Condition codes on one hour of prints, named from the exchange reference list
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 2026-10-07, from Market data quality checks that catch real bugs.
| condition_label | trade_count | share_of_hour_volume_pct |
|---|---|---|
| 37 Odd Lot Trade | 109162 | 30.8 |
| 41 unmapped | 22513 | 34.03 |
| 14 Intermarket Sweep | 19275 | 30.78 |
| 10 Derivatively Priced | 3176 | 2.93 |
| 2 Average Price Trade | 192 | 1.02 |
| 7 Cash Sale | 17 | 0.18 |
| 53 Qualified Contingent Trade | 12 | 0.13 |
| 35 Stock Option | 12 | 0.13 |
| 32 Sold (Out Of Sequence) | 1 | 0 |
- Rows × columns
- 9 × 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 |
|---|---|---|---|
condition_label |
text | 9 distinct values | |
trade_count |
number | 1 to 109,162 | count |
share_of_hour_volume_pct |
number | 0 to 34.03 | 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.
WITH
prints AS
(
SELECT
toInt32(arrayJoin(conditions)) AS code,
count() AS trades,
sum(size) AS shares
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= '2026-03-10 14:00:00'
AND sip_timestamp < '2026-03-10 15:00:00'
GROUP BY code
),
code_names AS
(
SELECT
toInt32(id) AS code,
any(name) AS code_name
FROM global_markets.stocks_condition_codes
WHERE asset_class = 'stocks'
AND type = 'sale_condition'
GROUP BY code
)
SELECT
concat(toString(p.code), ' ', if(empty(n.code_name), 'unmapped', n.code_name)) AS condition_label,
p.trades AS trade_count,
round(100 * p.shares / (SELECT sum(shares) FROM prints), 2) AS share_of_hour_volume_pct
FROM prints AS p
LEFT JOIN code_names AS n ON n.code = p.code
ORDER BY p.trades DESC
LIMIT 12
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