STRASMORE/EXPLORE 2,170 QUERIES

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

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 NVDA: NVIDIA's Full June 2026, Tick by Tick.

as of scalar 1×10read in context →
prints m
55.64
median print shares
5
avg print shares
72.9
odd lot pct of prints
84.6
fractional pct of prints
32.91
nbbo updates m
55.7
clean two sided pct
99.35
locked updates
329,679
crossed updates
33,941
one sided or empty updates
63
Rows × columns
1 × 10
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 whole NVDA tape in one row: prints, print sizes, and the quote census, derived from the stored result.
ColumnTypeRangeNotes
prints_m number every row is 55.64
median_print_shares number every row is 5 count
avg_print_shares number every row is 72.9 count
odd_lot_pct_of_prints number every row is 84.6 percent
fractional_pct_of_prints number every row is 32.91 percent
nbbo_updates_m number every row is 55.7
clean_two_sided_pct number every row is 99.35 percent
locked_updates number every row is 329,679
crossed_updates number every row is 33,941
one_sided_or_empty_updates number every row is 63

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.

the exact SQL behind every number 
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 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 = 'NVDA'
          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 locked_updates,
    quote_census.4 AS crossed_updates,
    quote_census.5 AS one_sided_or_empty_updates
FROM global_markets.stocks_trades
WHERE ticker = 'NVDA'
  AND sip_timestamp >= toDateTime64('2026-06-01 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-01 00:00:00', 9)

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