07

Mon

89,531.85

Tue

103,814.88

Wed

99,568.65

Thu

111,114.19

Fri

93,459.04

Sat

Sun

Methodology

Computed by independently generating and running analysis code against real MYM 1-minute bars from 2026-03-05 to 2026-09-07, 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)
dates = trading_date(rth)

daily_vol = rth.groupby(dates)['volume'].sum()
dow_map = pd.to_datetime(daily_vol.index).dayofweek
dow_names = {0:'Mon',1:'Tue',2:'Wed',3:'Thu',4:'Fri',5:'Sat',6:'Sun'}

avg_by_dow = daily_vol.groupby(dow_map).mean()

result = {}
for d, name in dow_names.items():
    if d in avg_by_dow.index:
        result[name] = float(avg_by_dow.loc[d])
    else:
        result[name] = None

result['sample_size'] = int(len(daily_vol))
  • 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.

This is historical statistical information only. It is not investment advice, and past performance does not indicate future results. Trading involves risk of loss.