Share of regular-session volume in the opening minute, the 12:30 minute, and the closing cross, August 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 2026-09-28, from Nasdaq Opening Cross Explained: 4 a.m. to 9:30.
| ticker | opening_minute_pct | midday_minute_pct | closing_cross_pct |
|---|---|---|---|
| AAPL | 2.73 | 0.28 | 18.29 |
| AMZN | 3.25 | 0.14 | 13.94 |
| MSFT | 3.12 | 0.11 | 17.06 |
| NVDA | 2.56 | 0.2 | 11.95 |
| TSLA | 1.56 | 0.19 | 7.76 |
- Rows × columns
- 5 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 5 distinct values (AAPL, AMZN, MSFT…) | |
opening_minute_pct |
number | 1.56 to 3.25 | percent |
midday_minute_pct |
number | 0.11 to 0.28 | percent |
closing_cross_pct |
number | 7.76 to 18.29 | 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
b.ticker AS ticker,
round(100 * sum(b.open_minute) / sum(b.continuous_shares + p.closing_print), 2) AS opening_minute_pct,
round(100 * sum(b.midday_minute) / sum(b.continuous_shares + p.closing_print), 2) AS midday_minute_pct,
round(100 * sum(p.closing_print) / sum(b.continuous_shares + p.closing_print), 2) AS closing_cross_pct
FROM
(
SELECT
ticker,
d,
sumIf(v, et_min = 570) AS open_minute,
sumIf(v, et_min = 750) AS midday_minute,
sum(v) AS continuous_shares
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 04:00:00'
AND window_start < '2026-09-01 04:00:00'
)
WHERE et_min BETWEEN 570 AND 959
GROUP BY ticker, d
) AS b
INNER JOIN
(
SELECT
ticker,
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 IN ('AAPL', 'MSFT', 'NVDA', 'AMZN', 'TSLA')
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 ticker, d
HAVING countIf(has(conditions, 8)) > 0
) AS p ON p.ticker = b.ticker AND p.d = b.d
GROUP BY ticker
HAVING sum(b.continuous_shares) > 0
ORDER BY ticker
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