biggest_prints
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 2026-10-03, from closing-auction-share-of-daily-volume.
| et_clock | shares | pct_of_day_volume | shares_label |
|---|---|---|---|
| 16:00:02 | 2802577 | 21.53 | 2.80 million |
| 16:00:02 | 2802577 | 21.53 | 2.80 million |
| 19:00:00 | 2802577 | 21.53 | 2.80 million |
| 18:30:00 | 2802577 | 21.53 | 2.80 million |
| 16:10:00 | 2802577 | 21.53 | 2.80 million |
| 09:30:01 | 228478 | 1.76 | 228.48 thousand |
| 09:30:01 | 228478 | 1.76 | 228.48 thousand |
| 16:55:27 | 195523 | 1.5 | 195.52 thousand |
- Rows × columns
- 8 × 4
- 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 |
|---|---|---|---|
et_clock |
text | 6 distinct values (09:30:01, 16:00:02, 16:10:00…) | |
shares |
number | 195,523 to 2,802,577 | count |
pct_of_day_volume |
number | 1.5 to 21.53 | percent |
shares_label |
text | 3 distinct values |
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.
WITH
(
SELECT toFloat64(max(volume))
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'KO'
AND date = '2026-09-23'
) AS day_shares
SELECT
formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') AS et_clock,
toUInt64(size) AS shares,
round(100 * toFloat64(size) / day_shares, 2) AS pct_of_day_volume,
formatReadableQuantity(toFloat64(size)) AS shares_label
FROM global_markets.stocks_trades
WHERE ticker = 'KO'
AND sip_timestamp >= toDateTime('2026-09-23 13:00:00')
AND sip_timestamp < toDateTime('2026-09-24 01:00:00')
ORDER BY size DESC
LIMIT 8
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