auction_by_name
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 2026-09-20, from is-cross-trading-legal.
| ticker | opening_cross_pct | closing_cross_pct |
|---|---|---|
| MSFT | 2.84 | 2.65 |
| AAPL | 2.16 | 1.06 |
| SPY | 0.91 | 0.84 |
| NVDA | 1.76 | 0.25 |
| KO | 4.27 | 0.18 |
- Rows × columns
- 5 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 5 distinct values (AAPL, KO, MSFT…) | |
opening_cross_pct |
number | 0.91 to 4.27 | percent |
closing_cross_pct |
number | 0.18 to 2.65 | percent |
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.
SELECT
ticker,
round(100 * toFloat64(sumIf(volume, et_min = 570)) / toFloat64(sum(volume)), 2) AS opening_cross_pct,
round(100 * toFloat64(sumIf(volume, et_min = 960)) / toFloat64(sum(volume)), 2) AS closing_cross_pct
FROM
(
SELECT
ticker,
volume,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_min
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO')
AND window_start >= toDateTime('2026-06-10 00:00:00', 'UTC')
AND window_start < toDateTime('2026-06-11 05:00:00', 'UTC')
)
GROUP BY ticker
HAVING sum(volume) > 0
ORDER BY closing_cross_pct DESC