{"slug":"nyse-imbalance-messages-explained","qid":"close_ramp","label":"Coca-Cola average volume per five-minute bucket, 3:00 p.m. ET to the close, July 2026","post_title":"NYSE Imbalance Messages: How to Read Them","post_url":"/blog/nyse-imbalance-messages-explained#q-close_ramp","columns":["et_time","avg_shares_k"],"rows":[{"et_time":"15:00","avg_shares_k":136.3},{"et_time":"15:05","avg_shares_k":126.7},{"et_time":"15:10","avg_shares_k":125.5},{"et_time":"15:15","avg_shares_k":122.8},{"et_time":"15:20","avg_shares_k":135.4},{"et_time":"15:25","avg_shares_k":138.7},{"et_time":"15:30","avg_shares_k":169.2},{"et_time":"15:35","avg_shares_k":153.8},{"et_time":"15:40","avg_shares_k":193.4},{"et_time":"15:45","avg_shares_k":379.8},{"et_time":"15:50","avg_shares_k":392.6},{"et_time":"15:55","avg_shares_k":1090.2},{"et_time":"16:00","avg_shares_k":260.2}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 5 MINUTE), '%H:%i') AS et_time,\n    round(toFloat64(sum(volume))\n          / countDistinct(toDate(toTimeZone(window_start, 'America/New_York')))\n          / 1000, 1) AS avg_shares_k\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker = 'KO'\n  AND window_start >= '2026-07-01'\n  AND window_start <  '2026-08-01'\n  AND toHour(toTimeZone(window_start, 'America/New_York')) * 60\n      + toMinute(toTimeZone(window_start, 'America/New_York')) >= 900\n  AND toHour(toTimeZone(window_start, 'America/New_York')) * 60\n      + toMinute(toTimeZone(window_start, 'America/New_York')) <  965\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-08-19T15:13:16.073084+00:00","elapsed":0.002411718}