close_codes
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 2026-09-17, from nasdaq-closing-cross-explained.
| code | condition_name | sip_mapping |
|---|---|---|
| 8 | Closing Prints | {"UTP": "6"} |
| 15 | Market Center Official Close | {"CTA": "M", "UTP": "M"} |
| 19 | Market Center Closing Trade | {"CTA": "6"} |
| 38 | Corrected Consolidated Close (per listing market) | {"CTA": "9", "UTP": "9"} |
- Rows × columns
- 4 × 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 |
|---|---|---|---|
code |
number | 8 to 38 | |
condition_name |
text | 4 distinct values | |
sip_mapping |
text | 4 distinct values |
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.
the exact SQL behind every number
SELECT
toInt32(id) AS code,
any(name) AS condition_name,
any(toString(sip_mapping)) AS sip_mapping
FROM global_markets.stocks_condition_codes
WHERE toString(data_types) LIKE '%trade%'
AND name ILIKE '%clos%'
GROUP BY code
ORDER BY code
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.
More from this analysisnasdaq-closing-cross-explained
hourly_profile
ranking 16×4
→
close_seconds
series 20×4
→
cross_share
series 8×4
→
cross_print
table 6×6
→
Top 25 weekly-options underlyings by distinct contracts traded, with expiration weekdays
ranking 25×4
→
Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years)
ranking 25×3
→
See all 2,309 queries →