reconstitution_tape
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 2026-09-25, from how-qqq-holdings-are-weighted.
| year | recon_friday_volume_mn | other_december_volume_mn | recon_day_ratio |
|---|---|---|---|
| 2016 | 26.3 | 23.6 | 1.11 |
| 2017 | 49.8 | 30.1 | 1.65 |
| 2018 | 141.1 | 69.7 | 2.03 |
| 2019 | 27.6 | 20.2 | 1.37 |
| 2020 | 41.2 | 25.1 | 1.64 |
| 2021 | 81.5 | 54.8 | 1.49 |
| 2022 | 68.1 | 49.1 | 1.39 |
| 2023 | 62.9 | 42.3 | 1.49 |
| 2024 | 60.1 | 28.2 | 2.13 |
| 2025 | 60.4 | 47.8 | 1.26 |
- Rows × columns
- 10 × 4
- 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 |
|---|---|---|---|
year |
text | 10 distinct values (2016, 2017, 2018…) | |
recon_friday_volume_mn |
number | 26.3 to 141.1 | count |
other_december_volume_mn |
number | 20.2 to 69.7 | count |
recon_day_ratio |
number | 1.11 to 2.13 | ratio or rate |
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 dec_days AS
(
SELECT
toYear(date) AS yr,
toFloat64(volume) AS vol,
toDayOfWeek(date) = 5 AND toDayOfMonth(date) BETWEEN 15 AND 21 AS is_recon_friday
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'QQQ'
AND toMonth(date) = 12
AND date >= '2016-12-01'
)
SELECT
toString(yr) AS year,
round(maxIf(vol, is_recon_friday) / 1e6, 1) AS recon_friday_volume_mn,
round(avgIf(vol, NOT is_recon_friday) / 1e6, 1) AS other_december_volume_mn,
round(maxIf(vol, is_recon_friday) / avgIf(vol, NOT is_recon_friday), 2) AS recon_day_ratio
FROM dec_days
GROUP BY yr
HAVING countIf(is_recon_friday) > 0 AND countIf(NOT is_recon_friday) > 0
ORDER BY yr
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