STRASMORE/EXPLORE 3,293 QUERIES

KO: closing auction share of the day, August and September 2026

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 2026-10-03, from How Much Volume Trades at the Close.

as of series 42×3read in context →
KO: closing auction share of the day, August and September 2026 — 42 rows by 3 columns, computed from US exchange, SIP and OPRA data.
sessionauction_pctday_volume_millions
2026-08-0326.8623.2
2026-08-0419.4717.1
2026-08-0519.4715.9
2026-08-0624.7913.6
2026-08-0728.2411.2
2026-08-1021.0913.7
2026-08-1136.1516
2026-08-1217.7212.7
2026-08-1324.4510.1
2026-08-1421.449.2
2026-08-1715.9212.1
2026-08-1820.6612.5
2026-08-1913.5616
2026-08-2017.6314.9
2026-08-2117.8415.6
2026-08-2416.6114.8
2026-08-2516.9711.9
2026-08-2617.3217.1
2026-08-2726.2813.5
2026-08-2815.919.9
2026-08-3139.4923.8
2026-09-0124.3314.8
2026-09-0230.118.5
2026-09-0322.8513.8
2026-09-0416.1417.3
2026-09-0812.9719.4
2026-09-0918.4712.3
2026-09-1021.0812
2026-09-1120.3310
2026-09-1412.3514.1
2026-09-1518.213.2
2026-09-1644.4717.1
2026-09-1740.8216.6
2026-09-1841.0528
2026-09-2131.5818.1
2026-09-2234.617.3
2026-09-2321.5313
2026-09-2416.0513.2
2026-09-2516.5212.2
2026-09-2818.3414.5
2026-09-2922.1613.7
2026-09-3029.8515.8
Rows × columns
42 × 3
Period covered
to
Computed
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 KO: closing auction share of the day, August and September 2026, derived from the stored result.
ColumnTypeRangeNotes
session date 2026-08-03 to 2026-09-30
auction_pct number 12.35 to 44.47 percent
day_volume_millions number 9.2 to 28 count

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 , 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
    closing_print AS
    (
        SELECT
            toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,
            max(size)                                             AS auction_shares
        FROM global_markets.stocks_trades
        WHERE ticker = 'KO'
          AND sip_timestamp >= toDateTime('2026-08-03 00:00:00')
          AND sip_timestamp <  toDateTime('2026-10-01 00:00:00')
          AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 16
          AND toMinute(toTimeZone(sip_timestamp, 'America/New_York')) = 0
        GROUP BY session
    ),
    day_volume AS
    (
        SELECT
            date        AS session,
            max(volume) AS day_shares
        FROM global_markets.stocks_daily_aggs
        WHERE ticker = 'KO'
          AND date >= '2026-08-03'
          AND date <  '2026-10-01'
        GROUP BY session
    )
SELECT
    session,
    round(100 * toFloat64(auction_shares) / toFloat64(day_shares), 2) AS auction_pct,
    round(toFloat64(day_shares) / 1e6, 1)                             AS day_volume_millions
FROM closing_print
INNER JOIN day_volume USING (session)
ORDER BY session
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