{"slug":"nyse-imbalance-messages-explained","qid":"auction_bar_share","label":"Share of regular-session volume printed in the opening and closing auction minutes, July 2026","post_title":"NYSE Imbalance Messages: How to Read Them","post_url":"/blog/nyse-imbalance-messages-explained#q-auction_bar_share","columns":["ticker","opening_bar_pct","closing_bar_pct"],"rows":[{"ticker":"JPM","opening_bar_pct":3.32,"closing_bar_pct":2.66},{"ticker":"JNJ","opening_bar_pct":3.24,"closing_bar_pct":2.56},{"ticker":"KO","opening_bar_pct":3.86,"closing_bar_pct":1.94},{"ticker":"WMT","opening_bar_pct":3.16,"closing_bar_pct":1.55},{"ticker":"PG","opening_bar_pct":3.01,"closing_bar_pct":0.52},{"ticker":"XOM","opening_bar_pct":1.39,"closing_bar_pct":0}],"shape":"ranking","sql":"SELECT\n    ticker,\n    round(100 * toFloat64(sumIf(volume, minute_of_day = 570)) / toFloat64(sum(volume)), 2) AS opening_bar_pct,\n    round(100 * toFloat64(sumIf(volume, minute_of_day = 960)) / toFloat64(sum(volume)), 2) AS closing_bar_pct\nFROM\n(\n    SELECT\n        ticker,\n        volume,\n        toHour(toTimeZone(window_start, 'America/New_York')) * 60\n          + toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker IN ('JNJ', 'JPM', 'KO', 'PG', 'WMT', 'XOM')\n      AND window_start >= '2026-07-01'\n      AND window_start <  '2026-08-01'\n)\nWHERE minute_of_day BETWEEN 570 AND 960\nGROUP BY ticker\nORDER BY closing_bar_pct DESC","computed_at":"2026-08-19T15:13:15.982359+00:00","elapsed":0.002769816}