One contract, one minute: displayed size at each exchange's best quote

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 busiest AS
(
    SELECT ticker
    FROM global_markets.options_trades
    WHERE underlying_symbol = 'AAPL'
      AND sip_timestamp >= '2026-09-16 00:00:00'
      AND sip_timestamp <  '2026-09-17 00:00:00'
    GROUP BY ticker
    ORDER BY sum(size) DESC
    LIMIT 1
)
SELECT
    concat('exch ', toString(bid_exchange))               AS venue,
    toUInt32(argMax(bid_size, sip_timestamp))             AS bid_contracts,
    toUInt32(argMax(ask_size, sip_timestamp))             AS ask_contracts,
    round(100 * (toFloat64(argMax(ask_price, sip_timestamp))
               - toFloat64(argMax(bid_price, sip_timestamp))), 1) AS spread_cents
FROM global_markets.cache_options_quotes
WHERE ticker IN (SELECT ticker FROM busiest)
  AND sip_timestamp >= '2026-09-16 15:00:00'
  AND sip_timestamp <  '2026-09-16 15:01:00'
GROUP BY bid_exchange
HAVING argMax(bid_price, sip_timestamp) > 0
   AND argMax(ask_price, sip_timestamp) > 0
   AND argMax(bid_size, sip_timestamp) > 0
ORDER BY bid_contracts DESC, spread_cents ASC