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.
| print_size | print_count | share_of_volume_pct |
|---|---|---|
| under 100 shares | 643334 | 22.84 |
| 100 to 999 shares | 78404 | 24.89 |
| 1,000 to 9,999 shares | 1119 | 4.35 |
| 10,000 shares and up | 77 | 47.92 |
- Rows × columns
- 4 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.