STRASMORE/EXPLORE 3,256 QUERIES

Share of prints under 100 shares, same mid-session window

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 2026-10-09, from What Limit Price Should I Set on a Stock?.

as of ranking 5×4read in context →
Share of prints under 100 shares, same mid-session window — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
symbolunder_100_share_pctexactly_100_share_pcttrade_count
AAPL94.72.1456268
MSFT93.63.4256609
NVDA89.56.51408104
SPY87.25.2324886
KO8610.2186969
Rows × columns
5 × 4
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 Share of prints under 100 shares, same mid-session window, derived from the stored result.
ColumnTypeRangeNotes
symbol text 5 distinct values (AAPL, KO, MSFT…)
under_100_share_pct number 86 to 94.7 percent
exactly_100_share_pct number 2.1 to 10.2 percent
trade_count number 186,969 to 1,408,104 count

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
    ticker                                       AS symbol,
    round(100 * countIf(size < 100) / count(), 1) AS under_100_share_pct,
    round(100 * countIf(size = 100) / count(), 1) AS exactly_100_share_pct,
    count()                                       AS trade_count
FROM global_markets.stocks_trades
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
  AND sip_timestamp >= '2026-09-15 14:00:00'
  AND sip_timestamp <  '2026-09-15 19:00:00'
  AND size > 0
GROUP BY ticker
ORDER BY under_100_share_pct DESC
⌘/Ctrl + Enter

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