STRASMORE/EXPLORE 3,094 QUERIES

How one ordinary AAPL session splits across print sizes

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-05, from Block Trade Discounts and Bought Deals.

as of ranking 4×3read in context →
How one ordinary AAPL session splits across print sizes — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
print_sizeprint_countshare_of_volume_pct
under 100 shares64333422.84
100 to 999 shares7840424.89
1,000 to 9,999 shares11194.35
10,000 shares and up7747.92
Rows × columns
4 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for How one ordinary AAPL session splits across print sizes, derived from the stored result.
ColumnTypeRangeNotes
print_size text 4 distinct values
print_count number 77 to 643,334 count
share_of_volume_pct number 4.35 to 47.92 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

SELECT
    b.print_size                                 AS print_size,
    b.print_count                                AS print_count,
    round(100 * b.tier_shares / t.day_shares, 2) AS share_of_volume_pct
FROM
(
    SELECT
        multiIf(size <   100, 'under 100 shares',
                size <  1000, '100 to 999 shares',
                size < 10000, '1,000 to 9,999 shares',
                              '10,000 shares and up') AS print_size,
        multiIf(size < 100, 1, size < 1000, 2, size < 10000, 3, 4) AS tier_rank,
        count()                                       AS print_count,
        toFloat64(sum(size))                          AS tier_shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-18 02:00:00', 'UTC')
    GROUP BY print_size, tier_rank
) AS b
CROSS JOIN
(
    SELECT toFloat64(sum(size)) AS day_shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-18 02:00:00', 'UTC')
) AS t
ORDER BY b.tier_rank
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