close_seconds

Name: close_seconds
Creator: Strasmore
Published: 2026-09-17
License: https://www.strasmore.com/terms/

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.

as of 2026-09-17 series 20×4read in context →

close_seconds — 20 rows by 4 columns, computed 2026-09-17 from US exchange, SIP and OPRA data.
et_time	trades	volume_mn	pct_of_window
15:59:50	564	0.033	0.2
15:59:51	363	0.025	0.2
15:59:52	142	0.011	0.1
15:59:53	264	0.019	0.1
15:59:54	199	0.015	0.1
15:59:55	340	0.024	0.2
15:59:56	161	0.01	0.1
15:59:57	251	0.018	0.1
15:59:58	440	0.04	0.3
15:59:59	194	0.025	0.2
16:00:00	30	13.318	96.8
16:00:01	54	0.175	1.3
16:00:02	22	0.017	0.1
16:00:03	10	0.002	0
16:00:04	12	0.004	0
16:00:05	7	0.002	0
16:00:06	12	0.014	0.1
16:00:07	1	0	0
16:00:08	9	0.003	0
16:00:09	7	0	0

Rows × columns: 20 × 4
Computed: 2026-09-17
Completeness: No missing values
Source: US exchange, SIP and OPRA market data
Licence: Strasmore terms · free, no signup
Formats: JSON · CSV · the SQL below

What each column holds

Column definitions for close_seconds, derived from the stored result.
Column	Type	Range	Notes
`et_time`	text	20 distinct values (15:59:50, 15:59:51, 15:59:52…)
`trades`	number	1 to 564	count
`volume_mn`	number	0 to 13.318	count
`pct_of_window`	number	0 to 96.8	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 2026-09-17, and the query below is what returned them.

the exact SQL behind every number

SELECT
    formatDateTime(toTimeZone(cal.s, 'America/New_York'), '%H:%i:%S')      AS et_time,
    toUInt32(ifNull(t.trades, 0))                                          AS trades,
    round(ifNull(t.shares, 0) / 1e6, 3)                                    AS volume_mn,
    round(100 * ifNull(t.shares, 0) / sum(ifNull(t.shares, 0)) OVER (), 1) AS pct_of_window
FROM
(
    SELECT
        toDateTime('2026-09-10 19:59:50', 'UTC') + arrayJoin(range(20)) AS s,
        toUnixTimestamp(s)                                               AS ts
) AS cal
LEFT JOIN
(
    SELECT
        toUnixTimestamp(toDateTime(sip_timestamp)) AS ts,
        count()                                    AS trades,
        toFloat64(sum(size))                       AS shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-09-10 19:59:50', 'UTC')
      AND sip_timestamp <  toDateTime('2026-09-10 20:00:10', 'UTC')
    GROUP BY ts
) AS t ON t.ts = cal.ts
ORDER BY cal.s

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