STRASMORE/EXPLORE 2,170 QUERIES

The receipt: TRF timestamps and the FINRA venue code agree on every AAPL report

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 Dark Pool Trading? FINRA Volume Data.

as of scalar 1×5read in context →
spy session bars jul02
390
trade reports thousands
1,148
venue4 reports thousands
552
trf stamped thousands
552
stamp venue disagreements
0
Rows × columns
1 × 5
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 The receipt: TRF timestamps and the FINRA venue code agree on every AAPL report, derived from the stored result.
ColumnTypeRangeNotes
spy_session_bars_jul02 number every row is 390
trade_reports_thousands number every row is 1,148
venue4_reports_thousands number every row is 552
trf_stamped_thousands number every row is 552
stamp_venue_disagreements number every row is 0

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('2026-07-02 09:30:00', 'America/New_York') AND window_start < toDateTime('2026-07-02 16:00:00', 'America/New_York'))
        FROM global_markets.delayed_stocks_minute_aggs
        WHERE ticker = 'SPY' AND window_start >= toDateTime('2026-07-02 00:00:00', 'America/New_York') AND window_start < toDateTime('2026-07-03 00:00:00', 'America/New_York')
    ) AS bars_jul02
SELECT
    bars_jul02 AS spy_session_bars_jul02,
    round(count() / 1e3) AS trade_reports_thousands,
    round(countIf(exchange = 4) / 1e3) AS venue4_reports_thousands,
    round(countIf(trf_timestamp > toDateTime64('1970-01-02 00:00:00', 9)) / 1e3) AS trf_stamped_thousands,
    countIf((exchange = 4) != (trf_timestamp > toDateTime64('1970-01-02 00:00:00', 9))) AS stamp_venue_disagreements
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
  AND sip_timestamp >= '2026-07-02 00:00:00' AND sip_timestamp < '2026-07-03 00:00:00'

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