{"slug":"futures-block-trades-and-cme-minimums","qid":"offbook_share","label":"offbook_share","post_title":"futures-block-trades-and-cme-minimums","post_url":"/blog/futures-block-trades-and-cme-minimums#q-offbook_share","columns":["date","pct_away_from_exchanges"],"rows":[{"date":"2026-06-30","pct_away_from_exchanges":41.8},{"date":"2026-07-01","pct_away_from_exchanges":43.9},{"date":"2026-07-02","pct_away_from_exchanges":41.9},{"date":"2026-07-06","pct_away_from_exchanges":39.3},{"date":"2026-07-08","pct_away_from_exchanges":43.7},{"date":"2026-07-09","pct_away_from_exchanges":34.4},{"date":"2026-07-10","pct_away_from_exchanges":40.5},{"date":"2026-07-14","pct_away_from_exchanges":39.5},{"date":"2026-07-15","pct_away_from_exchanges":44.9},{"date":"2026-07-16","pct_away_from_exchanges":47.5},{"date":"2026-07-20","pct_away_from_exchanges":43.1},{"date":"2026-07-21","pct_away_from_exchanges":40.7},{"date":"2026-07-22","pct_away_from_exchanges":37.1},{"date":"2026-07-24","pct_away_from_exchanges":50.7},{"date":"2026-07-27","pct_away_from_exchanges":44},{"date":"2026-07-28","pct_away_from_exchanges":46.2},{"date":"2026-07-30","pct_away_from_exchanges":32.9},{"date":"2026-07-31","pct_away_from_exchanges":38.6},{"date":"2026-08-03","pct_away_from_exchanges":45.6},{"date":"2026-08-04","pct_away_from_exchanges":43.5},{"date":"2026-08-05","pct_away_from_exchanges":40.5},{"date":"2026-08-07","pct_away_from_exchanges":50.8},{"date":"2026-08-10","pct_away_from_exchanges":40.8},{"date":"2026-08-11","pct_away_from_exchanges":44.8},{"date":"2026-08-13","pct_away_from_exchanges":40},{"date":"2026-08-14","pct_away_from_exchanges":42.2},{"date":"2026-08-17","pct_away_from_exchanges":42},{"date":"2026-08-19","pct_away_from_exchanges":39.6},{"date":"2026-08-20","pct_away_from_exchanges":44.2},{"date":"2026-08-21","pct_away_from_exchanges":20.3},{"date":"2026-08-25","pct_away_from_exchanges":35.2},{"date":"2026-08-26","pct_away_from_exchanges":34.5}],"shape":"series","sql":"WITH off_book AS\n(\n    SELECT date,\n           max(total_volume) AS off_book_shares\n    FROM global_markets.stocks_short_volume\n    WHERE ticker = 'AAPL'\n      AND date >= today() - INTERVAL 60 DAY\n    GROUP BY date\n),\nall_reported AS\n(\n    SELECT toDate(window_start, 'America/New_York') AS date,\n           sum(volume) AS reported_shares\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'AAPL'\n      AND window_start >= now() - INTERVAL 61 DAY\n    GROUP BY date\n)\nSELECT off_book.date AS date,\n       round(off_book.off_book_shares / all_reported.reported_shares * 100, 1) AS pct_away_from_exchanges\nFROM off_book\nINNER JOIN all_reported ON all_reported.date = off_book.date\nORDER BY off_book.date","computed_at":"2026-08-27T14:29:51.992110+00:00","elapsed":0.221797268}