STRASMORE/EXPLORE 2,170 QUERIES

Print-size anatomy and quote census: full week

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 SPCX: The Week It Went Underwater.

as of scalar 1×5read in context →
prints m
5.52
median print shares
10
odd lot pct of prints
80.1
nbbo updates m
2.2
clean two sided pct
99.35
Rows × columns
1 × 5
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 Print-size anatomy and quote census: full week, derived from the stored result.
ColumnTypeRangeNotes
prints_m number every row is 5.52
median_print_shares number every row is 10 count
odd_lot_pct_of_prints number every row is 80.1 percent
nbbo_updates_m number every row is 2.2
clean_two_sided_pct number every row is 99.35 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
    (
        SELECT (round(count() / 1e6, 2),
                round(100.0 * countIf(bid_price > 0 AND ask_price > 0 AND ask_price > bid_price) / count(), 2))
        FROM global_markets.cache_stocks_quotes
        WHERE ticker = 'SPCX'
          AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 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(100.0 * countIf(size < 100) / count(), 1) AS odd_lot_pct_of_prints,
    quote_census.1 AS nbbo_updates_m,
    quote_census.2 AS clean_two_sided_pct
FROM global_markets.stocks_trades
WHERE ticker = 'SPCX'
  AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)

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The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisSPCX: The Week It Went Underwater
SPCX, week of July 6, 2026: the slide, receipted scalar 1×14 → Rank receipt: the week's dollar volume against every other ticker scalar 1×3 → Options on the new entity, full week: contracts, put-call, busiest contract scalar 1×4 → The week's news flow: counts, plus the three storyline receipts, quoted verbatim scalar 1×9 → The symbol's trading history by month: the gap and the new entity's arrival series 12×5 → The week's heaviest tickers by regular-hours dollar volume: where the newcomer now sits ranking 12×4 → See all 2,170 queries →