{"slug":"rule-605-and-606-execution-reports","qid":"size_buckets","label":"Where AAPL prints fall by trade size, June 17, 2026","post_title":"Rule 605 vs 606: Execution Quality Reports","post_url":"/blog/rule-605-and-606-execution-reports#q-size_buckets","columns":["size_bucket","pct_of_trades","pct_of_shares"],"rows":[{"size_bucket":"1 to 99 (odd lot)","pct_of_trades":88.94,"pct_of_shares":22.76},{"size_bucket":"100 to 499","pct_of_trades":10.54,"pct_of_shares":21.74},{"size_bucket":"500 to 1,999","pct_of_trades":0.46,"pct_of_shares":4.87},{"size_bucket":"2,000 to 4,999","pct_of_trades":0.04,"pct_of_shares":1.71},{"size_bucket":"5,000 and up","pct_of_trades":0.02,"pct_of_shares":48.92}],"shape":"ranking","sql":"SELECT\n    size_bucket,\n    round(100 * trade_count / sum(trade_count) OVER (), 2) AS pct_of_trades,\n    round(100 * shares / sum(shares) OVER (), 2)           AS pct_of_shares\nFROM\n(\n    SELECT\n        multiIf(size < 100,  '1 to 99 (odd lot)',\n                size < 500,  '100 to 499',\n                size < 2000, '500 to 1,999',\n                size < 5000, '2,000 to 4,999',\n                             '5,000 and up') AS size_bucket,\n        min(size)                            AS min_size,\n        count()                              AS trade_count,\n        sum(size)                            AS shares\n    FROM global_markets.stocks_trades\n    WHERE ticker = 'AAPL'\n      AND sip_timestamp >= '2026-06-17 11:00:00'\n      AND sip_timestamp <  '2026-06-17 22:00:00'\n      AND size > 0\n    GROUP BY size_bucket\n)\nORDER BY min_size","computed_at":"2026-08-07T16:54:05.997905+00:00","elapsed":0.002236876}