AAPL: opening-minute and closing-cross share of regular-session volume, by session

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
    toString(b.d)                                                               AS session,
    round(100 * b.open_minute / (b.continuous_shares + p.closing_print), 2)    AS opening_minute_pct,
    round(100 * p.closing_print / (b.continuous_shares + p.closing_print), 2)  AS closing_cross_pct,
    concat(monthName(b.d), ' ', toString(toDayOfMonth(b.d)))                    AS session_label
FROM
(
    SELECT
        d,
        sumIf(v, et_min = 570) AS open_minute,
        sum(v)                 AS continuous_shares
    FROM
    (
        SELECT
            toDate(toTimeZone(window_start, 'America/New_York'))        AS d,
            toHour(toTimeZone(window_start, 'America/New_York')) * 60
              + toMinute(toTimeZone(window_start, 'America/New_York')) AS et_min,
            toFloat64(volume)                                           AS v
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'AAPL'
          AND window_start >= '2026-08-03 04:00:00'
          AND window_start <  '2026-09-01 04:00:00'
    )
    WHERE et_min BETWEEN 570 AND 959
    GROUP BY d
    HAVING sum(v) > 0
) AS b
INNER JOIN
(
    SELECT
        toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS d,
        toFloat64(maxIf(size, has(conditions, 8)))            AS closing_print
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= '2026-08-03 04:00:00'
      AND sip_timestamp <  '2026-09-01 04:00:00'
      AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) = 16
      AND toMinute(toTimeZone(sip_timestamp, 'America/New_York')) < 10
    GROUP BY d
    HAVING countIf(has(conditions, 8)) > 0
) AS p ON p.d = b.d
ORDER BY b.d