{"slug":"nyse-parity-and-d-quote-orders","qid":"auction_trend","label":"Coca-Cola closing print as a share of session volume, by month","post_title":"NYSE Parity and D-Quotes: How Fills Allocate","post_url":"/blog/nyse-parity-and-d-quote-orders#q-auction_trend","columns":["month","closing_print_pct"],"rows":[{"month":"2024-08","closing_print_pct":2.5},{"month":"2024-09","closing_print_pct":7.1},{"month":"2024-10","closing_print_pct":3.3},{"month":"2024-11","closing_print_pct":4},{"month":"2024-12","closing_print_pct":2.5},{"month":"2025-01","closing_print_pct":1.9},{"month":"2025-02","closing_print_pct":1.4},{"month":"2025-03","closing_print_pct":5.6},{"month":"2025-04","closing_print_pct":1.7},{"month":"2025-05","closing_print_pct":2.2},{"month":"2025-06","closing_print_pct":3.3},{"month":"2025-07","closing_print_pct":2.7},{"month":"2025-08","closing_print_pct":2.2},{"month":"2025-09","closing_print_pct":2.8},{"month":"2025-10","closing_print_pct":1.1},{"month":"2025-11","closing_print_pct":3},{"month":"2025-12","closing_print_pct":3.6},{"month":"2026-01","closing_print_pct":0.7},{"month":"2026-02","closing_print_pct":1.7},{"month":"2026-03","closing_print_pct":2.8},{"month":"2026-04","closing_print_pct":1.5},{"month":"2026-05","closing_print_pct":2},{"month":"2026-06","closing_print_pct":1.8},{"month":"2026-07","closing_print_pct":1.9},{"month":"2026-08","closing_print_pct":1.9}],"shape":"series","sql":"SELECT\n    month,\n    round(100 * sumIf(shares, minute_of_day = 960) / sum(shares), 1) AS closing_print_pct\nFROM\n(\n    SELECT\n        formatDateTime(toTimeZone(window_start, 'America/New_York'), '%Y-%m') AS month,\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 = 'KO'\n      AND window_start >= toStartOfMonth(today() - 730)\n      AND window_start <  today() - 4\n)\nWHERE minute_of_day >= 570 AND minute_of_day <= 960\nGROUP BY month\nHAVING sum(shares) > 0\nORDER BY month","computed_at":"2026-08-22T04:17:44.561763+00:00","elapsed":0.854778794}