Correction indicator counts on one session, fifteen large names, 2023-03-15

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 2026-09-15, from How to Read the US Equity Trade Tape.

Rows × columns

5 × 3

Computed

2026-09-15

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

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 2026-09-15, and the query below is what returned them.

SELECT
    correction,
    multiIf(correction = 0,  'regular',
            correction = 1,  'original, later corrected',
            correction = 12, 'correction record',
            correction = 8,  'original, later cancelled',
            correction = 10, 'cancel record',
            correction = 7,  'original, later errored',
            correction = 11, 'error record', 'other')                       AS meaning,
    count()                                                                  AS prints
FROM global_markets.stocks_trades
WHERE ticker IN ('AAPL','MSFT','AMZN','NVDA','TSLA','META','GOOGL','BAC','C','AMD','ADBE','BIIB','ARCC','AA','AAL')
  AND toYYYYMMDD(sip_timestamp) = 20230315
GROUP BY correction
ORDER BY correction