{"slug":"what-historical-tick-data-costs","qid":"venue_split","label":"venue_split","post_title":"what-historical-tick-data-costs","post_url":"/blog/what-historical-tick-data-costs#q-venue_split","columns":["venue","trade_thousands","share_pct"],"rows":[{"venue":"FINRA Alternative Display Facility","trade_thousands":237.6,"share_pct":45.8},{"venue":"NYSE Arca, Inc.","trade_thousands":78.8,"share_pct":15.2},{"venue":"Nasdaq","trade_thousands":77.8,"share_pct":15},{"venue":"Cboe BZX","trade_thousands":38.4,"share_pct":7.4},{"venue":"Cboe EDGX","trade_thousands":21.9,"share_pct":4.2},{"venue":"Investors Exchange","trade_thousands":19,"share_pct":3.7},{"venue":"New York Stock Exchange","trade_thousands":17.5,"share_pct":3.4},{"venue":"Members Exchange","trade_thousands":10.8,"share_pct":2.1},{"venue":"Cboe EDGA","trade_thousands":4.6,"share_pct":0.9},{"venue":"Cboe BYX","trade_thousands":4,"share_pct":0.8},{"venue":"Nasdaq Philadelphia Exchange LLC","trade_thousands":2.5,"share_pct":0.5},{"venue":"MIAX Pearl","trade_thousands":1.9,"share_pct":0.4}],"shape":"ranking","sql":"SELECT\n    if(ex.name = '', concat('Venue ', toString(d.exchange)), ex.name) AS venue,\n    round(d.trades / 1000, 1)                                         AS trade_thousands,\n    round(100 * d.trades / sum(d.trades) OVER (), 1)                  AS share_pct\nFROM\n(\n    SELECT\n        toInt32(exchange) AS exchange,\n        count()           AS trades\n    FROM global_markets.stocks_trades\n    WHERE ticker = 'SPY'\n      AND sip_timestamp >= toDateTime('2026-08-19 08:00:00')\n      AND sip_timestamp <  toDateTime('2026-08-20 08:00:00')\n    GROUP BY exchange\n) AS d\nLEFT JOIN\n(\n    SELECT\n        toInt32(id) AS id,\n        any(name)   AS name\n    FROM global_markets.stocks_exchanges\n    WHERE asset_class = 'stocks'\n    GROUP BY id\n) AS ex ON ex.id = d.exchange\nORDER BY d.trades DESC\nLIMIT 12","computed_at":"2026-09-24T15:31:36.319327+00:00","elapsed":0.004322131}