{"slug":"nyse-parity-and-d-quote-orders","qid":"auction_share","label":"Share of regular-session volume printed in the 16:00 ET minute","post_title":"NYSE Parity and D-Quotes: How Fills Allocate","post_url":"/blog/nyse-parity-and-d-quote-orders#q-auction_share","columns":["ticker","listing_venue","closing_print_pct"],"rows":[{"ticker":"JPM","listing_venue":"NYSE listed","closing_print_pct":2.9},{"ticker":"JNJ","listing_venue":"NYSE listed","closing_print_pct":2.8},{"ticker":"MSFT","listing_venue":"Nasdaq listed","closing_print_pct":2.8},{"ticker":"PEP","listing_venue":"Nasdaq listed","closing_print_pct":2.7},{"ticker":"AAPL","listing_venue":"Nasdaq listed","closing_print_pct":2.6},{"ticker":"CSCO","listing_venue":"Nasdaq listed","closing_print_pct":2.5},{"ticker":"WMT","listing_venue":"NYSE listed","closing_print_pct":2.1},{"ticker":"KO","listing_venue":"NYSE listed","closing_print_pct":2},{"ticker":"XOM","listing_venue":"NYSE listed","closing_print_pct":0.8},{"ticker":"INTC","listing_venue":"Nasdaq listed","closing_print_pct":0.7}],"shape":"ranking","sql":"SELECT\n    ticker,\n    multiIf(ticker IN ('KO', 'JPM', 'XOM', 'JNJ', 'WMT'), 'NYSE listed', 'Nasdaq listed') AS listing_venue,\n    round(100 * sumIf(shares, minute_of_day = 960) / sum(shares), 1) AS closing_print_pct\nFROM\n(\n    SELECT\n        ticker,\n        toFloat64(volume) AS shares,\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 ('KO', 'JPM', 'XOM', 'JNJ', 'WMT', 'AAPL', 'MSFT', 'INTC', 'CSCO', 'PEP')\n      AND window_start >= today() - 95\n      AND window_start <  today() - 4\n)\nWHERE minute_of_day >= 570 AND minute_of_day <= 960\nGROUP BY ticker\nHAVING sum(shares) > 0\nORDER BY closing_print_pct DESC","computed_at":"2026-08-22T04:17:43.613444+00:00","elapsed":0.630452353}