STRASMORE/EXPLORE 2,170 QUERIES

The opening cross vs. the rest of the day: 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 Opening Auction? How Stocks Open.

as of series 3×12read in context →
The opening cross vs. the rest of the day: SPY, AAPL, NVDA on July 2, 2026 — 3 rows by 12 columns, computed from US exchange, SIP and OPRA data.
tickerauction_shares_kauction_priceauction_time_etopening_print_countopen_prints_at_0930smallest_open_print_sharesfirst5_shares_kauction_pct_of_first5auction_pct_of_dayclosing_auction_shares_mclose_vs_open_x
SPY122747.2209:30:0022412959.40.211.6513.5
AAPL323.3294.109:30:0011323338185617.40.4310.8933.7
NVDA690197.1209:30:0011690026500613.80.4817.3825.2
Rows × columns
3 × 12
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 opening cross vs. the rest of the day: SPY, AAPL, NVDA on July 2, 2026, derived from the stored result.
ColumnTypeRangeNotes
ticker text 3 distinct values (AAPL, NVDA, SPY)
auction_shares_k number 122 to 690 count
auction_price number 197.12 to 747.22 US dollars
auction_time_et text 1 distinct value (09:30:00)
opening_print_count number 1 to 2 count
open_prints_at_0930 number 1 to 2 US dollars
smallest_open_print_shares number 4 to 690,026 US dollars
first5_shares_k number 1,295 to 5,006 count
auction_pct_of_first5 number 9.4 to 17.4 percent
auction_pct_of_day number 0.21 to 0.48 percent
closing_auction_shares_m number 1.65 to 17.38 count
close_vs_open_x number 13.5 to 33.7 US dollars

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, 17))) / 1e3, 1) AS auction_shares_k,
    toFloat64(argMaxIf(price, (size, sip_timestamp), has(conditions, 17))) AS auction_price,
    formatDateTime(toTimeZone(argMaxIf(sip_timestamp, (size, sip_timestamp), has(conditions, 17)), 'America/New_York'), '%H:%i:%S') AS auction_time_et,
    countIf(has(conditions, 17)) AS opening_print_count,
    countIf(has(conditions, 17) AND formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') = '09:30:00') AS open_prints_at_0930,
    minIf(size, has(conditions, 17)) AS smallest_open_print_shares,
    round(toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]) AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570 AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 575)) / 1e3) AS first5_shares_k,
    round(100 * toFloat64(maxIf(size, has(conditions, 17))) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]) AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570 AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60 + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 575)), 1) AS auction_pct_of_first5,
    round(100 * toFloat64(maxIf(size, has(conditions, 17))) / toFloat64(sumIf(size, NOT hasAny(conditions, [15, 16, 38]))), 2) AS auction_pct_of_day,
    round(toFloat64(maxIf(size, has(conditions, 8))) / 1e6, 2) AS closing_auction_shares_m,
    round(toFloat64(maxIf(size, has(conditions, 8))) / toFloat64(maxIf(size, has(conditions, 17))), 1) AS close_vs_open_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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