{"slug":"agentic-trading-bots-on-retail-brokerages","qid":"fill_slices","label":"fill_slices","post_title":"agentic-trading-bots-on-retail-brokerages","post_url":"/blog/agentic-trading-bots-on-retail-brokerages#q-fill_slices","columns":["ticker","avg_trade_size","p95_trade_size","under_100_share_pct"],"rows":[{"ticker":"NVDA","avg_trade_size":52,"p95_trade_size":157,"under_100_share_pct":86.7},{"ticker":"SPY","avg_trade_size":39,"p95_trade_size":125,"under_100_share_pct":89.4},{"ticker":"KO","avg_trade_size":34,"p95_trade_size":100,"under_100_share_pct":85.8},{"ticker":"AAPL","avg_trade_size":33,"p95_trade_size":100,"under_100_share_pct":93.1},{"ticker":"MSFT","avg_trade_size":24,"p95_trade_size":85,"under_100_share_pct":95.4}],"shape":"ranking","sql":"SELECT\n    ticker,\n    round(avg(toFloat64(size)), 0)                                                    AS avg_trade_size,\n    round(quantileDeterministic(0.95)(toFloat64(size), toUInt64(sequence_number)), 0) AS p95_trade_size,\n    round(100 * countIf(size < 100) / count(), 1)                                     AS under_100_share_pct\nFROM global_markets.stocks_trades\nWHERE ticker IN ('SPY', 'AAPL', 'NVDA', 'MSFT', 'KO')\n  AND sip_timestamp >= '2026-08-14 17:00:00'\n  AND sip_timestamp <  '2026-08-14 18:00:00'\nGROUP BY ticker\nORDER BY avg_trade_size DESC","computed_at":"2026-09-26T15:33:36.101854+00:00","elapsed":0.002519569}