{"slug":"nyse-imbalance-messages-explained","qid":"drift_direction","label":"How often the close finished above the 3:50 p.m. price, July 2026 sessions","post_title":"NYSE Imbalance Messages: How to Read Them","post_url":"/blog/nyse-imbalance-messages-explained#q-drift_direction","columns":["ticker","pct_closed_higher","pct_moved_over_10bps"],"rows":[{"ticker":"PG","pct_closed_higher":68.2,"pct_moved_over_10bps":72.7},{"ticker":"JNJ","pct_closed_higher":63.6,"pct_moved_over_10bps":68.2},{"ticker":"XOM","pct_closed_higher":59.1,"pct_moved_over_10bps":81.8},{"ticker":"JPM","pct_closed_higher":59.1,"pct_moved_over_10bps":59.1},{"ticker":"KO","pct_closed_higher":54.5,"pct_moved_over_10bps":72.7},{"ticker":"WMT","pct_closed_higher":31.8,"pct_moved_over_10bps":54.5}],"shape":"ranking","sql":"SELECT\n    d.sym AS ticker,\n    round(100 * countIf(d.official_close > m.px_1550) / count(), 1)                       AS pct_closed_higher,\n    round(100 * countIf(abs(d.official_close / m.px_1550 - 1) * 10000 > 10) / count(), 1) AS pct_moved_over_10bps\nFROM\n(\n    SELECT\n        ticker                AS sym,\n        date                  AS session_date,\n        max(toFloat64(close)) AS official_close\n    FROM global_markets.stocks_daily_aggs\n    WHERE ticker IN ('JNJ', 'JPM', 'KO', 'PG', 'WMT', 'XOM')\n      AND date >= '2026-07-01'\n      AND date <  '2026-08-01'\n    GROUP BY sym, session_date\n) AS d\nINNER JOIN\n(\n    SELECT\n        ticker                                               AS sym,\n        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,\n        max(toFloat64(close))                                AS px_1550\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      AND toHour(toTimeZone(window_start, 'America/New_York'))   = 15\n      AND toMinute(toTimeZone(window_start, 'America/New_York')) = 50\n    GROUP BY sym, session_date\n) AS m ON m.sym = d.sym AND m.session_date = d.session_date\nGROUP BY d.sym\nORDER BY pct_closed_higher DESC","computed_at":"2026-08-19T15:13:16.253797+00:00","elapsed":0.003252067}