Coca-Cola average volume per five-minute bucket from 3:00 p.m. ET, then the closing auction print, July 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 Imbalance Messages: How to Read Them.
| et_time | avg_shares_k |
|---|---|
| 15:00 | 147.6 |
| 15:05 | 126.7 |
| 15:10 | 125.5 |
| 15:15 | 122.8 |
| 15:20 | 135.4 |
| 15:25 | 138.7 |
| 15:30 | 169.2 |
| 15:35 | 153.8 |
| 15:40 | 193.4 |
| 15:45 | 379.8 |
| 15:50 | 392.6 |
| 15:55 | 1090.2 |
| 16:00 | 2915.6 |
- Rows × columns
- 13 × 2
- 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 |
|---|---|---|---|
et_time |
text | 13 distinct values (15:00, 15:05, 15:10…) | |
avg_shares_k |
number | 122.8 to 2,915.6 | count |
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.
SELECT
et_time,
round(sum(shares) / countDistinct(trade_date) / 1000, 1) AS avg_shares_k
FROM
(
SELECT
toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS trade_date,
if(has(conditions, 8), '16:00',
formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 5 MINUTE), '%H:%i')) AS et_time,
toFloat64(size) AS shares
FROM global_markets.stocks_trades
WHERE ticker = 'KO'
AND sip_timestamp >= '2026-07-01 00:00:00'
AND sip_timestamp < '2026-08-01 00:00:00'
AND NOT hasAny(conditions, [15, 16, 38])
AND (has(conditions, 8)
OR toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60
+ toMinute(toTimeZone(sip_timestamp, 'America/New_York')) BETWEEN 900 AND 959)
)
GROUP BY et_time
ORDER BY et_time
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.