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KO second by second: the last ten seconds of continuous trading and the closing auction (Aug 19, 2026)

most recentas of 2026-09-28 series 19×5read in context →

KO second by second: the last ten seconds of continuous trading and the closing auction (Aug 19, 2026) — 19 rows by 5 columns, computed 2026-09-28 from US exchange, SIP and OPRA data.
et_time	trade_count	volume	last_price	largest_print_conditions
15:59:50	67	4169	90.33	[14,41]
15:59:51	51	3407	90.34	[]
15:59:52	66	4714	90.35	[]
15:59:53	58	7900	90.34	[14,41]
15:59:54	75	15225	90.34	[14,41]
15:59:55	85	15803	90.34	[]
15:59:56	43	6391	90.34	[14,41]
15:59:57	38	5022	90.38	[14,41]
15:59:58	32	8890	90.36	[]
15:59:59	53	20243	90.38	[]
16:00:00	2	3395	90.37	[15]
16:00:02	46	4494556	90.35	[8,41]
16:00:03	3	9958	90.35	[12]
16:00:04	8	2407	90.35	[12]
16:00:05	1	11804	90.35	[12]
16:00:09	1	12	90.35	[12,37]
16:00:11	15	91035	90.35	[12,22]
16:00:22	1	89315	90.35	[12,22,41]
16:00:25	10	59745	90.35	[12,22,41]

the exact SQL behind every number

SELECT
    formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') AS et_time,
    count()                                                                  AS trade_count,
    toUInt64(sum(size))                                                      AS volume,
    round(toFloat64(argMax(price, sip_timestamp)), 2)                        AS last_price,
    toString(argMax(conditions, size))                                       AS largest_print_conditions
FROM global_markets.stocks_trades
WHERE ticker = 'KO'
  AND sip_timestamp >= toDateTime('2026-08-19 19:59:50', 'UTC')
  AND sip_timestamp <  toDateTime('2026-08-19 20:00:30', 'UTC')
GROUP BY et_time
ORDER BY et_time

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