The whole MU tape in one row: prints, print sizes, and the quote census

Name: The whole MU tape in one row: prints, print sizes, and the quote census
Creator: Strasmore
Published: 2026-07-13
License: https://www.strasmore.com/terms/

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 2026-07-13, from MU: The Biggest Tape of June 2026.

as of 2026-07-13 scalar 1×9read in context →

prints m

35.17

median print shares

avg print shares

38.3

odd lot pct of prints

91.7

fractional pct of prints

9.04

nbbo updates m

19.64

clean two sided pct

99.86

crossed updates

16,963

one sided or empty updates

Rows × columns: 1 × 9
Computed: 2026-07-13
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 whole MU tape in one row: prints, print sizes, and the quote census, derived from the stored result.
Column	Type	Range	Notes
`prints_m`	number	every row is 35.17
`median_print_shares`	number	every row is 8	count
`avg_print_shares`	number	every row is 38.3	count
`odd_lot_pct_of_prints`	number	every row is 91.7	percent
`fractional_pct_of_prints`	number	every row is 9.04	percent
`nbbo_updates_m`	number	every row is 19.64
`clean_two_sided_pct`	number	every row is 99.86	percent
`crossed_updates`	number	every row is 16,963
`one_sided_or_empty_updates`	number	every row is 78

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 2026-07-13, 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
    (
        SELECT (round(count() / 1e6, 2),
                round(100.0 * countIf(bid_price > 0 AND ask_price > 0 AND ask_price > bid_price) / count(), 2),
                countIf(bid_price > 0 AND ask_price > 0 AND ask_price < bid_price),
                countIf(bid_price <= 0 OR ask_price <= 0))
        FROM global_markets.cache_stocks_quotes
        WHERE ticker = 'MU'
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    ) AS quote_census
SELECT
    round(count() / 1e6, 2) AS prints_m,
    quantileDeterministic(0.5)(toFloat64(size), toUInt64(abs(sequence_number))) AS median_print_shares,
    round(avg(toFloat64(size)), 1) AS avg_print_shares,
    round(100.0 * countIf(size < 100) / count(), 1) AS odd_lot_pct_of_prints,
    round(100.0 * countIf(toFloat64(size) != round(toFloat64(size))) / count(), 2) AS fractional_pct_of_prints,
    quote_census.1 AS nbbo_updates_m,
    quote_census.2 AS clean_two_sided_pct,
    quote_census.3 AS crossed_updates,
    quote_census.4 AS one_sided_or_empty_updates
FROM global_markets.stocks_trades
WHERE ticker = 'MU'
  AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)

SQL to run

WITH
    (
        SELECT (round(count() / 1e6, 2),
                round(100.0 * countIf(bid_price > 0 AND ask_price > 0 AND ask_price > bid_price) / count(), 2),
                countIf(bid_price > 0 AND ask_price > 0 AND ask_price < bid_price),
                countIf(bid_price <= 0 OR ask_price <= 0))
        FROM global_markets.cache_stocks_quotes
        WHERE ticker = 'MU'
          AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)
    ) AS quote_census
SELECT
    round(count() / 1e6, 2) AS prints_m,
    quantileDeterministic(0.5)(toFloat64(size), toUInt64(abs(sequence_number))) AS median_print_shares,
    round(avg(toFloat64(size)), 1) AS avg_print_shares,
    round(100.0 * countIf(size < 100) / count(), 1) AS odd_lot_pct_of_prints,
    round(100.0 * countIf(toFloat64(size) != round(toFloat64(size))) / count(), 2) AS fractional_pct_of_prints,
    quote_census.1 AS nbbo_updates_m,
    quote_census.2 AS clean_two_sided_pct,
    quote_census.3 AS crossed_updates,
    quote_census.4 AS one_sided_or_empty_updates
FROM global_markets.stocks_trades
WHERE ticker = 'MU'
  AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)

⌘/Ctrl + Enter

با این داده‌ها در دستیار هوش مصنوعی خود کار کنید

آماده‌ی پرس‌وجو باز می‌شود، با داده‌های همین صفحه. رایگان، بدون حساب.

Claude ChatGPT Gemini Muse عامل خودتان

More from this analysisMU: The Biggest Tape of June 2026

The June settlement pair: mid-month and month-end short interest scalar 1×6 → The rank receipt: MU's place, its lead over the next name, and the basis scalar 1×3 → Month-end price of movement: the last at-the-money straddle of June scalar 1×7 → MU's options market in one row: totals, expiries, the put/call split scalar 1×7 → June's MU-tagged articles: volume, the top publisher's share, co-tags scalar 1×7 → MU's June on one row: open, close, extremes, turnover, and their receipts scalar 1×12 → See all 2,985 queries →