{"slug":"microstructure-2026-06-29","qid":"exclusion_dictionary","label":"The exclusion set, derived from the tape's own code dictionary (one row)","post_title":"Microstructure Deep-Dive: June 29, 2026","post_url":"/blog/microstructure-2026-06-29#q-exclusion_dictionary","columns":["excluded_codes","excluded_id_checksum","codes"],"rows":[{"excluded_codes":3,"excluded_id_checksum":69,"codes":"15 Market Center Official Close · 16 Market Center Official Open · 38 Corrected Consolidated Close (per listing market)"}],"shape":"scalar","sql":"SELECT\n    count() AS excluded_codes,\n    sum(id) AS excluded_id_checksum,\n    arrayStringConcat(arraySort(groupArray(concat(toString(id), ' ', name))), ' · ') AS codes\nFROM global_markets.stocks_condition_codes\nWHERE asset_class = 'stocks'\n  AND type = 'sale_condition'\n  AND JSONExtractBool(update_rules, 'consolidated', 'updates_volume') = 0","computed_at":"2026-07-26T06:07:47.640843+00:00","elapsed":0.014625865}