How AAPL volume splits across print sizes, 10:00 a.m. to 3:00 p.m. ET (Sep 16, 2026)
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 2026-10-05, from What Price Does a Market Order Fill At?.
| size_bucket | print_count | pct_of_volume |
|---|---|---|
| up to 100 | 381148 | 46.37 |
| 101 to 500 | 21728 | 30.6 |
| 501 to 1,000 | 1243 | 6.36 |
| 1,001 to 5,000 | 697 | 9.29 |
| more than 5,000 | 48 | 7.37 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
size_bucket |
text | 5 distinct values (1,001 to 5,000, 101 to 500, 501 to 1,000…) | |
print_count |
number | 48 to 381,148 | count |
pct_of_volume |
number | 6.36 to 46.37 | percent |
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 window_prints AS
(
SELECT size
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-09-16 14:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-09-16 19:00:00', 'UTC')
AND size > 0
)
SELECT
multiIf(size <= 100, 'up to 100',
size <= 500, '101 to 500',
size <= 1000, '501 to 1,000',
size <= 5000, '1,001 to 5,000',
'more than 5,000') AS size_bucket,
count() AS print_count,
round(100 * sum(size) / (SELECT sum(size) FROM window_prints), 2) AS pct_of_volume
FROM window_prints
GROUP BY size_bucket
ORDER BY min(size)
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.