STRASMORE/EXPLORE 2,170 QUERIES

Two versions of the same AAPL session high, fifteen minutes at a time

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 Trade Condition Codes Explained.

as of series 26×3read in context →
Two versions of the same AAPL session high, fifteen minutes at a time — 26 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timetape_higheligible_high
09:30302.07302.07
09:45301.54301.32
10:00300.54300.52
10:15300.99300.99
10:30300.7300.54
10:45299.85299.85
11:00298.77298.69
11:15298.15298.14
11:30297.63297.46
11:45298.78298.77
12:00299.16299.16
12:15298.88298.88
12:30301.02298.74
12:45298.53298.53
13:00298.31298.22
13:15297.24297.24
13:30297.13297.11
13:45297.62297.6
14:00311.79297.54
14:15296.53296.53
14:30296.43296.42
14:45296.32296.32
15:00299.24295.84
15:15295.66295.65
15:30295.45295.44
15:45296.22296.22
Rows × columns
26 × 3
Period covered
to
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 Two versions of the same AAPL session high, fifteen minutes at a time, derived from the stored result.
ColumnTypeRangeNotes
et_time date 09:30 to 15:45
tape_high number 295.45 to 311.79 US dollars
eligible_high number 295.44 to 302.07 US dollars

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 groupArray(toInt32(id))
       FROM global_markets.stocks_condition_codes
      WHERE asset_class = 'stocks'
        AND type = 'sale_condition'
        AND multiSearchAnyCaseInsensitive(name,
              ['odd lot', 'form t', 'extended trading hours', 'out of sequence',
               'prior reference', 'derivatively priced', 'average price',
               'price variation', 'seller'])) AS not_high_low_codes
SELECT
    formatDateTime(toStartOfFifteenMinutes(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
    round(toFloat64(max(price)), 2)                                              AS tape_high,
    round(toFloat64(maxIf(price, NOT hasAny(conditions, not_high_low_codes))), 2) AS eligible_high
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-06-18 00:00:00', 'UTC')
  AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60
       + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570
  AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60
       + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 960
GROUP BY et_time
HAVING countIf(NOT hasAny(conditions, not_high_low_codes)) > 0
ORDER BY et_time

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More from this analysisTrade Condition Codes Explained
One AAPL session, every print grouped by its sale condition ranking 12×3 → Condition code families defined for US stocks ranking 8×2 → Share of a session's prints carrying price-ineligible conditions ranking 5×4 → AAPL average print size across the February 2026 boundary series 19×4 → Average shares per print by month, September 2025 through July 2026 series 11×5 → Small AAPL print sizes: five sessions in January 2026 against five in July 2026 table 26×3 → See all 2,170 queries →