{"slug":"index-rebalance-day-closing-auction","qid":"june_profile","label":"june_profile","post_title":"index-rebalance-day-closing-auction","post_url":"/blog/index-rebalance-day-closing-auction#q-june_profile","columns":["session","session_label","spy_close_share_pct","aapl_close_share_pct"],"rows":[{"session":"2026-06-01","session_label":"Jun 1","spy_close_share_pct":0.44,"aapl_close_share_pct":2.01},{"session":"2026-06-02","session_label":"Jun 2","spy_close_share_pct":0.43,"aapl_close_share_pct":0.84},{"session":"2026-06-03","session_label":"Jun 3","spy_close_share_pct":1.04,"aapl_close_share_pct":1.15},{"session":"2026-06-04","session_label":"Jun 4","spy_close_share_pct":0.34,"aapl_close_share_pct":1.19},{"session":"2026-06-05","session_label":"Jun 5","spy_close_share_pct":0.56,"aapl_close_share_pct":0.64},{"session":"2026-06-08","session_label":"Jun 8","spy_close_share_pct":0.42,"aapl_close_share_pct":0.54},{"session":"2026-06-09","session_label":"Jun 9","spy_close_share_pct":0.63,"aapl_close_share_pct":0.44},{"session":"2026-06-10","session_label":"Jun 10","spy_close_share_pct":1.01,"aapl_close_share_pct":1.09},{"session":"2026-06-11","session_label":"Jun 11","spy_close_share_pct":0.75,"aapl_close_share_pct":0.83},{"session":"2026-06-12","session_label":"Jun 12","spy_close_share_pct":0.6,"aapl_close_share_pct":0.46},{"session":"2026-06-15","session_label":"Jun 15","spy_close_share_pct":1.1,"aapl_close_share_pct":0.92},{"session":"2026-06-16","session_label":"Jun 16","spy_close_share_pct":0.62,"aapl_close_share_pct":1.67},{"session":"2026-06-17","session_label":"Jun 17","spy_close_share_pct":0.35,"aapl_close_share_pct":1.18},{"session":"2026-06-18","session_label":"Jun 18","spy_close_share_pct":0.64,"aapl_close_share_pct":2.53},{"session":"2026-06-22","session_label":"Jun 22","spy_close_share_pct":0.42,"aapl_close_share_pct":0.84},{"session":"2026-06-23","session_label":"Jun 23","spy_close_share_pct":0.51,"aapl_close_share_pct":0.87},{"session":"2026-06-24","session_label":"Jun 24","spy_close_share_pct":0.81,"aapl_close_share_pct":0.71},{"session":"2026-06-25","session_label":"Jun 25","spy_close_share_pct":1.03,"aapl_close_share_pct":0.58},{"session":"2026-06-26","session_label":"Jun 26","spy_close_share_pct":1.47,"aapl_close_share_pct":9.4},{"session":"2026-06-29","session_label":"Jun 29","spy_close_share_pct":0.93,"aapl_close_share_pct":5.51},{"session":"2026-06-30","session_label":"Jun 30","spy_close_share_pct":2.43,"aapl_close_share_pct":2.3}],"shape":"series","sql":"WITH bars AS\n(\n    SELECT\n        ticker,\n        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,\n        toHour(toTimeZone(window_start, 'America/New_York')) * 60\n            + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,\n        toFloat64(volume)                                            AS bar_volume\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN ('SPY', 'AAPL')\n      AND window_start >= '2026-06-01'\n      AND window_start <  '2026-07-01'\n)\nSELECT\n    toString(session_date)                AS session,\n    formatDateTime(session_date, '%b %e') AS session_label,\n    round(100 * sumIf(bar_volume, ticker = 'SPY' AND et_minute = 960)\n              / sumIf(bar_volume, ticker = 'SPY'), 2)  AS spy_close_share_pct,\n    round(100 * sumIf(bar_volume, ticker = 'AAPL' AND et_minute = 960)\n              / sumIf(bar_volume, ticker = 'AAPL'), 2) AS aapl_close_share_pct\nFROM bars\nWHERE et_minute >= 570\n  AND et_minute <= 960\nGROUP BY session_date\nHAVING sumIf(bar_volume, ticker = 'SPY') > 0\n   AND sumIf(bar_volume, ticker = 'AAPL') > 0\nORDER BY session_date","computed_at":"2026-10-01T15:14:39.751456+00:00","elapsed":0.003672471}