STRASMORE/EXPLORE 2,170 QUERIES

Share of one minute windows carrying at least N shares (June 2026)

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 2026-08-14, from Does Modifying an Order Lose Queue Priority?.

as of ranking 9×3read in context →
Share of one minute windows carrying at least N shares (June 2026) — 9 rows by 3 columns, computed from US exchange, SIP and OPRA data.
shares_aheadaapl_pct_of_minutesko_pct_of_minutes
500100100
1000100100
2000100100
400010099.9
800010094.3
1600010063.8
3200095.425.8
6400059.87.2
12800022.22.3
Rows × columns
9 × 3
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 Share of one minute windows carrying at least N shares (June 2026), derived from the stored result.
ColumnTypeRangeNotes
shares_ahead number 500 to 128,000 count
aapl_pct_of_minutes number 22.2 to 100 percent
ko_pct_of_minutes number 2.3 to 100 percent

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 minute_volume AS
(
    SELECT
        ticker,
        toStartOfMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute,
        sum(volume)                                                   AS shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('AAPL', 'KO')
      AND window_start >= '2026-06-01'
      AND window_start <  '2026-07-01'
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
      AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
           + toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
    GROUP BY ticker, et_minute
)
SELECT
    q.ahead                                                                                           AS shares_ahead,
    round(100 * countIf(mv.ticker = 'AAPL' AND mv.shares >= q.ahead) / countIf(mv.ticker = 'AAPL'), 1) AS aapl_pct_of_minutes,
    round(100 * countIf(mv.ticker = 'KO'   AND mv.shares >= q.ahead) / countIf(mv.ticker = 'KO'),   1) AS ko_pct_of_minutes
FROM minute_volume AS mv
CROSS JOIN
(
    SELECT arrayJoin([500, 1000, 2000, 4000, 8000, 16000, 32000, 64000, 128000]) AS ahead
) AS q
GROUP BY q.ahead
ORDER BY q.ahead

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