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Basket Session
A basket session is a session that starts after the market closes, at 4pm EST and ends at 5:15 pm. During the basket session baskets of securities are traded but must meet the following rules:
1. Have at least $1 million in market value.
2. Posses at least 15 different stocks that trade on the NYSE.
After the session has ended information about what was traded is made available including the quantity of shares and the dollar value.