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AAPL sub-penny print rate by trade size, 17 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 2026-08-07, from The Sub-Penny Rule and Price Improvement.

as of ranking 5×3read in context →
AAPL sub-penny print rate by trade size, 17 June 2026 — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
size_bucketsubpenny_trade_pctshare_of_prints_pct
under 100 shares38.6688.99
100 to 499 shares21.5710.49
500 to 999 shares30.460.36
1,000 to 4,999 shares32.220.15
5,000 shares and up18.060.02
Rows × columns
5 × 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 AAPL sub-penny print rate by trade size, 17 June 2026, derived from the stored result.
ColumnTypeRangeNotes
size_bucket text 5 distinct values
subpenny_trade_pct number 18.06 to 38.66 percent
share_of_prints_pct number 0.02 to 88.99 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 prints AS
(
    SELECT
        size,
        multiIf(size < 100,  'under 100 shares',
                size < 500,  '100 to 499 shares',
                size < 1000, '500 to 999 shares',
                size < 5000, '1,000 to 4,999 shares',
                             '5,000 shares and up')       AS size_bucket,
        toUInt64(round(toFloat64(price) * 10000)) % 100 != 0 AS sub_penny
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= '2026-06-17 00:00:00'
      AND sip_timestamp <  '2026-06-18 00:00:00'
      AND price > 0
      AND size > 0
)
SELECT
    size_bucket,
    round(100 * countIf(sub_penny) / count(), 2)           AS subpenny_trade_pct,
    round(100 * count() / (SELECT count() FROM prints), 2) AS share_of_prints_pct
FROM prints
GROUP BY size_bucket
ORDER BY min(size)

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