The closing auction print as a share of regular-session volume
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 2026-09-27, from NYSE Parity and D-Quotes: How Fills Allocate.
| ticker | listing_venue | closing_print_pct |
|---|---|---|
| KO | NYSE listed | 31.9 |
| CSCO | Nasdaq listed | 31.1 |
| JNJ | NYSE listed | 31 |
| JPM | NYSE listed | 27.4 |
| XOM | NYSE listed | 24.4 |
| MSFT | Nasdaq listed | 23.8 |
| WMT | Nasdaq listed | 23.3 |
| PEP | Nasdaq listed | 22.7 |
| AAPL | Nasdaq listed | 19.6 |
| INTC | Nasdaq listed | 11.7 |
- Rows × columns
- 10 × 3
- 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 |
|---|---|---|---|
ticker |
text | 10 distinct values (AAPL, CSCO, INTC…) | |
listing_venue |
text | 2 distinct values (NYSE listed, Nasdaq listed) | |
closing_print_pct |
number | 11.7 to 31.9 | percent |
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
ticker,
multiIf(argMax(print_exchange, trade_date) = 10, 'NYSE listed',
argMax(print_exchange, trade_date) = 12, 'Nasdaq listed', 'other venue') AS listing_venue,
round(100 * sum(auction_shares) / sum(auction_shares + continuous_shares), 1) AS closing_print_pct
FROM
(
SELECT
ticker,
toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS trade_date,
argMaxIf(exchange, size, has(conditions, 8)) AS print_exchange,
toFloat64(maxIf(size, has(conditions, 8))) AS auction_shares,
toFloat64(sumIf(size, NOT hasAny(conditions, [8, 15, 16, 38])
AND toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60
+ toMinute(toTimeZone(sip_timestamp, 'America/New_York')) BETWEEN 570 AND 959)) AS continuous_shares
FROM global_markets.stocks_trades
WHERE ticker IN ('KO', 'JPM', 'XOM', 'JNJ', 'WMT', 'AAPL', 'MSFT', 'INTC', 'CSCO', 'PEP')
AND sip_timestamp >= today() - 32
AND sip_timestamp < today() - 4
GROUP BY ticker, trade_date
HAVING countIf(has(conditions, 8)) > 0
)
GROUP BY ticker
HAVING sum(continuous_shares) > 0
ORDER BY closing_print_pct DESC
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