{"slug":"is-cross-trading-legal","qid":"auction_share","label":"auction_share","post_title":"is-cross-trading-legal","post_url":"/blog/is-cross-trading-legal#q-auction_share","columns":["date","date_pretty","opening_cross_pct","closing_cross_pct"],"rows":[{"date":"2026-06-01","date_pretty":"June 1","opening_cross_pct":1.59,"closing_cross_pct":0.39},{"date":"2026-06-02","date_pretty":"June 2","opening_cross_pct":1.21,"closing_cross_pct":0.39},{"date":"2026-06-03","date_pretty":"June 3","opening_cross_pct":0.81,"closing_cross_pct":0.89},{"date":"2026-06-04","date_pretty":"June 4","opening_cross_pct":1.3,"closing_cross_pct":0.3},{"date":"2026-06-05","date_pretty":"June 5","opening_cross_pct":0.44,"closing_cross_pct":0.47},{"date":"2026-06-08","date_pretty":"June 8","opening_cross_pct":1.92,"closing_cross_pct":0.36},{"date":"2026-06-09","date_pretty":"June 9","opening_cross_pct":0.58,"closing_cross_pct":0.54},{"date":"2026-06-10","date_pretty":"June 10","opening_cross_pct":0.91,"closing_cross_pct":0.84},{"date":"2026-06-11","date_pretty":"June 11","opening_cross_pct":1.06,"closing_cross_pct":0.65},{"date":"2026-06-12","date_pretty":"June 12","opening_cross_pct":1.04,"closing_cross_pct":0.5},{"date":"2026-06-15","date_pretty":"June 15","opening_cross_pct":1.75,"closing_cross_pct":0.84},{"date":"2026-06-16","date_pretty":"June 16","opening_cross_pct":0.68,"closing_cross_pct":0.44},{"date":"2026-06-17","date_pretty":"June 17","opening_cross_pct":0.32,"closing_cross_pct":0.29},{"date":"2026-06-18","date_pretty":"June 18","opening_cross_pct":0.97,"closing_cross_pct":0.52},{"date":"2026-06-22","date_pretty":"June 22","opening_cross_pct":1.21,"closing_cross_pct":0.39},{"date":"2026-06-23","date_pretty":"June 23","opening_cross_pct":1.34,"closing_cross_pct":0.43},{"date":"2026-06-24","date_pretty":"June 24","opening_cross_pct":0.87,"closing_cross_pct":0.64},{"date":"2026-06-25","date_pretty":"June 25","opening_cross_pct":0.99,"closing_cross_pct":0.89},{"date":"2026-06-26","date_pretty":"June 26","opening_cross_pct":0.86,"closing_cross_pct":1.09},{"date":"2026-06-29","date_pretty":"June 29","opening_cross_pct":1.09,"closing_cross_pct":0.78},{"date":"2026-06-30","date_pretty":"June 30","opening_cross_pct":0.53,"closing_cross_pct":2.06}],"shape":"series","sql":"SELECT\n    toString(d)                                                  AS date,\n    concat(monthName(d), ' ', toString(toDayOfMonth(d)))         AS date_pretty,\n    round(100 * toFloat64(open_bar)  / toFloat64(day_shares), 2) AS opening_cross_pct,\n    round(100 * toFloat64(close_bar) / toFloat64(day_shares), 2) AS closing_cross_pct\nFROM\n(\n    SELECT\n        toDate(toTimeZone(window_start, 'America/New_York')) AS d,\n        sumIf(volume, toHour(toTimeZone(window_start, 'America/New_York')) * 60\n                    + toMinute(toTimeZone(window_start, 'America/New_York')) = 570) AS open_bar,\n        sumIf(volume, toHour(toTimeZone(window_start, 'America/New_York')) * 60\n                    + toMinute(toTimeZone(window_start, 'America/New_York')) = 960) AS close_bar,\n        sum(volume)                                          AS day_shares\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'SPY'\n      AND window_start >= toDateTime('2026-06-01 00:00:00', 'UTC')\n      AND window_start <  toDateTime('2026-07-01 05:00:00', 'UTC')\n    GROUP BY d\n    HAVING sum(volume) > 0\n)\nORDER BY d","computed_at":"2026-09-20T16:59:11.919333+00:00","elapsed":0.011056242}