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The closing auction vs. everything else: SPY, AAPL, NVDA on July 2, 2026

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 2026-07-26, from What Is the Closing Auction? (Closing Cross).

as of table 3×10read in context →
The closing auction vs. everything else: SPY, AAPL, NVDA on July 2, 2026 — 3 rows by 10 columns, computed from US exchange, SIP and OPRA data.
tickerauction_shares_mauction_time_etauction_print_countauction_prints_at_1600median_trade_sharesauction_vs_median_thousand_xauction_pct_of_volumebiggest_other_trade_mauction_vs_biggest_other_x
SPY1.6516:00:001125662.92.50.66
AAPL10.8916:00:00112054514.41.86.05
NVDA17.3816:00:00115347512.25.473.18
Rows × columns
3 × 10
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 The closing auction vs. everything else: SPY, AAPL, NVDA on July 2, 2026, derived from the stored result.
ColumnTypeRangeNotes
ticker text 3 distinct values (AAPL, NVDA, SPY)
auction_shares_m number 1.65 to 17.38 count
auction_time_et text 1 distinct value (16:00:00)
auction_print_count number every row is 1 count
auction_prints_at_1600 number every row is 1
median_trade_shares number 5 to 25 count
auction_vs_median_thousand_x number 66 to 3,475
auction_pct_of_volume number 2.9 to 14.4 percent
biggest_other_trade_m number 1.8 to 5.47
auction_vs_biggest_other_x number 0.66 to 6.05

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
    ticker,
    round(toFloat64(maxIf(size, has(conditions, 8))) / 1e6, 2) AS auction_shares_m,
    formatDateTime(toTimeZone(argMaxIf(sip_timestamp, size, has(conditions, 8)), 'America/New_York'), '%H:%i:%S') AS auction_time_et,
    countIf(has(conditions, 8)) AS auction_print_count,
    countIf(has(conditions, 8) AND formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') = '16:00:00') AS auction_prints_at_1600,
    round(quantileDeterministicIf(0.5)(toFloat64(size), toUInt64(sip_timestamp), NOT has(conditions, 8) AND NOT hasAny(conditions, [15, 16, 38]))) AS median_trade_shares,
    round(toFloat64(maxIf(size, has(conditions, 8))) / quantileDeterministicIf(0.5)(toFloat64(size), toUInt64(sip_timestamp), NOT has(conditions, 8) AND NOT hasAny(conditions, [15, 16, 38])) / 1000) AS auction_vs_median_thousand_x,
    round(100 * toFloat64(maxIf(size, has(conditions, 8))) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]))), 1) AS auction_pct_of_volume,
    round(toFloat64(maxIf(size, NOT has(conditions, 8) AND NOT hasAny(conditions, [15, 16, 38]))) / 1e6, 2) AS biggest_other_trade_m,
    round(toFloat64(maxIf(size, has(conditions, 8))) / toFloat64(maxIf(size, NOT has(conditions, 8) AND NOT hasAny(conditions, [15, 16, 38]))), 2) AS auction_vs_biggest_other_x
FROM global_markets.stocks_trades
WHERE ticker IN ('SPY', 'AAPL', 'NVDA')
  AND sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'
GROUP BY ticker
ORDER BY indexOf(['SPY', 'AAPL', 'NVDA'], ticker)

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More from this analysisWhat Is the Closing Auction? (Closing Cross)
Quarter-end (June 30) vs. mid-month (June 16, 2026): the same three closing auctions table 3×8 → The tape's own labels for the close, straight from the code dictionary ranking 4×3 → The receipt: AAPL's auction print vs. its last continuous trade, July 2, 2026 scalar 1×12 → The cost-to-trade ladder: median quoted spread in bps of the midpoint, regular hours, recent completed sessions table 12×5 → The census by name: eight liquid tickers and two thin small caps, recent completed sessions table 10×7 → The one-cent floor: share price, percent of quotes exactly one cent wide, and what a penny costs in bps table 5×6 → See all 2,170 queries →