locked_names
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 2026-09-30, from self-help-declarations-in-reg-nms.
| symbol | premarket_locked_pct | session_locked_pct | locked_gap_pct |
|---|---|---|---|
| KO | 0.848 | 2.413 | -1.565 |
| MSFT | 0.352 | 0.118 | 0.234 |
| AAPL | 0.102 | 0.356 | -0.254 |
| NVDA | 0.099 | 0.338 | -0.24 |
| SPY | 0.098 | 0.807 | -0.709 |
- Rows × columns
- 5 × 4
- 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 |
|---|---|---|---|
symbol |
text | 5 distinct values (AAPL, KO, MSFT…) | |
premarket_locked_pct |
number | 0.098 to 0.848 | percent |
session_locked_pct |
number | 0.118 to 2.413 | percent |
locked_gap_pct |
number | -1.565 to 0.234 | 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
symbol,
round(100 * countIf(locked AND et_hour < 9) / countIf(et_hour < 9), 3) AS premarket_locked_pct,
round(100 * countIf(locked AND et_hour >= 10 AND et_hour <= 15) / countIf(et_hour >= 10 AND et_hour <= 15), 3) AS session_locked_pct,
round(100 * countIf(locked AND et_hour < 9) / countIf(et_hour < 9)
- 100 * countIf(locked AND et_hour >= 10 AND et_hour <= 15) / countIf(et_hour >= 10 AND et_hour <= 15), 3) AS locked_gap_pct
FROM
(
SELECT
ticker AS symbol,
toHour(toTimeZone(sip_timestamp, 'America/New_York')) AS et_hour,
bid_price = ask_price AS locked
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND sip_timestamp >= toDateTime('2026-06-10 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-10 20:00:00', 'UTC')
AND bid_price > 0
AND ask_price > 0
)
GROUP BY symbol
HAVING countIf(et_hour < 9) > 0
AND countIf(et_hour >= 10 AND et_hour <= 15) > 0
ORDER BY premarket_locked_pct DESC
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