Opening and Closing Crosses - Share Volume

This item downloads share volume opening and closing crosses from the NASDAQ crossing network. These are the share volume on the open and close auctions for each security listed on the NASDAQ exchange. The auction will determine the stock official open and close prices.

The data is available starting from 2008 and is saved in a custom database called "crossing". The database has two fields:
opening: share volume for the opening cross
closing: share volume for the closing cross

Example:
To display the opening cross share volume on a chart, type the following formula:
a = getdata("crossing", "opening", Zero);
plot(a, "Opening Cross Share Volume");

The opening cross occurs at 9:30 am and start at 4:00 am while the closing cross occurs at 4:00 pm and start at 3:50 pm.

Generally, two order types are accepted during the opening crosses, the market on open (MOO) and the limit on open (LOO).
For the closing crosses, the orders are the market on close (MOC) and the limit on close (LOC).

Note that for the NASDAQ exchange, all nationally-listed securities are eligible for the crosses and all new listings on the NASDAQ exchange are added to the crossing network on their first day of trading.

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