{"slug":"microstructure-2026-06-29","qid":"largest_prints","label":"The largest single prints of June 29 (dictionary-excluded codes stripped)","post_title":"Microstructure Deep-Dive: June 29, 2026","post_url":"/blog/microstructure-2026-06-29#q-largest_prints","columns":["ticker","et_time","shares_m","price","notional_usd_m","pct_of_biggest_dollar_print","condition_id"],"rows":[{"ticker":"CAG","et_time":"16:04:53","shares_m":61.69,"price":13.98,"notional_usd_m":862.5,"pct_of_biggest_dollar_print":25.4,"condition_id":"8, 41"},{"ticker":"SNAP","et_time":"11:46:13","shares_m":22.6,"price":4.41,"notional_usd_m":99.7,"pct_of_biggest_dollar_print":2.9,"condition_id":"53, 41"},{"ticker":"NVDA","et_time":"16:00:00","shares_m":17.38,"price":194.97,"notional_usd_m":3389.5,"pct_of_biggest_dollar_print":100,"condition_id":"8, 9, 41"},{"ticker":"CAG","et_time":"16:04:59","shares_m":15.17,"price":13.98,"notional_usd_m":212,"pct_of_biggest_dollar_print":6.3,"condition_id":"12, 2"},{"ticker":"CAG","et_time":"16:04:53","shares_m":12.87,"price":13.98,"notional_usd_m":179.9,"pct_of_biggest_dollar_print":5.3,"condition_id":"12"},{"ticker":"CAG","et_time":"16:04:53","shares_m":12.61,"price":13.98,"notional_usd_m":176.3,"pct_of_biggest_dollar_print":5.2,"condition_id":"12"},{"ticker":"ARI","et_time":"16:03:52","shares_m":12.54,"price":10.52,"notional_usd_m":131.9,"pct_of_biggest_dollar_print":3.9,"condition_id":"8, 41"},{"ticker":"AAPL","et_time":"16:00:00","shares_m":11.65,"price":281.74,"notional_usd_m":3281.7,"pct_of_biggest_dollar_print":96.8,"condition_id":"8, 9, 41"},{"ticker":"GPUS","et_time":"16:02:47","shares_m":10,"price":0.1545,"notional_usd_m":1.5,"pct_of_biggest_dollar_print":0,"condition_id":"12, 2"}],"shape":"series","sql":"SELECT\n    ticker,\n    formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') AS et_time,\n    round(toFloat64(size) / 1e6, 2) AS shares_m,\n    toFloat64(price) AS price,\n    round(toFloat64(size) * toFloat64(price) / 1e6, 1) AS notional_usd_m,\n    round(100 * (toFloat64(size) * toFloat64(price)) / max(toFloat64(size) * toFloat64(price)) OVER (), 1) AS pct_of_biggest_dollar_print,\n    arrayStringConcat(arrayMap(c -> toString(c), conditions), ', ') AS condition_id\nFROM global_markets.stocks_trades\nWHERE sip_timestamp >= '2026-06-29 00:00:00' AND sip_timestamp < '2026-06-30 00:00:00'\n  AND size >= 10000000\n  AND NOT hasAny(conditions, [15, 16, 38])\nORDER BY size DESC\nLIMIT 10","computed_at":"2026-07-26T06:08:08.336916+00:00","elapsed":0.07040055}