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Levine's three sessions on our tape: day volume, the closing cross, and the cross's share of the day

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 2026-07-09, from SpaceX Joins the Nasdaq-100: The Index-Add Trade.

as of series 3×7read in context →
Levine's three sessions on our tape: day volume, the closing cross, and the cross's share of the day — 3 rows by 7 columns, computed from US exchange, SIP and OPRA data.
sessionday_matched_shares_mauction_shares_mauction_pct_of_dayofficial_closecode8_printsauction_time_et
2026-07-01112.45.384.8157.54116:00:00
2026-07-0261.62.584.2162116:00:00
2026-07-06188.974.9439.7160.42116:00:00
Rows × columns
3 × 7
Period covered
to
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 Levine's three sessions on our tape: day volume, the closing cross, and the cross's share of the day, derived from the stored result.
ColumnTypeRangeNotes
session date 2026-07-01 to 2026-07-06
day_matched_shares_m number 61.6 to 188.9 count
auction_shares_m number 2.58 to 74.94 count
auction_pct_of_day number 4.2 to 39.7 percent
official_close number 157.54 to 162 US dollars
code8_prints number every row is 1
auction_time_et text 1 distinct value (16:00:00)

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.

the exact SQL behind every number 
SELECT
    toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session,
    round(toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]))) / 1e6, 1) AS day_matched_shares_m,
    round(toFloat64(maxIf(size, has(conditions, 8))) / 1e6, 2) AS auction_shares_m,
    round(100 * toFloat64(maxIf(size, has(conditions, 8))) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]))), 1) AS auction_pct_of_day,
    round(toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))), 2) AS official_close,
    countIf(has(conditions, 8)) AS code8_prints,
    formatDateTime(toTimeZone(argMaxIf(sip_timestamp, (size, sip_timestamp), has(conditions, 8)), 'America/New_York'), '%H:%i:%S') AS auction_time_et
FROM global_markets.stocks_trades
WHERE ticker = 'SPCX'
  AND ((sip_timestamp >= '2026-07-01 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00')
    OR (sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'))
GROUP BY session
ORDER BY session

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More from this analysisSpaceX Joins the Nasdaq-100: The Index-Add Trade
July 6, 2026 in five-minute buckets: the slide, the late climb, and the volume underneath series 78×3 → Every SPCX closing cross since the June 12 listing: size, share of the day, and the official close it set series 15×6 → Entity receipt: the old SPCX tape ends in April 2026, May is silent, SpaceX lists June 12 series 5×6 → July 6's matched volume by where it printed: the cross, continuous on-exchange, off-exchange (TRF) ranking 3×4 → The morning after: July 7, 2026 through 12:59 p.m. ET (window pinned by design; see data notes) scalar 1×10 → The add-eve receipts row: checkpoints, the last continuous trade, and the auction print itself scalar 1×23 → See all 2,170 queries →