STRASMORE/EXPLORE 2,882 QUERIES

rebalance_multiples

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 index-rebalance-day-closing-auction.

as of ranking 12×4read in context →
rebalance_multiples — 12 rows by 4 columns, computed from US exchange, SIP and OPRA data.
labelclose_minute_shares_mmtypical_close_shares_mmclose_volume_multiple
MSFT Russell recon Jun-202616.090.3348.1
AAPL S&P quarterly Dec-202519.280.5733.6
AAPL Russell recon Jun-20269.850.3329.7
KO Russell recon Jun-20250.510.163.3
AAPL Russell recon Jun-20252.50.783.2
AAPL S&P quarterly Mar-20261.40.473
MSFT S&P quarterly Dec-20250.920.342.7
MSFT S&P quarterly Mar-20260.430.261.7
MSFT Russell recon Jun-20250.520.311.7
KO S&P quarterly Dec-20250.440.281.5
KO S&P quarterly Mar-20260.170.220.8
KO Russell recon Jun-202600.110
Rows × columns
12 × 4
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 rebalance_multiples, derived from the stored result.
ColumnTypeRangeNotes
label text 12 distinct values
close_minute_shares_mm number 0 to 19.28 US dollars
typical_close_shares_mm number 0.11 to 0.78 US dollars
close_volume_multiple number 0 to 48.1 US dollars

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 close_minute AS
(
    SELECT
        ticker,
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        toFloat64(sum(volume))                               AS close_volume
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'KO')
      AND window_start >= '2025-05-01'
      AND window_start <  '2026-06-29'
      AND toHour(toTimeZone(window_start, 'America/New_York'))   = 16
      AND toMinute(toTimeZone(window_start, 'America/New_York')) = 0
    GROUP BY ticker, session_date
),
ranked AS
(
    SELECT
        ticker,
        session_date,
        close_volume,
        row_number() OVER (PARTITION BY ticker ORDER BY session_date) AS n
    FROM close_minute
),
events AS
(
    SELECT
        ticker,
        close_volume,
        n,
        multiIf(session_date = '2025-06-27', 'Russell recon Jun-2025',
                session_date = '2025-12-19', 'S&P quarterly Dec-2025',
                session_date = '2026-03-20', 'S&P quarterly Mar-2026',
                                             'Russell recon Jun-2026') AS event
    FROM ranked
    WHERE session_date IN ('2025-06-27', '2025-12-19', '2026-03-20', '2026-06-26')
)
SELECT
    concat(e.ticker, ' ', e.event)                                             AS label,
    round(e.close_volume / 1e6, 2)                                             AS close_minute_shares_mm,
    round(quantileDeterministic(0.5)(b.close_volume, b.n) / 1e6, 2)            AS typical_close_shares_mm,
    round(e.close_volume / quantileDeterministic(0.5)(b.close_volume, b.n), 1) AS close_volume_multiple
FROM events AS e
INNER JOIN ranked AS b ON b.ticker = e.ticker
WHERE b.n >= e.n - 20
  AND b.n <= e.n - 1
GROUP BY e.ticker, e.event, e.close_volume
ORDER BY close_volume_multiple DESC
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