{"slug":"moc-and-moo-order-cutoff-times","qid":"close_share_by_month","label":"SPY: opening and closing window share of session volume, by month","post_title":"MOC and MOO Order Cutoff Times: NYSE & Nasdaq","post_url":"/blog/moc-and-moo-order-cutoff-times#q-close_share_by_month","columns":["month","close_window_pct","open_window_pct"],"rows":[{"month":"2024-08","close_window_pct":10.72,"open_window_pct":3.84},{"month":"2024-09","close_window_pct":9.62,"open_window_pct":3.27},{"month":"2024-10","close_window_pct":10.03,"open_window_pct":3.64},{"month":"2024-11","close_window_pct":9.87,"open_window_pct":3.68},{"month":"2024-12","close_window_pct":11.05,"open_window_pct":3.23},{"month":"2025-01","close_window_pct":9,"open_window_pct":4.08},{"month":"2025-02","close_window_pct":10.13,"open_window_pct":3.65},{"month":"2025-03","close_window_pct":8.24,"open_window_pct":2.91},{"month":"2025-04","close_window_pct":7.11,"open_window_pct":2.64},{"month":"2025-05","close_window_pct":8.49,"open_window_pct":3},{"month":"2025-06","close_window_pct":7.88,"open_window_pct":2.75},{"month":"2025-07","close_window_pct":8.12,"open_window_pct":2.79},{"month":"2025-08","close_window_pct":7.89,"open_window_pct":2.95},{"month":"2025-09","close_window_pct":8.3,"open_window_pct":3.24},{"month":"2025-10","close_window_pct":7.54,"open_window_pct":3.28},{"month":"2025-11","close_window_pct":7.28,"open_window_pct":3.29},{"month":"2025-12","close_window_pct":8.59,"open_window_pct":3.17},{"month":"2026-01","close_window_pct":7.57,"open_window_pct":3.62},{"month":"2026-02","close_window_pct":6.68,"open_window_pct":3.25},{"month":"2026-03","close_window_pct":6.54,"open_window_pct":2.84},{"month":"2026-04","close_window_pct":7.8,"open_window_pct":3.43},{"month":"2026-05","close_window_pct":9.52,"open_window_pct":2.98},{"month":"2026-06","close_window_pct":10.14,"open_window_pct":2.86},{"month":"2026-07","close_window_pct":10.6,"open_window_pct":3.3},{"month":"2026-08","close_window_pct":10.22,"open_window_pct":3.23}],"shape":"series","sql":"SELECT\n    formatDateTime(month_start, '%Y-%m')                                 AS month,\n    round(100 * sumIf(volume, et_minute_of_day >= 955) / sum(volume), 2) AS close_window_pct,\n    round(100 * sumIf(volume, et_minute_of_day <  575) / sum(volume), 2) AS open_window_pct\nFROM\n(\n    SELECT\n        toStartOfMonth(toTimeZone(window_start, 'America/New_York'))     AS month_start,\n        toHour(toTimeZone(window_start, 'America/New_York')) * 60\n            + toMinute(toTimeZone(window_start, 'America/New_York'))     AS et_minute_of_day,\n        volume\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'SPY'\n      AND window_start >= toStartOfMonth(today() - 730)\n      AND window_start <  today() - 2\n)\nWHERE et_minute_of_day >= 570 AND et_minute_of_day <= 960\nGROUP BY month_start\nORDER BY month_start","computed_at":"2026-08-22T04:16:30.552482+00:00","elapsed":0.813389688}