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.
| ticker | odd_lot_pct | late_or_derived_pct | extended_hours_pct |
|---|---|---|---|
| NVDA | 85.14 | 2.4 | 3.53 |
| KO | 80.97 | 5.57 | 1.48 |
| MSFT | 73.99 | 3.08 | 4.18 |
| AAPL | 65.83 | 3.9 | 2.57 |
| SPY | 46.8 | 1.49 | 3.21 |
- Rows × columns
- 5 × 4
- 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 |
|---|---|---|---|
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.
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
(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