STRASMORE/EXPLORE 2,170 QUERIES

Block-size prints vs the whole AAPL tape: July 6, 2026, with the session receipt

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 2026-07-26, from What Is a Block Trade? Big Prints & the Data.

as of scalar 1×9read in context →
spy session bars jul06
390
total prints
967,733
block prints
78
block pct of prints
0.01
total volume m
53.6
block volume m
20.3
block pct of volume
37.8
median trade shares
5
median trade notional usd
1,568
Rows × columns
1 × 9
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 Block-size prints vs the whole AAPL tape: July 6, 2026, with the session receipt, derived from the stored result.
ColumnTypeRangeNotes
spy_session_bars_jul06 number every row is 390
total_prints number every row is 967,733
block_prints number every row is 78
block_pct_of_prints number every row is 0.01 percent
total_volume_m number every row is 53.6 count
block_volume_m number every row is 20.3 count
block_pct_of_volume number every row is 37.8 percent
median_trade_shares number every row is 5 count
median_trade_notional_usd number every row is 1,568 US dollars

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 countIf(window_start >= toDateTime('2026-07-06 09:30:00', 'America/New_York') AND window_start < toDateTime('2026-07-06 16:00:00', 'America/New_York'))
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-07-06 00:00:00', 'America/New_York') AND window_start < toDateTime('2026-07-07 00:00:00', 'America/New_York')
    ) AS bars_jul06
SELECT
    bars_jul06 AS spy_session_bars_jul06,
    count() AS total_prints,
    countIf(size >= 10000) AS block_prints,
    round(100.0 * countIf(size >= 10000) / count(), 2) AS block_pct_of_prints,
    round(toFloat64(sum(size)) / 1e6, 1) AS total_volume_m,
    round(toFloat64(sumIf(size, size >= 10000)) / 1e6, 1) AS block_volume_m,
    round(100.0 * toFloat64(sumIf(size, size >= 10000)) / toFloat64(sum(size)), 1) AS block_pct_of_volume,
    round(quantileDeterministic(0.5)(toFloat64(size), toUInt64(sip_timestamp))) AS median_trade_shares,
    round(quantileDeterministic(0.5)(toFloat64(size) * toFloat64(price), toUInt64(sip_timestamp))) AS median_trade_notional_usd
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
  AND sip_timestamp >= '2026-07-06 00:00:00' AND sip_timestamp < '2026-07-07 00:00:00'
  AND NOT hasAny(conditions, [15, 16, 38])

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More from this analysisWhat Is a Block Trade? Big Prints & the Data
The same block scan on SPY: July 6, 2026 scalar 1×7 → AAPL's ten largest prints of July 6, 2026: the whole tape series 10×6 → Where AAPL's 10,000-share-and-up prints executed: July 6, 2026 table 4×5 → MU, the biggest-volume session of June 2026: time-adjusted vs. naive RVOL, plus the full-day figure scalar 1×8 → The receipt: TRF timestamps and the FINRA venue code agree on every AAPL report scalar 1×5 → MU's sharpest 2026 volume shock: the event day vs the trailing ADV before and after scalar 1×6 → See all 2,170 queries →