auction_share

Name: auction_share
Creator: Strasmore
Published: 2026-09-19
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 2026-09-19, from nyse-closing-auction-explained.

as of 2026-09-19 series 8×4read in context →

auction_share — 8 rows by 4 columns, computed 2026-09-19 from US exchange, SIP and OPRA data.
ticker	closing_print_millions	day_volume_millions	closing_print_pct_of_day
XOM	3.1	13.6	22.7
JPM	1.33	6.7	19.9
CAT	0.7	4.1	17
DIS	1.32	8	16.4
WMT	4.86	34.3	14.2
KO	2.17	16	13.6
PG	1.57	13.9	11.3
HD	0.53	5	10.7

Rows × columns: 8 × 4
Computed: 2026-09-19
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 auction_share, derived from the stored result.
Column	Type	Range	Notes
`ticker`	text	8 distinct values (CAT, DIS, HD…)
`closing_print_millions`	number	0.53 to 4.86
`day_volume_millions`	number	4.1 to 34.3	count
`closing_print_pct_of_day`	number	10.7 to 22.7	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 2026-09-19, and the query below is what returned them.

the exact SQL behind every number

SELECT
    t.ticker                                                               AS ticker,
    round(toFloat64(t.closing_print) / 1e6, 2)                             AS closing_print_millions,
    round(toFloat64(d.day_volume) / 1e6, 1)                                AS day_volume_millions,
    round(toFloat64(t.closing_print) / toFloat64(d.day_volume) * 100, 1)   AS closing_print_pct_of_day
FROM
(
    SELECT ticker, max(size) AS closing_print
    FROM global_markets.stocks_trades
    WHERE ticker IN ('KO', 'JPM', 'XOM', 'PG', 'WMT', 'DIS', 'HD', 'CAT')
      AND sip_timestamp >= toDateTime('2026-08-19 20:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-08-19 20:05:00', 'UTC')
    GROUP BY ticker
) AS t
INNER JOIN
(
    SELECT ticker, max(volume) AS day_volume
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('KO', 'JPM', 'XOM', 'PG', 'WMT', 'DIS', 'HD', 'CAT')
      AND date = toDate('2026-08-19')
    GROUP BY ticker
) AS d ON d.ticker = t.ticker
ORDER BY closing_print_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 analysisnyse-closing-auction-explained

final_seconds series 19×5 → close_codes table 5×3 → close_receipt scalar 1×12 → spread_monthly series 604×5 → One SPY $600 LEAPS call's price over two years (expired Jan 16 2026) series 470×2 → 3m10y and 2s10s spreads, monthly averages over twenty years series 241×4 → See all 2,401 queries →