auction_share
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.
| date | date_pretty | opening_cross_pct | closing_cross_pct |
|---|---|---|---|
| 2026-06-01 | June 1 | 1.59 | 0.39 |
| 2026-06-02 | June 2 | 1.21 | 0.39 |
| 2026-06-03 | June 3 | 0.81 | 0.89 |
| 2026-06-04 | June 4 | 1.3 | 0.3 |
| 2026-06-05 | June 5 | 0.44 | 0.47 |
| 2026-06-08 | June 8 | 1.92 | 0.36 |
| 2026-06-09 | June 9 | 0.58 | 0.54 |
| 2026-06-10 | June 10 | 0.91 | 0.84 |
| 2026-06-11 | June 11 | 1.06 | 0.65 |
| 2026-06-12 | June 12 | 1.04 | 0.5 |
| 2026-06-15 | June 15 | 1.75 | 0.84 |
| 2026-06-16 | June 16 | 0.68 | 0.44 |
| 2026-06-17 | June 17 | 0.32 | 0.29 |
| 2026-06-18 | June 18 | 0.97 | 0.52 |
| 2026-06-22 | June 22 | 1.21 | 0.39 |
| 2026-06-23 | June 23 | 1.34 | 0.43 |
| 2026-06-24 | June 24 | 0.87 | 0.64 |
| 2026-06-25 | June 25 | 0.99 | 0.89 |
| 2026-06-26 | June 26 | 0.86 | 1.09 |
| 2026-06-29 | June 29 | 1.09 | 0.78 |
| 2026-06-30 | June 30 | 0.53 | 2.06 |
- Rows × columns
- 21 × 4
- Period covered
- to
- 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 |
|---|---|---|---|
date |
date | 2026-06-01 to 2026-06-30 | |
date_pretty |
text | 21 distinct values (June 1, June 10, June 11…) | |
opening_cross_pct |
number | 0.32 to 1.92 | percent |
closing_cross_pct |
number | 0.29 to 2.06 | 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
toString(d) AS date,
concat(monthName(d), ' ', toString(toDayOfMonth(d))) AS date_pretty,
round(100 * toFloat64(open_bar) / toFloat64(day_shares), 2) AS opening_cross_pct,
round(100 * toFloat64(close_bar) / toFloat64(day_shares), 2) AS closing_cross_pct
FROM
(
SELECT
toDate(toTimeZone(window_start, 'America/New_York')) AS d,
sumIf(volume, toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) = 570) AS open_bar,
sumIf(volume, toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) = 960) AS close_bar,
sum(volume) AS day_shares
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime('2026-06-01 00:00:00', 'UTC')
AND window_start < toDateTime('2026-07-01 05:00:00', 'UTC')
GROUP BY d
HAVING sum(volume) > 0
)
ORDER BY d