open_minute_share

Name: open_minute_share
Creator: Strasmore
Published: 2026-09-18
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 2026-09-18, from nasdaq-opening-cross-explained.

as of 2026-09-18 ranking 5×4read in context →

open_minute_share — 5 rows by 4 columns, computed 2026-09-18 from US exchange, SIP and OPRA data.
ticker	opening_minute_pct	midday_minute_pct	closing_minute_pct
AAPL	3.25	0.33	2.86
AMZN	3.72	0.16	1.71
MSFT	3.62	0.13	3.71
NVDA	2.83	0.22	2.43
TSLA	1.69	0.21	0.5

Rows × columns: 5 × 4
Computed: 2026-09-18
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 open_minute_share, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	5 distinct values (AAPL, AMZN, MSFT…)
`opening_minute_pct`	number	1.69 to 3.72	percent
`midday_minute_pct`	number	0.13 to 0.33	percent
`closing_minute_pct`	number	0.5 to 3.71	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 2026-09-18, and the query below is what returned them.

the exact SQL behind every number

SELECT
    ticker,
    round(100 * sumIf(v, et_min = 570) / sum(v), 2) AS opening_minute_pct,
    round(100 * sumIf(v, et_min = 750) / sum(v), 2) AS midday_minute_pct,
    round(100 * sumIf(v, et_min = 960) / sum(v), 2) AS closing_minute_pct
FROM
(
    SELECT
        ticker,
        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 IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'TSLA')
      AND window_start >= '2026-08-03 00:00:00'
      AND window_start <  '2026-09-01 00:00:00'
)
WHERE d BETWEEN '2026-08-03' AND '2026-08-31'
  AND et_min BETWEEN 570 AND 960
GROUP BY ticker
HAVING sum(v) > 0
ORDER BY ticker

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