final_seconds

Name: final_seconds
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 19×5read in context →

final_seconds — 19 rows by 5 columns, computed 2026-09-19 from US exchange, SIP and OPRA data.
et_time	trade_count	volume	last_price	largest_print_conditions
15:59:50	67	4169	90.33	[14,41]
15:59:51	51	3407	90.34	[]
15:59:52	66	4714	90.35	[]
15:59:53	58	7900	90.34	[14,41]
15:59:54	75	15225	90.34	[14,41]
15:59:55	85	15803	90.34	[]
15:59:56	43	6391	90.34	[14,41]
15:59:57	38	5022	90.38	[14,41]
15:59:58	32	8890	90.36	[]
15:59:59	53	20243	90.38	[]
16:00:00	2	3395	90.37	[15]
16:00:02	46	4494556	90.35	[8,41]
16:00:03	3	9958	90.35	[12]
16:00:04	8	2407	90.35	[12]
16:00:05	1	11804	90.35	[12]
16:00:09	1	12	90.35	[12,37]
16:00:11	15	91035	90.35	[12,22]
16:00:22	1	89315	90.35	[12,22,41]
16:00:25	10	59745	90.35	[12,22,41]

Rows × columns: 19 × 5
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 final_seconds, derived from the stored result.
Column	Type	Range	Notes
`et_time`	text	19 distinct values (15:59:50, 15:59:51, 15:59:52…)
`trade_count`	number	1 to 85	count
`volume`	number	12 to 4,494,556	count
`last_price`	number	90.33 to 90.38	US dollars
`largest_print_conditions`	text	8 distinct values ([12,22,41], [12,22], [12,37]…)

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
    formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') AS et_time,
    count()                                                                  AS trade_count,
    toUInt64(sum(size))                                                      AS volume,
    round(toFloat64(argMax(price, sip_timestamp)), 2)                        AS last_price,
    toString(argMax(conditions, size))                                       AS largest_print_conditions
FROM global_markets.stocks_trades
WHERE ticker = 'KO'
  AND sip_timestamp >= toDateTime('2026-08-19 19:59:50', 'UTC')
  AND sip_timestamp <  toDateTime('2026-08-19 20:00:30', 'UTC')
GROUP BY et_time
ORDER BY et_time

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.

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