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.
| print_size | p99_lag_ms | over_1s_pct |
|---|---|---|
| under 1,000 | 1434 | 1.17 |
| 1,000 to 4,999 | 996 | 0.96 |
| 5,000 to 9,999 | 995 | 0 |
| 10,000 and up | 1843 | 1.14 |
- Rows × columns
- 4 × 3
- 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 |
|---|---|---|---|
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.
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.
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)
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