STRASMORE/EXPLORE 2,170 QUERIES

Share of a session's prints carrying price-ineligible conditions

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 ranking 5×4read in context →
Share of a session's prints carrying price-ineligible conditions — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
tickerodd_lot_pctlate_or_derived_pctextended_hours_pct
NVDA85.142.43.53
KO80.975.571.48
MSFT73.993.084.18
AAPL65.833.92.57
SPY46.81.493.21
Rows × columns
5 × 4
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 Share of a session's prints carrying price-ineligible conditions, derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (AAPL, KO, MSFT…)
odd_lot_pct number 46.8 to 85.14 percent
late_or_derived_pct number 1.49 to 5.57 percent
extended_hours_pct number 1.48 to 4.18 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 groupArray(toInt32(id))
       FROM global_markets.stocks_condition_codes
      WHERE asset_class = 'stocks'
        AND type = 'sale_condition'
        AND name ILIKE '%odd lot%')                       AS odd_lot_codes,
    (SELECT groupArray(toInt32(id))
       FROM global_markets.stocks_condition_codes
      WHERE asset_class = 'stocks'
        AND type = 'sale_condition'
        AND multiSearchAnyCaseInsensitive(name,
              ['form t', 'extended trading hours']))      AS extended_codes,
    (SELECT groupArray(toInt32(id))
       FROM global_markets.stocks_condition_codes
      WHERE asset_class = 'stocks'
        AND type = 'sale_condition'
        AND multiSearchAnyCaseInsensitive(name,
              ['out of sequence', 'prior reference', 'derivatively priced',
               'average price', 'price variation', 'seller'])
        AND NOT multiSearchAnyCaseInsensitive(name,
              ['form t', 'extended trading hours']))      AS late_or_derived_codes
SELECT
    ticker,
    round(100 * countIf(hasAny(conditions, odd_lot_codes))         / count(), 2) AS odd_lot_pct,
    round(100 * countIf(hasAny(conditions, late_or_derived_codes)) / count(), 2) AS late_or_derived_pct,
    round(100 * countIf(hasAny(conditions, extended_codes))        / count(), 2) AS extended_hours_pct
FROM global_markets.stocks_trades
WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY')
  AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-06-18 00:00:00', 'UTC')
GROUP BY ticker
ORDER BY odd_lot_pct DESC

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