STRASMORE/EXPLORE 2,170 QUERIES

One session of SPY prints, sorted into trade size buckets

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 2026-08-07, from How ETF Creation and Redemption Works.

as of ranking 4×4read in context →
One session of SPY prints, sorted into trade size buckets — 4 rows by 4 columns, computed from US exchange, SIP and OPRA data.
buckettrade_countpct_of_printspct_of_volume
1 to 9980603283.0134.17
100 to 99916161516.6439.63
1,000 to 9,99932900.348.2
10,000 and up1060.0118
Rows × columns
4 × 4
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 One session of SPY prints, sorted into trade size buckets, derived from the stored result.
ColumnTypeRangeNotes
bucket text 4 distinct values (1 to 99, 1,000 to 9,999, 10,000 and up…)
trade_count number 106 to 806,032 count
pct_of_prints number 0.01 to 83.01 percent
pct_of_volume number 8.2 to 39.63 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.

the exact SQL behind every number
WITH
    tape AS
    (
        SELECT size
        FROM global_markets.stocks_trades
        WHERE ticker = 'SPY'
          AND sip_timestamp >= '2026-06-17 13:30:00'
          AND sip_timestamp <  '2026-06-17 20:00:00'
          AND size > 0
    ),
    day_total AS
    (
        SELECT
            sum(size) AS all_shares,
            count()   AS all_prints
        FROM tape
    )
SELECT
    multiIf(t.size < 100,   '1 to 99',
            t.size < 1000,  '100 to 999',
            t.size < 10000, '1,000 to 9,999',
                            '10,000 and up')        AS bucket,
    count()                                         AS trade_count,
    round(100 * count() / any(d.all_prints), 2)     AS pct_of_prints,
    round(100 * sum(t.size) / any(d.all_shares), 2) AS pct_of_volume
FROM tape AS t
CROSS JOIN day_total AS d
GROUP BY bucket
ORDER BY min(t.size)

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