STRASMORE/EXPLORE 2,882 QUERIES

The largest single prints of June 29 (dictionary-excluded codes stripped)

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 2026-07-26, from Microstructure Deep-Dive: June 29, 2026.

as of series 9×7read in context →
The largest single prints of June 29 (dictionary-excluded codes stripped) — 9 rows by 7 columns, computed from US exchange, SIP and OPRA data.
tickeret_timeshares_mpricenotional_usd_mpct_of_biggest_dollar_printcondition_id
CAG16:04:5361.6913.98862.525.48, 41
SNAP11:46:1322.64.4199.72.953, 41
NVDA16:00:0017.38194.973389.51008, 9, 41
CAG16:04:5915.1713.982126.312, 2
CAG16:04:5312.8713.98179.95.312
CAG16:04:5312.6113.98176.35.212
ARI16:03:5212.5410.52131.93.98, 41
AAPL16:00:0011.65281.743281.796.88, 9, 41
GPUS16:02:47100.15451.5012, 2
Rows × columns
9 × 7
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 The largest single prints of June 29 (dictionary-excluded codes stripped), derived from the stored result.
ColumnTypeRangeNotes
ticker text 6 distinct values (AAPL, ARI, CAG…)
et_time text 6 distinct values (11:46:13, 16:00:00, 16:02:47…)
shares_m number 10 to 61.69 count
price number 0.1545 to 281.74 US dollars
notional_usd_m number 1.5 to 3,389.5 US dollars
pct_of_biggest_dollar_print number 0 to 100 percent
condition_id text 5 distinct values (12, 12, 2, 53, 41…)

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.

SELECT
    ticker,
    formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S') AS et_time,
    round(toFloat64(size) / 1e6, 2) AS shares_m,
    toFloat64(price) AS price,
    round(toFloat64(size) * toFloat64(price) / 1e6, 1) AS notional_usd_m,
    round(100 * (toFloat64(size) * toFloat64(price)) / max(toFloat64(size) * toFloat64(price)) OVER (), 1) AS pct_of_biggest_dollar_print,
    arrayStringConcat(arrayMap(c -> toString(c), conditions), ', ') AS condition_id
FROM global_markets.stocks_trades
WHERE sip_timestamp >= '2026-06-29 00:00:00' AND sip_timestamp < '2026-06-30 00:00:00'
  AND size >= 10000000
  AND NOT hasAny(conditions, [15, 16, 38])
ORDER BY size DESC
LIMIT 10
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More from this analysisMicrostructure Deep-Dive: June 29, 2026
SPY's median quoted spread by half hour, 4:00 am to 8:00 pm ET series 32×3 → Completeness probe: FINRA short-volume file coverage, June 26-30 series 3×6 → The ten busiest minutes of the trade tape (millions of prints) ranking 10×2 → NBBO quote updates for eight heavily-quoted tickers (millions) ranking 8×2 → Raw vs SIP-counted volume, applying the derived exclusion set scalar 1×4 → One day of trades: session check plus the size of every print scalar 1×8 → See all 2,882 queries →