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.
- Rows × columns
- 1 × 5
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
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.
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
(
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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