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Closing cross print as a share of full-day volume, eight Nasdaq-listed names, September 10, 2026

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: NOII and MOC.

as of series 8×4read in context →
Closing cross print as a share of full-day volume, eight Nasdaq-listed names, September 10, 2026 — 8 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickercross_print_mnday_volume_mncross_pct_of_day
MSFT3.951624.6
AMZN5.9725.523.4
COST0.371.919.4
GOOGL3.5523.615.1
NVDA13.77105.813
META2.7321.512.7
AAPL6.6709.4
TSLA1.6429.75.5
Rows × columns
8 × 4
Computed
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 Closing cross print as a share of full-day volume, eight Nasdaq-listed names, September 10, 2026, derived from the stored result.
ColumnTypeRangeNotes
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 , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

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
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