cross_ticker

Name: cross_ticker
Creator: Strasmore
Published: 2026-10-01
License: https://www.strasmore.com/terms/

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-01, from buy-side-vs-sell-side-liquidity.

as of 2026-10-01 ranking 6×4read in context →

cross_ticker — 6 rows by 4 columns, computed 2026-10-01 from US exchange, SIP and OPRA data.
ticker	cleared_prior_high	closed_back_below	rejection_rate_pct
KO	428	197	46
AAPL	591	262	44.3
MSFT	538	232	43.1
NVDA	561	231	41.2
SPY	682	272	39.9
QQQ	685	265	38.7

Rows × columns: 6 × 4
Computed: 2026-10-01
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for cross_ticker, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	6 distinct values (AAPL, KO, MSFT…)
`cleared_prior_high`	number	428 to 685	US dollars
`closed_back_below`	number	197 to 272
`rejection_rate_pct`	number	38.7 to 46	percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on 2026-10-01, and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH bars AS
(
    SELECT
        ticker,
        date,
        max(toFloat64(high))  AS day_high,
        max(toFloat64(close)) AS day_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'KO')
      AND ticker NOT IN ('SPCX')
      AND date >= '2015-01-01'
      AND date <  '2026-10-01'
    GROUP BY ticker, date
),
flagged AS
(
    SELECT
        ticker,
        day_high,
        day_close,
        max(day_high) OVER (PARTITION BY ticker ORDER BY date ASC ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS prior_high
    FROM bars
)
SELECT
    ticker,
    countIf(day_high > prior_high)                           AS cleared_prior_high,
    countIf(day_high > prior_high AND day_close < prior_high) AS closed_back_below,
    round(100 * countIf(day_high > prior_high AND day_close < prior_high)
              / countIf(day_high > prior_high), 1)            AS rejection_rate_pct
FROM flagged
WHERE prior_high > 0
GROUP BY ticker
ORDER BY rejection_rate_pct DESC

SQL to run

WITH bars AS
(
    SELECT
        ticker,
        date,
        max(toFloat64(high))  AS day_high,
        max(toFloat64(close)) AS day_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'KO')
      AND ticker NOT IN ('SPCX')
      AND date >= '2015-01-01'
      AND date <  '2026-10-01'
    GROUP BY ticker, date
),
flagged AS
(
    SELECT
        ticker,
        day_high,
        day_close,
        max(day_high) OVER (PARTITION BY ticker ORDER BY date ASC ROWS BETWEEN 20 PRECEDING AND 1 PRECEDING) AS prior_high
    FROM bars
)
SELECT
    ticker,
    countIf(day_high > prior_high)                           AS cleared_prior_high,
    countIf(day_high > prior_high AND day_close < prior_high) AS closed_back_below,
    round(100 * countIf(day_high > prior_high AND day_close < prior_high)
              / countIf(day_high > prior_high), 1)            AS rejection_rate_pct
FROM flagged
WHERE prior_high > 0
GROUP BY ticker
ORDER BY rejection_rate_pct DESC

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