How Apple's prints split by trade size, same 15-minute slice
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 2026-10-04, from Marketable vs Non-Marketable Limit Orders.
| trade_size_bucket | prints | prints_pct | volume_pct |
|---|---|---|---|
| under 100 shares | 31768 | 93.9 | 46 |
| 100 to 499 shares | 1937 | 5.7 | 35.7 |
| 500 to 999 shares | 88 | 0.3 | 6.4 |
| 1000 to 4999 shares | 40 | 0.1 | 7.8 |
| 5000 or more shares | 2 | 0 | 4.1 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
trade_size_bucket |
text | 5 distinct values | |
prints |
number | 2 to 31,768 | |
prints_pct |
number | 0 to 93.9 | percent |
volume_pct |
number | 4.1 to 46 | 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 tape AS
(
SELECT toUInt32(size) AS shares
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-09-16 14:30:00')
AND sip_timestamp < toDateTime('2026-09-16 14:45:00')
AND size > 0
)
SELECT
multiIf(shares < 100, 'under 100 shares',
shares < 500, '100 to 499 shares',
shares < 1000, '500 to 999 shares',
shares < 5000, '1000 to 4999 shares',
'5000 or more shares') AS trade_size_bucket,
count() AS prints,
round(100 * count() / (SELECT count() FROM tape), 1) AS prints_pct,
round(100 * sum(shares) / (SELECT sum(shares) FROM tape), 1) AS volume_pct
FROM tape
GROUP BY trade_size_bucket
ORDER BY min(shares)
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