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The receipt: KO's last continuous trade, its closing auction print, and the daily bar's close (Aug 19, 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 NYSE Closing Auction Explained: How It Works.

as of scalar 1×12read in context →
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for The receipt: KO's last continuous trade, its closing auction print, and the daily bar's close (Aug 19, 2026), derived from the stored result.
ColumnTypeRangeNotes
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.

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.

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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