{"slug":"direct-stock-purchase-plans","qid":"one_session","label":"One ordinary session in KO, in 30 minute ET buckets","post_title":"Direct Stock Purchase Plans: How They Fill","post_url":"/blog/direct-stock-purchase-plans#q-one_session","columns":["et_time","ko_price","gap_from_vwap_pct"],"rows":[{"et_time":"04:00","ko_price":88.52,"gap_from_vwap_pct":0.36},{"et_time":"04:30","ko_price":88.42,"gap_from_vwap_pct":0.25},{"et_time":"05:00","ko_price":88.6,"gap_from_vwap_pct":0.46},{"et_time":"05:30","ko_price":88.56,"gap_from_vwap_pct":0.41},{"et_time":"06:00","ko_price":88.58,"gap_from_vwap_pct":0.43},{"et_time":"06:30","ko_price":88.53,"gap_from_vwap_pct":0.38},{"et_time":"07:00","ko_price":88.47,"gap_from_vwap_pct":0.31},{"et_time":"07:30","ko_price":88.49,"gap_from_vwap_pct":0.33},{"et_time":"08:00","ko_price":88.39,"gap_from_vwap_pct":0.22},{"et_time":"08:30","ko_price":88.32,"gap_from_vwap_pct":0.14},{"et_time":"09:00","ko_price":88.15,"gap_from_vwap_pct":-0.05},{"et_time":"09:30","ko_price":88.33,"gap_from_vwap_pct":0.15},{"et_time":"10:00","ko_price":88.25,"gap_from_vwap_pct":0.06},{"et_time":"10:30","ko_price":88.34,"gap_from_vwap_pct":0.16},{"et_time":"11:00","ko_price":88.5,"gap_from_vwap_pct":0.35},{"et_time":"11:30","ko_price":88.45,"gap_from_vwap_pct":0.29},{"et_time":"12:00","ko_price":88.4,"gap_from_vwap_pct":0.23},{"et_time":"12:30","ko_price":88.42,"gap_from_vwap_pct":0.26},{"et_time":"13:00","ko_price":88.46,"gap_from_vwap_pct":0.29},{"et_time":"13:30","ko_price":88.43,"gap_from_vwap_pct":0.26},{"et_time":"14:00","ko_price":88.46,"gap_from_vwap_pct":0.3},{"et_time":"14:30","ko_price":88.13,"gap_from_vwap_pct":-0.08},{"et_time":"15:00","ko_price":88.02,"gap_from_vwap_pct":-0.2},{"et_time":"15:30","ko_price":87.86,"gap_from_vwap_pct":-0.39},{"et_time":"16:00","ko_price":88.06,"gap_from_vwap_pct":-0.15},{"et_time":"16:30","ko_price":88.08,"gap_from_vwap_pct":-0.13},{"et_time":"17:00","ko_price":87.96,"gap_from_vwap_pct":-0.27},{"et_time":"17:30","ko_price":87.97,"gap_from_vwap_pct":-0.26},{"et_time":"18:00","ko_price":87.96,"gap_from_vwap_pct":-0.27},{"et_time":"18:30","ko_price":87.97,"gap_from_vwap_pct":-0.26},{"et_time":"19:00","ko_price":87.95,"gap_from_vwap_pct":-0.28},{"et_time":"19:30","ko_price":87.93,"gap_from_vwap_pct":-0.3}],"shape":"series","sql":"WITH\n(\n    SELECT sum(toFloat64(close) * volume) / sum(volume)\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'KO'\n      AND window_start >= toDateTime('2026-09-16 00:00:00')\n      AND window_start <  toDateTime('2026-09-18 00:00:00')\n      AND toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-09-16')\n) AS day_vwap\nSELECT\n    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,\n    round(argMax(toFloat64(close), window_start), 2)                        AS ko_price,\n    round(100 * (argMax(toFloat64(close), window_start) / day_vwap - 1), 2) AS gap_from_vwap_pct\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker = 'KO'\n  AND window_start >= toDateTime('2026-09-16 00:00:00')\n  AND window_start <  toDateTime('2026-09-18 00:00:00')\n  AND toDate(toTimeZone(window_start, 'America/New_York')) = toDate('2026-09-16')\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-10-16T15:09:40.407863+00:00","elapsed":0.003714963}