STRASMORE/EXPLORE 2,549 QUERIES

venue_split

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 2026-09-24, from what-historical-tick-data-costs.

as of ranking 12×3read in context →
venue_split — 12 rows by 3 columns, computed from US exchange, SIP and OPRA data.
venuetrade_thousandsshare_pct
FINRA Alternative Display Facility237.645.8
NYSE Arca, Inc.78.815.2
Nasdaq77.815
Cboe BZX38.47.4
Cboe EDGX21.94.2
Investors Exchange193.7
New York Stock Exchange17.53.4
Members Exchange10.82.1
Cboe EDGA4.60.9
Cboe BYX40.8
Nasdaq Philadelphia Exchange LLC2.50.5
MIAX Pearl1.90.4
Rows × columns
12 × 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 venue_split, derived from the stored result.
ColumnTypeRangeNotes
venue text 12 distinct values (Cboe BYX, Cboe BZX, Cboe EDGA…)
trade_thousands number 1.9 to 237.6
share_pct number 0.4 to 45.8 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.

SELECT
    if(ex.name = '', concat('Venue ', toString(d.exchange)), ex.name) AS venue,
    round(d.trades / 1000, 1)                                         AS trade_thousands,
    round(100 * d.trades / sum(d.trades) OVER (), 1)                  AS share_pct
FROM
(
    SELECT
        toInt32(exchange) AS exchange,
        count()           AS trades
    FROM global_markets.stocks_trades
    WHERE ticker = 'SPY'
      AND sip_timestamp >= toDateTime('2026-08-19 08:00:00')
      AND sip_timestamp <  toDateTime('2026-08-20 08:00:00')
    GROUP BY exchange
) AS d
LEFT JOIN
(
    SELECT
        toInt32(id) AS id,
        any(name)   AS name
    FROM global_markets.stocks_exchanges
    WHERE asset_class = 'stocks'
    GROUP BY id
) AS ex ON ex.id = d.exchange
ORDER BY d.trades DESC
LIMIT 12
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

More from this analysiswhat-historical-tick-data-costs
intraday_shape ranking 16×2 → chain_breadth ranking 6×4 → trades_vs_quotes ranking 5×4 → daily_record_counts series 21×3 → Top 25 weekly-options underlyings by distinct contracts traded, with expiration weekdays ranking 25×4 → Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years) ranking 25×3 → See all 2,549 queries →