odd_lots
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 2026-09-24, from stock-splits-in-japan-trading-units.
| trade_band | trade_count | pct_of_trades |
|---|---|---|
| 2 to 99 shares | 577632 | 83.9 |
| a single share | 65156 | 9.5 |
| exactly 100 shares | 15680 | 2.3 |
| 101 to 999 shares | 28563 | 4.1 |
| 1,000 or more | 1335 | 0.2 |
- Rows × columns
- 5 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
trade_band |
text | 5 distinct values | |
trade_count |
number | 1,335 to 577,632 | count |
pct_of_trades |
number | 0.2 to 83.9 | 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.
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 day_tape AS
(
SELECT size
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-09-15 00:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-09-16 00:00:00', 'UTC')
)
SELECT
multiIf(size = 1, 'a single share',
size < 100, '2 to 99 shares',
size = 100, 'exactly 100 shares',
size < 1000, '101 to 999 shares',
'1,000 or more') AS trade_band,
count() AS trade_count,
round(100 * count() / (SELECT count() FROM day_tape), 1) AS pct_of_trades
FROM day_tape
GROUP BY trade_band
ORDER BY min(size)
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.