Median shares per executed print, 2024
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 2026-10-04, from Event-Driven vs Vectorized Backtesting.
| ticker | median_shares_per_print |
|---|---|
| NVDA | 164 |
| SPY | 117 |
| KO | 94 |
| AAPL | 82 |
| MSFT | 51 |
- Rows × columns
- 5 × 2
- 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 |
|---|---|---|---|
ticker |
text | 5 distinct values (AAPL, KO, MSFT…) | |
median_shares_per_print |
number | 51 to 164 | count |
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 daily AS
(
SELECT
ticker,
date,
toFloat64(any(volume)) AS volume,
toFloat64(any(transactions)) AS transactions
FROM global_markets.stocks_daily_aggs
WHERE ticker IN ('SPY', 'AAPL', 'MSFT', 'NVDA', 'KO')
AND date >= '2024-01-01'
AND date < '2025-01-01'
GROUP BY ticker, date
)
SELECT
ticker,
round(quantileDeterministic(0.5)(volume / transactions, toUInt32(toRelativeDayNum(date))), 0) AS median_shares_per_print
FROM daily
WHERE transactions > 0
GROUP BY ticker
ORDER BY median_shares_per_print DESC
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.