{"slug":"what-price-a-market-order-fills-at","qid":"print_size_mix","label":"How AAPL volume splits across print sizes, 10:00 a.m. to 3:00 p.m. ET (Sep 16, 2026)","post_title":"What Price Does a Market Order Fill At?","post_url":"/blog/what-price-a-market-order-fills-at#q-print_size_mix","columns":["size_bucket","print_count","pct_of_volume"],"rows":[{"size_bucket":"up to 100","print_count":381148,"pct_of_volume":46.37},{"size_bucket":"101 to 500","print_count":21728,"pct_of_volume":30.6},{"size_bucket":"501 to 1,000","print_count":1243,"pct_of_volume":6.36},{"size_bucket":"1,001 to 5,000","print_count":697,"pct_of_volume":9.29},{"size_bucket":"more than 5,000","print_count":48,"pct_of_volume":7.37}],"shape":"ranking","sql":"WITH window_prints AS\n(\n    SELECT size\n    FROM global_markets.stocks_trades\n    WHERE ticker = 'AAPL'\n      AND sip_timestamp >= toDateTime('2026-09-16 14:00:00', 'UTC')\n      AND sip_timestamp <  toDateTime('2026-09-16 19:00:00', 'UTC')\n      AND size > 0\n)\nSELECT\n    multiIf(size <= 100,  'up to 100',\n            size <= 500,  '101 to 500',\n            size <= 1000, '501 to 1,000',\n            size <= 5000, '1,001 to 5,000',\n                          'more than 5,000')                            AS size_bucket,\n    count()                                                             AS print_count,\n    round(100 * sum(size) / (SELECT sum(size) FROM window_prints), 2)   AS pct_of_volume\nFROM window_prints\nGROUP BY size_bucket\nORDER BY min(size)","computed_at":"2026-10-05T14:57:08.593327+00:00","elapsed":0.002715654}