{"slug":"spacex-nasdaq-100-index-add","qid":"jul6_receipt","label":"The add-eve receipts row: checkpoints, the last continuous trade, and the auction print itself","post_title":"SpaceX Joins the Nasdaq-100: The Index-Add Trade","post_url":"/blog/spacex-nasdaq-100-index-add#q-jul6_receipt","columns":["open_0930","px_1300_et","px_1530_close","px_1530_bar_low","px_1530_bar_high","shares_1530_1559_m","last_continuous_px","last_continuous_et","code8_prints","auction_shares_m","auction_price","auction_time_et","auction_notional_busd","close_minus_1530_usd","open_minus_close_usd","px1300_minus_close_usd","open_minus_1300_usd","cross_vs_last_tick_cents","spcx_close_below_prior_pct","spy_close_jul6","spy_day_change_pct","median_prior_auction_m","auction_vs_prior_median_x"],"rows":[{"open_0930":165.95,"px_1300_et":162.18,"px_1530_close":155.46,"px_1530_bar_low":155.42,"px_1530_bar_high":155.92,"shares_1530_1559_m":19.3,"last_continuous_px":160.5,"last_continuous_et":"16:00:00","code8_prints":1,"auction_shares_m":74.94,"auction_price":160.42,"auction_time_et":"16:00:00","auction_notional_busd":12.02,"close_minus_1530_usd":4.96,"open_minus_close_usd":5.53,"px1300_minus_close_usd":1.76,"open_minus_1300_usd":3.77,"cross_vs_last_tick_cents":-8,"spcx_close_below_prior_pct":0.98,"spy_close_jul6":751.28,"spy_day_change_pct":0.87,"median_prior_auction_m":4.49,"auction_vs_prior_median_x":16.7}],"shape":"scalar","sql":"WITH\n    (\n        SELECT (\n            round(toFloat64(argMin(open, window_start)), 2),\n            round(toFloat64(argMaxIf(close, window_start, window_start < '2026-07-06 17:01:00')), 2),\n            round(toFloat64(argMaxIf(close, window_start, window_start < '2026-07-06 19:31:00')), 2),\n            round(toFloat64(minIf(low, window_start = '2026-07-06 19:30:00')), 2),\n            round(toFloat64(maxIf(high, window_start = '2026-07-06 19:30:00')), 2),\n            round(toFloat64(sumIf(volume, window_start >= '2026-07-06 19:30:00')) / 1e6, 1)\n        )\n        FROM global_markets.delayed_stocks_minute_aggs\n        WHERE ticker = 'SPCX'\n          AND window_start >= '2026-07-06 13:30:00' AND window_start < '2026-07-06 20:00:00'\n    ) AS bars,\n    (\n        SELECT round(quantileDeterministic(0.5)(auction_m, day_key), 2)\n        FROM (\n            SELECT\n                toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS d,\n                toUInt64(toYYYYMMDD(toDate(toTimeZone(sip_timestamp, 'America/New_York')))) AS day_key,\n                toFloat64(maxIf(size, has(conditions, 8))) / 1e6 AS auction_m\n            FROM global_markets.stocks_trades\n            WHERE ticker = 'SPCX'\n              AND sip_timestamp >= '2026-06-12 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'\n            GROUP BY d, day_key\n        )\n    ) AS med_prior,\n    (\n        SELECT round(toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))), 2)\n        FROM global_markets.stocks_trades\n        WHERE ticker = 'SPCX'\n          AND sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'\n    ) AS spcx_prev_close,\n    (\n        SELECT (\n            round(toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8) AND sip_timestamp < '2026-07-03 00:00:00')), 2),\n            round(toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8) AND sip_timestamp >= '2026-07-06 00:00:00')), 2)\n        )\n        FROM global_markets.stocks_trades\n        WHERE ticker = 'SPY'\n          AND ((sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00')\n            OR (sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'))\n    ) AS spy,\n    (\n        SELECT maxIf(sip_timestamp, has(conditions, 8))\n        FROM global_markets.stocks_trades\n        WHERE ticker = 'SPCX' AND sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'\n    ) AS auction_ts\nSELECT\n    bars.1 AS open_0930,\n    bars.2 AS px_1300_et,\n    bars.3 AS px_1530_close,\n    bars.4 AS px_1530_bar_low,\n    bars.5 AS px_1530_bar_high,\n    bars.6 AS shares_1530_1559_m,\n    round(toFloat64(argMaxIf(price, (sip_timestamp, sequence_number), sip_timestamp < auction_ts AND NOT has(conditions, 8) AND NOT hasAny(conditions, [15, 16, 38]))), 2) AS last_continuous_px,\n    formatDateTime(toTimeZone(maxIf(sip_timestamp, sip_timestamp < auction_ts AND NOT has(conditions, 8) AND NOT hasAny(conditions, [15, 16, 38])), 'America/New_York'), '%H:%i:%S') AS last_continuous_et,\n    countIf(has(conditions, 8)) AS code8_prints,\n    round(toFloat64(maxIf(size, has(conditions, 8))) / 1e6, 2) AS auction_shares_m,\n    round(toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))), 2) AS auction_price,\n    formatDateTime(toTimeZone(auction_ts, 'America/New_York'), '%H:%i:%S') AS auction_time_et,\n    round(toFloat64(maxIf(size, has(conditions, 8))) * toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))) / 1e9, 2) AS auction_notional_busd,\n    round(toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))) - bars.3, 2) AS close_minus_1530_usd,\n    round(bars.1 - toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))), 2) AS open_minus_close_usd,\n    round(bars.2 - toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))), 2) AS px1300_minus_close_usd,\n    round(bars.1 - bars.2, 2) AS open_minus_1300_usd,\n    round((toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))) - toFloat64(argMaxIf(price, (sip_timestamp, sequence_number), sip_timestamp < auction_ts AND NOT has(conditions, 8) AND NOT hasAny(conditions, [15, 16, 38])))) * 100, 1) AS cross_vs_last_tick_cents,\n    round((1 - toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 8))) / spcx_prev_close) * 100, 2) AS spcx_close_below_prior_pct,\n    spy.2 AS spy_close_jul6,\n    round((spy.2 / spy.1 - 1) * 100, 2) AS spy_day_change_pct,\n    med_prior AS median_prior_auction_m,\n    round(toFloat64(maxIf(size, has(conditions, 8))) / 1e6 / med_prior, 1) AS auction_vs_prior_median_x\nFROM global_markets.stocks_trades\nWHERE ticker = 'SPCX'\n  AND sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'","computed_at":"2026-07-09T07:03:53.008513+00:00","elapsed":13.124602407}