STRASMORE/EXPLORE 2,170 QUERIES

The busiest price and size pairing, half hour by half hour

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 2026-08-06, from Iceberg Orders Explained: Hidden Liquidity.

as of scalar 1×3read in context →
et time
09:30
prints
67
cum prints
67
Rows × columns
1 × 3
Period covered
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 The busiest price and size pairing, half hour by half hour, derived from the stored result.
ColumnTypeRangeNotes
et_time date 09:30
prints number every row is 67
cum_prints number every row is 67

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 
WITH top_level AS
(
    SELECT
        price,
        size
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-06-17 04:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-18 04:00:00', 'UTC')
      AND size >= 200
    GROUP BY price, size
    ORDER BY count() DESC, size DESC, price DESC
    LIMIT 1
)
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    count()                                    AS prints,
    sum(count()) OVER (ORDER BY et_time)       AS cum_prints
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-06-17 04:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-06-18 04:00:00', 'UTC')
  AND (price, size) IN (SELECT price, size FROM top_level)
GROUP BY et_time
ORDER BY et_time

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 analysisIceberg Orders Explained: Hidden Liquidity
Average shares per print, monthly, MSFT and KO series 90×4 → Most repeated price and size pairings, AAPL, June 17, 2026 table 12×5 → Every AAPL print on June 17, 2026, grouped by trade size ranking 6×4 → AAPL options vs. AAPL stock: median quoted spread, same regular session, July 8, 2026 scalar 1×5 → How far SPY moved inside a single minute: average one-minute high-to-low range by time of day, July 8, 2026 scalar 1×4 → What a 100-share market order pays crossing the spread: July 8, 2026, regular session ranking 5×4 → See all 2,170 queries →