{"slug":"closing-auction-share-of-daily-volume","qid":"auction_share_by_session","label":"auction_share_by_session","post_title":"closing-auction-share-of-daily-volume","post_url":"/blog/closing-auction-share-of-daily-volume#q-auction_share_by_session","columns":["session","auction_pct","day_volume_millions"],"rows":[{"session":"2026-08-03","auction_pct":26.86,"day_volume_millions":23.2},{"session":"2026-08-04","auction_pct":19.47,"day_volume_millions":17.1},{"session":"2026-08-05","auction_pct":19.47,"day_volume_millions":15.9},{"session":"2026-08-06","auction_pct":24.79,"day_volume_millions":13.6},{"session":"2026-08-07","auction_pct":28.24,"day_volume_millions":11.2},{"session":"2026-08-10","auction_pct":21.09,"day_volume_millions":13.7},{"session":"2026-08-11","auction_pct":36.15,"day_volume_millions":16},{"session":"2026-08-12","auction_pct":17.72,"day_volume_millions":12.7},{"session":"2026-08-13","auction_pct":24.45,"day_volume_millions":10.1},{"session":"2026-08-14","auction_pct":21.44,"day_volume_millions":9.2},{"session":"2026-08-17","auction_pct":15.92,"day_volume_millions":12.1},{"session":"2026-08-18","auction_pct":20.66,"day_volume_millions":12.5},{"session":"2026-08-19","auction_pct":13.56,"day_volume_millions":16},{"session":"2026-08-20","auction_pct":17.63,"day_volume_millions":14.9},{"session":"2026-08-21","auction_pct":17.84,"day_volume_millions":15.6},{"session":"2026-08-24","auction_pct":16.61,"day_volume_millions":14.8},{"session":"2026-08-25","auction_pct":16.97,"day_volume_millions":11.9},{"session":"2026-08-26","auction_pct":17.32,"day_volume_millions":17.1},{"session":"2026-08-27","auction_pct":26.28,"day_volume_millions":13.5},{"session":"2026-08-28","auction_pct":15.91,"day_volume_millions":9.9},{"session":"2026-08-31","auction_pct":39.49,"day_volume_millions":23.8},{"session":"2026-09-01","auction_pct":24.33,"day_volume_millions":14.8},{"session":"2026-09-02","auction_pct":30.1,"day_volume_millions":18.5},{"session":"2026-09-03","auction_pct":22.85,"day_volume_millions":13.8},{"session":"2026-09-04","auction_pct":16.14,"day_volume_millions":17.3},{"session":"2026-09-08","auction_pct":12.97,"day_volume_millions":19.4},{"session":"2026-09-09","auction_pct":18.47,"day_volume_millions":12.3},{"session":"2026-09-10","auction_pct":21.08,"day_volume_millions":12},{"session":"2026-09-11","auction_pct":20.33,"day_volume_millions":10},{"session":"2026-09-14","auction_pct":12.35,"day_volume_millions":14.1},{"session":"2026-09-15","auction_pct":18.2,"day_volume_millions":13.2},{"session":"2026-09-16","auction_pct":44.47,"day_volume_millions":17.1},{"session":"2026-09-17","auction_pct":40.82,"day_volume_millions":16.6},{"session":"2026-09-18","auction_pct":41.05,"day_volume_millions":28},{"session":"2026-09-21","auction_pct":31.58,"day_volume_millions":18.1},{"session":"2026-09-22","auction_pct":34.6,"day_volume_millions":17.3},{"session":"2026-09-23","auction_pct":21.53,"day_volume_millions":13},{"session":"2026-09-24","auction_pct":16.05,"day_volume_millions":13.2},{"session":"2026-09-25","auction_pct":16.52,"day_volume_millions":12.2},{"session":"2026-09-28","auction_pct":18.34,"day_volume_millions":14.5},{"session":"2026-09-29","auction_pct":22.16,"day_volume_millions":13.7},{"session":"2026-09-30","auction_pct":29.85,"day_volume_millions":15.8}],"shape":"series","sql":"WITH\n    closing_print AS\n    (\n        SELECT\n            toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,\n            max(size)                                             AS auction_shares\n        FROM global_markets.stocks_trades\n        WHERE ticker = 'KO'\n          AND sip_timestamp >= toDateTime('2026-08-03 00:00:00')\n          AND sip_timestamp <  toDateTime('2026-10-01 00:00:00')\n          AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 16\n          AND toMinute(toTimeZone(sip_timestamp, 'America/New_York')) = 0\n        GROUP BY session\n    ),\n    day_volume AS\n    (\n        SELECT\n            date        AS session,\n            max(volume) AS day_shares\n        FROM global_markets.stocks_daily_aggs\n        WHERE ticker = 'KO'\n          AND date >= '2026-08-03'\n          AND date <  '2026-10-01'\n        GROUP BY session\n    )\nSELECT\n    session,\n    round(100 * toFloat64(auction_shares) / toFloat64(day_shares), 2) AS auction_pct,\n    round(toFloat64(day_shares) / 1e6, 1)                             AS day_volume_millions\nFROM closing_print\nINNER JOIN day_volume USING (session)\nORDER BY session","computed_at":"2026-10-03T15:08:42.207162+00:00","elapsed":0.003264625}