STRASMORE/EXPLORE 2,170 QUERIES

Execution-to-tape lag by print size, AAPL, June 10, 2026

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 2026-08-20, from How Block Trades Print on the Tape.

as of ranking 4×3read in context →
Execution-to-tape lag by print size, AAPL, June 10, 2026 — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
print_sizep99_lag_msover_1s_pct
under 1,00014341.17
1,000 to 4,9999960.96
5,000 to 9,9999950
10,000 and up18431.14
Rows × columns
4 × 3
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 Execution-to-tape lag by print size, AAPL, June 10, 2026, derived from the stored result.
ColumnTypeRangeNotes
print_size text 4 distinct values
p99_lag_ms number 995 to 1,843
over_1s_pct number 0 to 1.17 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 
SELECT
    multiIf(size < 1000,  'under 1,000',
            size < 5000,  '1,000 to 4,999',
            size < 10000, '5,000 to 9,999',
                          '10,000 and up')                        AS print_size,
    round(quantileExact(0.99)(
        toFloat64(dateDiff('millisecond', participant_timestamp, sip_timestamp))
    ), 0)                                                         AS p99_lag_ms,
    round(100 * countIf(dateDiff('millisecond', participant_timestamp, sip_timestamp) >= 1000)
              / count(), 2)                                       AS over_1s_pct
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-06-10 00:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-06-11 00:00:00', 'UTC')
  AND participant_timestamp >= toDateTime('2026-06-10 00:00:00', 'UTC')
  AND participant_timestamp <= sip_timestamp
GROUP BY print_size
ORDER BY min(size)

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisHow Block Trades Print on the Tape
Which venues reported AAPL's largest prints, June 10, 2026 ranking 12×3 → How AAPL's prints and volume split by trade size, June 10, 2026 ranking 5×3 → AAPL volume minute by minute, 3:00 to 4:00 p.m. ET, June 10, 2026 series 60×4 → Sale conditions that flag a specially priced or out-of-sequence print table 17×4 → Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years) ranking 25×3 → When headlines actually land: article counts by ET clock hour, July 2026 ranking 24×4 → See all 2,170 queries →