close_receipt
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.
last continuous time et
15:59:59
last continuous price
90.38
last continuous shares
73
last continuous conditions
[37]
closing print time et
16:00:02
closing print price
90.35
closing print shares
2.17M
closing print shares readable
2.17 million
closing print conditions
[8,41]
official close
90.35
print vs close gap
0
print vs last minute
5.8
- Rows × columns
- 1 × 12
- 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 |
|---|---|---|---|
last_continuous_time_et |
text | 1 distinct value (15:59:59) | |
last_continuous_price |
number | every row is 90.38 | US dollars |
last_continuous_shares |
number | every row is 73 | count |
last_continuous_conditions |
text | 1 distinct value ([37]) | |
closing_print_time_et |
text | 1 distinct value (16:00:02) | |
closing_print_price |
number | every row is 90.35 | US dollars |
closing_print_shares |
number | every row is 2,168,975 | count |
closing_print_shares_readable |
text | 1 distinct value (2.17 million) | |
closing_print_conditions |
text | 1 distinct value ([8,41]) | |
official_close |
number | every row is 90.35 | US dollars |
print_vs_close_gap |
number | every row is 0 | US dollars |
print_vs_last_minute |
number | every row is 5.8 |
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.
the exact SQL behind every number
WITH
toDateTime('2026-08-19 20:00:00', 'UTC') AS bell,
(
SELECT round(toFloat64(any(close)), 2)
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'KO'
AND date = toDate('2026-08-19')
) AS official_close
SELECT
formatDateTime(toTimeZone(maxIf(sip_timestamp, sip_timestamp < bell), 'America/New_York'), '%H:%i:%S') AS last_continuous_time_et,
round(toFloat64(argMaxIf(price, sip_timestamp, sip_timestamp < bell)), 2) AS last_continuous_price,
toUInt64(argMaxIf(size, sip_timestamp, sip_timestamp < bell)) AS last_continuous_shares,
toString(argMaxIf(conditions, sip_timestamp, sip_timestamp < bell)) AS last_continuous_conditions,
formatDateTime(toTimeZone(argMaxIf(sip_timestamp, size, sip_timestamp >= bell), 'America/New_York'), '%H:%i:%S') AS closing_print_time_et,
round(toFloat64(argMaxIf(price, size, sip_timestamp >= bell)), 2) AS closing_print_price,
toUInt64(maxIf(size, sip_timestamp >= bell)) AS closing_print_shares,
formatReadableQuantity(toFloat64(maxIf(size, sip_timestamp >= bell))) AS closing_print_shares_readable,
toString(argMaxIf(conditions, size, sip_timestamp >= bell)) AS closing_print_conditions,
official_close,
round(abs(round(toFloat64(argMaxIf(price, size, sip_timestamp >= bell)), 2) - official_close), 2) AS print_vs_close_gap,
round(toFloat64(maxIf(size, sip_timestamp >= bell)) / toFloat64(sumIf(size, sip_timestamp < bell)), 1) AS print_vs_last_minute
FROM global_markets.stocks_trades
WHERE ticker = 'KO'
AND sip_timestamp >= toDateTime('2026-08-19 19:59:00', 'UTC')
AND sip_timestamp < toDateTime('2026-08-19 20:05:00', 'UTC')
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