cross_share

Name: cross_share
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 8×4read in context →

cross_share — 8 rows by 4 columns, computed 2026-09-17 from US exchange, SIP and OPRA data.
ticker	cross_print_mn	day_volume_mn	cross_pct_of_day
MSFT	3.95	16	24.6
AMZN	5.97	25.5	23.4
COST	0.37	1.9	19.4
GOOGL	3.55	23.6	15.1
NVDA	13.77	105.8	13
META	2.73	21.5	12.7
AAPL	6.6	70	9.4
TSLA	1.64	29.7	5.5

Rows × columns: 8 × 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 cross_share, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	8 distinct values (AAPL, AMZN, COST…)
`cross_print_mn`	number	0.37 to 13.77
`day_volume_mn`	number	1.9 to 105.8	count
`cross_pct_of_day`	number	5.5 to 24.6	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
    c.ticker                                        AS ticker,
    round(c.cross_shares / 1e6, 2)                  AS cross_print_mn,
    round(d.day_volume / 1e6, 1)                    AS day_volume_mn,
    round(100 * c.cross_shares / d.day_volume, 1)   AS cross_pct_of_day
FROM
(
    SELECT ticker, toFloat64(max(size)) AS cross_shares
    FROM global_markets.stocks_trades
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'META', 'GOOGL', 'TSLA', 'COST')
      AND sip_timestamp >= toDateTime('2026-09-10 20:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-09-10 20:00:10', 'UTC')
    GROUP BY ticker
) AS c
INNER JOIN
(
    SELECT ticker, toFloat64(max(volume)) AS day_volume
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'META', 'GOOGL', 'TSLA', 'COST')
      AND date = toDate('2026-09-10')
    GROUP BY ticker
) AS d ON d.ticker = c.ticker
ORDER BY cross_pct_of_day DESC

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

close_seconds series 20×4 → hourly_profile ranking 16×4 → cross_print table 6×6 → close_codes ranking 4×3 → One SPY $600 LEAPS call's price over two years (expired Jan 16 2026) series 470×2 → monthly series 241×4 → See all 2,309 queries →