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The question is whether the pattern described here actually exists in the NYSE historical data for NKE (Nike).

In over 63% of cases, HighTradePrice achieved between 15:36:00 and 15:41:59 increases by at least a factor of 0.00095682334649 compared to HighTradePrice achieved between 15:06:00 and 15:11:59 on the same day. Period: 2019 - 2021M09.

Source of data used to find this pattern: AlgoSeek’s Equity Trade and Quote Minute Bar excluding TRF. The term HighTradePrice is used according to the AlgoSeek definition = "Price of the highest trade".

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  • $\begingroup$ What do you mean by correct? $\endgroup$
    – Bob Jansen
    Nov 22 '21 at 10:10
  • $\begingroup$ If you look into NYSE data that you have available (I assume that you have), you can see this pattern as well. I should probably have asked “can you confirm the pattern …”. $\endgroup$
    – Chris
    Nov 23 '21 at 7:34

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