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Gap between the 3:50 p.m. price and the official close, July 2026 sessions

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.

as of ranking 6×3read in context →
Gap between the 3:50 p.m. price and the official close, July 2026 sessions — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickermedian_move_bpslargest_move_bps
XOM2342.7
PG18.575.9
JPM14.336.8
KO13.241.9
HD1346.6
JNJ1336.1
Rows × columns
6 × 3
Computed
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 Gap between the 3:50 p.m. price and the official close, July 2026 sessions, derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (HD, JNJ, JPM…)
median_move_bps number 13 to 23
largest_move_bps number 36.1 to 75.9

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
    d.sym AS ticker,
    round(quantileDeterministic(0.5)(abs(d.official_close / m.px_1550 - 1) * 10000,
                                     toUInt64(toUnixTimestamp(d.session_date))), 1) AS median_move_bps,
    round(max(abs(d.official_close / m.px_1550 - 1) * 10000), 1)                    AS largest_move_bps
FROM
(
    SELECT
        ticker                AS sym,
        date                  AS session_date,
        max(toFloat64(close)) AS official_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('JNJ', 'JPM', 'KO', 'PG', 'HD', 'XOM')
      AND date >= '2026-07-01'
      AND date <  '2026-08-01'
    GROUP BY sym, session_date
) AS d
INNER JOIN
(
    SELECT
        ticker                                               AS sym,
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        max(toFloat64(close))                                AS px_1550
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('JNJ', 'JPM', 'KO', 'PG', 'HD', 'XOM')
      AND window_start >= '2026-07-01'
      AND window_start <  '2026-08-01'
      AND toHour(toTimeZone(window_start, 'America/New_York'))   = 15
      AND toMinute(toTimeZone(window_start, 'America/New_York')) = 50
    GROUP BY sym, session_date
) AS m ON m.sym = d.sym AND m.session_date = d.session_date
GROUP BY d.sym
ORDER BY median_move_bps DESC, ticker
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