What a 10% participation order on AAPL could fill each half hour, August 12, 2026

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 bars AS
(
    SELECT
        toDate(toTimeZone(window_start, 'America/New_York'))           AS et_date,
        toHour(toTimeZone(window_start, 'America/New_York')) * 60
            + toMinute(toTimeZone(window_start, 'America/New_York'))   AS minute_of_day,
        toFloat64(volume)                                              AS shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= toDateTime('2026-08-12 00:00:00', 'America/New_York')
      AND window_start <  toDateTime('2026-08-13 00:00:00', 'America/New_York')
    UNION ALL
    SELECT
        toDate(toTimeZone(sip_timestamp, 'America/New_York'))          AS et_date,
        959                                                            AS minute_of_day,
        toFloat64(maxIf(size, has(conditions, 8)))                     AS shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-08-12 00:00:00', 'America/New_York')
      AND sip_timestamp <  toDateTime('2026-08-13 00:00:00', 'America/New_York')
      AND toHour(sip_timestamp, 'America/New_York') IN (13, 16)
      AND toMinute(sip_timestamp, 'America/New_York') < 10
    GROUP BY et_date
    HAVING countIf(has(conditions, 8)) > 0
),
buckets AS
(
    SELECT
        formatDateTime(toDateTime(intDiv(minute_of_day, 30) * 30 * 60, 'UTC'), '%H:%i') AS et_time,
        sum(shares)                                                                 AS bucket_shares
    FROM bars
    WHERE minute_of_day >= 570
      AND minute_of_day <  960
    GROUP BY et_time
)
SELECT
    b.et_time                                        AS et_time,
    round(b.bucket_shares / 1e6, 2)                  AS aapl_volume_millions,
    toUInt32(round(b.bucket_shares * 0.10 / 1e3))    AS pov_child_fill_k_shares,
    round(100 * b.bucket_shares / t.day_shares, 1)   AS share_of_total_pct
FROM buckets AS b
CROSS JOIN
(
    SELECT sum(bucket_shares) AS day_shares
    FROM buckets
) AS t
ORDER BY et_time