{"slug":"nasdaq-closing-cross-explained","qid":"close_seconds","label":"close_seconds","post_title":"nasdaq-closing-cross-explained","post_url":"/blog/nasdaq-closing-cross-explained#q-close_seconds","columns":["et_time","trades","volume_mn","pct_of_window"],"rows":[{"et_time":"15:59:50","trades":564,"volume_mn":0.033,"pct_of_window":0.2},{"et_time":"15:59:51","trades":363,"volume_mn":0.025,"pct_of_window":0.2},{"et_time":"15:59:52","trades":142,"volume_mn":0.011,"pct_of_window":0.1},{"et_time":"15:59:53","trades":264,"volume_mn":0.019,"pct_of_window":0.1},{"et_time":"15:59:54","trades":199,"volume_mn":0.015,"pct_of_window":0.1},{"et_time":"15:59:55","trades":340,"volume_mn":0.024,"pct_of_window":0.2},{"et_time":"15:59:56","trades":161,"volume_mn":0.01,"pct_of_window":0.1},{"et_time":"15:59:57","trades":251,"volume_mn":0.018,"pct_of_window":0.1},{"et_time":"15:59:58","trades":440,"volume_mn":0.04,"pct_of_window":0.3},{"et_time":"15:59:59","trades":194,"volume_mn":0.025,"pct_of_window":0.2},{"et_time":"16:00:00","trades":30,"volume_mn":13.318,"pct_of_window":96.8},{"et_time":"16:00:01","trades":54,"volume_mn":0.175,"pct_of_window":1.3},{"et_time":"16:00:02","trades":22,"volume_mn":0.017,"pct_of_window":0.1},{"et_time":"16:00:03","trades":10,"volume_mn":0.002,"pct_of_window":0},{"et_time":"16:00:04","trades":12,"volume_mn":0.004,"pct_of_window":0},{"et_time":"16:00:05","trades":7,"volume_mn":0.002,"pct_of_window":0},{"et_time":"16:00:06","trades":12,"volume_mn":0.014,"pct_of_window":0.1},{"et_time":"16:00:07","trades":1,"volume_mn":0,"pct_of_window":0},{"et_time":"16:00:08","trades":9,"volume_mn":0.003,"pct_of_window":0},{"et_time":"16:00:09","trades":7,"volume_mn":0,"pct_of_window":0}],"shape":"series","sql":"SELECT\n    formatDateTime(toTimeZone(cal.s, 'America/New_York'), '%H:%i:%S')      AS et_time,\n    toUInt32(ifNull(t.trades, 0))                                          AS trades,\n    round(ifNull(t.shares, 0) / 1e6, 3)                                    AS volume_mn,\n    round(100 * ifNull(t.shares, 0) / sum(ifNull(t.shares, 0)) OVER (), 1) AS pct_of_window\nFROM\n(\n    SELECT\n        toDateTime('2026-09-10 19:59:50', 'UTC') + arrayJoin(range(20)) AS s,\n        toUnixTimestamp(s)                                               AS ts\n) AS cal\nLEFT JOIN\n(\n    SELECT\n        toUnixTimestamp(toDateTime(sip_timestamp)) AS ts,\n        count()                                    AS trades,\n        toFloat64(sum(size))                       AS shares\n    FROM global_markets.stocks_trades\n    WHERE ticker = 'AAPL'\n      AND sip_timestamp >= toDateTime('2026-09-10 19:59:50', 'UTC')\n      AND sip_timestamp <  toDateTime('2026-09-10 20:00:10', 'UTC')\n    GROUP BY ts\n) AS t ON t.ts = cal.ts\nORDER BY cal.s","computed_at":"2026-09-17T15:23:02.496933+00:00","elapsed":0.15634879}