STRASMORE/EXPLORE 2,170 QUERIES

Where one liquid name's shares printed, by venue (Jul 15, 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 2026-08-09, from Maker-Taker Fees and Rebates Explained.

as of ranking 12×3read in context →
Where one liquid name's shares printed, by venue (Jul 15, 2026) — 12 rows by 3 columns, computed from US exchange, SIP and OPRA data.
venuepct_of_sharesavg_trade_size
Nasdaq37.15149
FINRA Alternative Display Facility31.5545
NYSE Arca, Inc.17.32124
Cboe BZX3.2354
NYSE Texas, Inc.2.74875
Cboe EDGX2.6156
Investors Exchange2.1652
Members Exchange1.443
New York Stock Exchange0.8747
Cboe EDGA0.2827
Cboe BYX0.1740
MIAX Pearl0.1449
Rows × columns
12 × 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 Where one liquid name's shares printed, by venue (Jul 15, 2026), derived from the stored result.
ColumnTypeRangeNotes
venue text 12 distinct values (Cboe BYX, Cboe BZX, Cboe EDGA…)
pct_of_shares number 0.14 to 37.15 percent
avg_trade_size number 27 to 875

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
    by_venue AS
    (
        SELECT
            toInt32(exchange) AS venue_code,
            sum(size)         AS shares,
            count()           AS prints
        FROM global_markets.stocks_trades
        WHERE ticker = 'AAPL'
          AND sip_timestamp >= '2026-07-15 04:00:00'
          AND sip_timestamp <  '2026-07-16 04:00:00'
        GROUP BY venue_code
    ),
    venue_names AS
    (
        SELECT
            toInt32(id) AS venue_code,
            any(name)   AS venue_name
        FROM global_markets.stocks_exchanges
        WHERE asset_class = 'stocks'
        GROUP BY venue_code
    )
SELECT
    if(empty(n.venue_name), concat('Participant ', toString(v.venue_code)), n.venue_name) AS venue,
    round(100 * v.shares / sum(v.shares) OVER (), 2)                                     AS pct_of_shares,
    toUInt32(round(v.shares / v.prints))                                                 AS avg_trade_size
FROM by_venue AS v
LEFT JOIN venue_names AS n USING (venue_code)
ORDER BY v.shares DESC
LIMIT 12

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