Price-Time Priority vs Pro-Rata Fills
Quote updates per second and average quoted spread, ten minutes on 17 June 2026ranking ·
2026-08-08 · 5×3
Average shares per trade print, June 2026ranking ·
2026-08-08 · 8×2
AAPL option prints by contract count, 17 June 2026ranking ·
2026-08-08 · 5×2
AAPL trade prints by share count, 17 June 2026ranking ·
2026-08-08 · 5×2
How to Read a Form 4 Insider Trading Filing
Calendar days from transaction date to Form 4 filing dateranking ·
2026-08-08 · 6×3
Form 4 filings containing a sale: with an exercise on the same document, or withoutseries ·
2026-08-08 · 12×4
Share of Form 4 lines booked as indirect ownership, by transaction coderanking ·
2026-08-08 · 6×3
Share of reported Form 4 lines by transaction code, Aug 2025 to Jul 2026ranking ·
2026-08-08 · 7×3
Original Form 4 documents and Form 4/A amendments, by filing monthseries ·
2026-08-08 · 12×4
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries ·
2026-08-08 · 15×4
How many of the 390 session minutes each US symbol traded inranking ·
2026-08-08 · 10×2
Trade condition codes that restrict high, low, and lastranking ·
2026-08-08 · 7×3
SPY volume by minute into the close, June 10 2026series ·
2026-08-08 · 25×3
One-minute AAPL bars rebuilt from individual trades, June 10 2026series ·
2026-08-08 · 15×6
Dividends vs Buybacks: Shareholder Yield
Dividend yield, buyback yield and total shareholder yieldranking ·
2026-08-08 · 4×4
AAPL diluted share count, every reported quarter since 2021series ·
2026-08-08 · 20×3
The exact quarters behind each buyback yieldtable ·
2026-08-08 · 4×5
Share of net income already committed to the dividendranking ·
2026-08-08 · 8×2
Why Your Options Order Isn't Getting Filled
Apple option trades on June 17 2026: share of prints vs share of contracts, by trade sizeranking ·
2026-08-07 · 5×3
Apple option activity by strike distance, 20 to 45 days to expiry, May and June 2026ranking ·
2026-08-07 · 5×3
Median quoted spread on Apple options by contract price, 30 second window on June 17 2026ranking ·
2026-08-07 · 5×3
Apple options quote updates, second by second, 2:00 p.m. ET on June 17 2026series ·
2026-08-07 · 30×3
What Is Option Rho? The Interest Rate Greek
Weekly average rho: SPY January 2027 calls against a rolling front-month seriesseries ·
2026-08-07 · 52×3
Average SPY option rho by time to expiration, indexed to the front monthranking ·
2026-08-07 · 6×4
Average rho on long-dated SPY options, by strike against the share priceranking ·
2026-08-07 · 7×4
Start-to-end change in Treasury yields by calendar year, in basis pointsranking ·
2026-08-07 · 13×3
Trade Condition Codes Explained
Share of a session's prints carrying price-ineligible conditionsranking ·
2026-08-07 · 5×4
Two versions of the same AAPL session high, fifteen minutes at a timeseries ·
2026-08-07 · 26×3
Condition code families defined for US stocksranking ·
2026-08-07 · 8×2
One AAPL session, every print grouped by its sale conditionranking ·
2026-08-07 · 12×3
The Sub-Penny Rule and Price Improvement
What one cent is worth, by share price bandranking ·
2026-08-07 · 8×3
The penny tick and the quoted gap, in basis pointstable ·
2026-08-07 · 7×5
Share of prints that landed on a sub-penny priceranking ·
2026-08-07 · 7×3
AAPL sub-penny print rate by trade size, 17 June 2026ranking ·
2026-08-07 · 5×3
Rule 605 vs 606: Execution Quality Reports
Where AAPL prints fall by trade size, June 17, 2026ranking ·
2026-08-07 · 5×3
Share of June 2026 volume reported to FINRA facilitiesranking ·
2026-08-07 · 5×3
AAPL quoted spread across the trading clock, June 17, 2026series ·
2026-08-07 · 22×3
Effective spread against quoted spread by trade size, AAPLranking ·
2026-08-07 · 4×4
Probability of Touch vs Probability ITM
SPY through July 2024 against a level 2% above the July 1 closeseries ·
2026-08-07 · 28×6
SPY: touched versus finished above, 21-session forward windows since 2011table ·
2026-08-07 · 4×5
SPY option delta buckets, with the doubling rule applied (Jan to Jun 2026)ranking ·
2026-08-07 · 9×4
Time in Force Explained: Day, GTC, IOC, FOK
SPY share volume by ET clock hour, June 2026series ·
2026-08-07 · 16×2
Print sizes across five names, 10:00 to 11:00 a.m. ET on 2026-06-10ranking ·
2026-08-07 · 5×3
US stock splits per month, forward and reverseseries ·
2026-08-07 · 12×3
SPY volume per minute into the close, June 2026 session averageseries ·
2026-08-07 · 16×2
Level 1 vs Level 2 vs Level 3 Market Data
Executed volume by price level: the traded ladder (KO, 30 minutes)table ·
2026-08-07 · 63×3
Level 1 top of book: quoted spread across a full session (AAPL, June 17 2026)series ·
2026-08-07 · 32×3
Top-of-book message rate, minute by minute (NVDA, one hour)series ·
2026-08-07 · 60×3
Top-of-book spread and quote message count by name (10:00 to 11:00 a.m. ET)ranking ·
2026-08-07 · 5×3
Japanese IPO Lockups: The 1.5x Release Rule
One US listing traced against a flat line at 1.5x its offer priceseries ·
2026-08-07 · 82×3
Share of US listings trading at 1.5x their offer price, by day since listingranking ·
2026-08-07 · 19×2
US listings clearing 1.5x the offer price on the first close, by listing yearranking ·
2026-08-07 · 8×4
Iron Condor vs Iron Butterfly: Break-Evens
Vega across the SPY ladder, indexed to the at-the-money strike, May 2026ranking ·
2026-08-07 · 13×3
What a 30-day SPY option cost at each distance from spot, May 2026 averagesranking ·
2026-08-07 · 13×3
At-the-money implied volatility and the 30-day expected move it prices, May 2026ranking ·
2026-08-07 · 6×3
Strikes that actually traded per session, 20 to 45 days out, May 2026series ·
2026-08-07 · 6×3
How to Roll an Option Position: Up and Out
Moving the strike up costs premium: AAPL calls 30 to 45 days outranking ·
2026-08-07 · 6×3
What extra time is worth: at-the-money AAPL call premium by days to expiryranking ·
2026-08-07 · 6×3
Time value left in an in-the-money KO call as expiry approachesranking ·
2026-08-07 · 5×4
2026 cash dividends per share at eight widely held payersranking ·
2026-08-07 · 8×4
How ETF Creation and Redemption Works
Quoted spread against average share volume, US listed ETFsranking ·
2026-08-07 · 5×3
One session of SPY prints, sorted into trade size bucketsranking ·
2026-08-07 · 4×4
Quoted spread through the session: large cap fund vs micro cap fundseries ·
2026-08-07 · 79×3
Daily range and volume in a high yield bond ETF, month by monthranking ·
2026-08-07 · 9×3
Is a Dividend Safe? Free Cash Flow Test
Same year, two payout ratios: earnings basis against cash basis (illustrative, percent)ranking ·
2026-08-07 · 2×2
Illustrative year: the reconciliation behind the coverage test (hypothetical manufacturer, $ millions)ranking ·
2026-08-07 · 6×2
Credit Spread vs Debit Spread: Same Trade?
Every $5-wide vertical on one AAPL chain: debit paid against credit takenranking ·
2026-08-07 · 6×4
Profit and loss at expiration: the debit structure against the credit structureranking ·
2026-08-07 · 8×4
Put-call parity on one AAPL chain: call minus put against stock minus striketable ·
2026-08-07 · 5×8
Where the volume sat on that AAPL chain: call contracts against put contracts, by strikeranking ·
2026-08-07 · 14×4
Anchored VWAP Explained: Formula and Uses
How much the newest session can move an anchored VWAP (AAPL)ranking ·
2026-08-07 · 13×2
Anchored at each name's own lowest close of the past twelve monthstable ·
2026-08-07 · 5×5
Daily session VWAP against a VWAP anchored on one date (AAPL)series ·
2026-08-07 · 62×4
The same stock and the same last price, twelve different anchors (AAPL)ranking ·
2026-08-07 · 12×3
Why Stock Quotes Are Delayed 15 Minutes
How often the last price changes, minute by minute (June 2026)ranking ·
2026-08-06 · 6×3
The 15 minute gap across six household tickers (June 2026)ranking ·
2026-08-06 · 6×3
How far SPY travels in 15 minutes, by hour of the session (June 2026)series ·
2026-08-06 · 7×4
Live price against a 15 minute delayed view, one SPY sessionseries ·
2026-08-06 · 37×5
When Are 13F Filings Due? 2026 Deadlines
Share of reported volume marked short, Q1 2026 disclosure windowranking ·
2026-08-06 · 5×3
The four 13F deadlines for the 2026 quartersseries ·
2026-08-06 · 4×7
AAPL: quarter-end snapshot price vs the price on the 13F deadlineseries ·
2026-08-06 · 8×7
Trading during the Q1 2026 disclosure window, five household namesranking ·
2026-08-06 · 5×4
What Is the Sharpe Ratio? Formula and Math
Sharpe against Sortino, six names, calendar 2025ranking ·
2026-08-06 · 6×4
SPY annualized Sharpe ratio, year by year, fixed 4.25% assumed rateranking ·
2026-08-06 · 10×3
Annualized Sharpe ratio by name, calendar 2025, assumed 4.25% risk-free rateranking ·
2026-08-06 · 6×4
One year of SPY, three sampling frequencies, one annualized Sharpe ratioranking ·
2026-08-06 · 3×3
Same SPY 2025 returns, six assumed risk-free ratesranking ·
2026-08-06 · 6×4
What H1 and H2 Mean in Company Reporting
Where nine familiar issuers close their reported periodstable ·
2026-08-06 · 9×5
The most recent 10-K on file for the same nine issuersranking ·
2026-08-06 · 9×4
Annual and interim filing forms counted over calendar H1 2026ranking ·
2026-08-06 · 3×3
Companies filing a 10-K annual report in each month of calendar H1 2026series ·
2026-08-06 · 6×3
Reproducible Backtest in Python, No API Key
A 20/50 moving-average crossover on SPY, year by year, against holdingranking ·
2026-08-06 · 9×4
The same 20/50 rule on five liquid names, 2021 through 2025ranking ·
2026-08-06 · 5×4
Same rule, prior-session signal against same-session signal, SPY by yearranking ·
2026-08-06 · 9×4
Portfolio Delta and Beta Weighting Explained
AAPL call and put delta across the strike ladder, 20 to 45 days to expiryranking ·
2026-08-06 · 12×4
A three-leg book, raw delta against beta weighted deltatable ·
2026-08-06 · 3×6
The same two betas, measured over six different lookback windowsranking ·
2026-08-06 · 6×3
Beta, price ratio, and SPY-share equivalent per share heldranking ·
2026-08-06 · 7×4
Iceberg Orders Explained: Hidden Liquidity
Most repeated price and size pairings, AAPL, June 17, 2026table ·
2026-08-06 · 12×5
Every AAPL print on June 17, 2026, grouped by trade sizeranking ·
2026-08-06 · 6×4
spy_open_ramp
spy_open_ramp
| et_time | contract_volume | active_pct |
|---|---|---|
| 09:15 | 0 | 0 |
| 09:16 | 0 | 0 |
| 09:17 | 0 | 0 |
| 09:18 | 0 | 0 |
| 09:19 | 0 | 0 |
| 09:20 | 0 | 0 |
| 09:21 | 0 | 0 |
| 09:22 | 0 | 0 |
| 09:23 | 0 | 0 |
| 09:24 | 0 | 0 |
| 09:25 | 0 | 0 |
| 09:26 | 0 | 0 |
| 09:27 | 0 | 0 |
| 09:28 | 0 | 0 |
| 09:29 | 0 | 0 |
| 09:30 | 79450 | 100 |
| 09:31 | 7850 | 100 |
| 09:32 | 26796 | 100 |
| 09:33 | 45414 | 100 |
| 09:34 | 15329 | 100 |
| 09:35 | 49108 | 100 |
| 09:36 | 18352 | 100 |
| 09:37 | 31470 | 100 |
| 09:38 | 20996 | 100 |
| 09:39 | 36490 | 100 |
| 09:40 | 42035 | 100 |
| 09:41 | 21718 | 100 |
| 09:42 | 28877 | 100 |
| 09:43 | 39642 | 100 |
| 09:44 | 35376 | 100 |
| 09:45 | 41167 | 100 |
| 09:46 | 40783 | 100 |
| 09:47 | 54856 | 100 |
| 09:48 | 29440 | 100 |
| 09:49 | 51570 | 100 |
| 09:50 | 28752 | 100 |
| 09:51 | 29558 | 100 |
| 09:52 | 31180 | 100 |
| 09:53 | 21258 | 100 |
| 09:54 | 20868 | 100 |
| 09:55 | 22009 | 100 |
| 09:56 | 34339 | 100 |
| 09:57 | 18496 | 100 |
| 09:58 | 25615 | 100 |
| 09:59 | 27794 | 100 |
| 10:00 | 35862 | 100 |
the exact SQL behind every number
WITH tape AS
(
SELECT
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS minute_of_day,
countDistinct(toDate(toTimeZone(window_start, 'America/New_York'))) AS days_traded,
sum(volume) AS contracts
FROM global_markets.options_minute_aggs
WHERE startsWith(ticker, 'O:SPY')
AND length(ticker) = 20
AND window_start >= today() - 12
AND window_start < today() - 2
GROUP BY minute_of_day
)
SELECT
formatDateTime(toDateTime('2026-01-01 00:00:00') + grid.minute_of_day * 60, '%H:%i') AS et_time,
toUInt64(round(ifNull(t.contracts, 0) / greatest((SELECT max(days_traded) FROM tape), 1))) AS contract_volume,
round(100 * ifNull(t.days_traded, 0) / greatest((SELECT max(days_traded) FROM tape), 1), 1) AS active_pct
FROM
(
SELECT 555 + arrayJoin(range(46)) AS minute_of_day
) AS grid
LEFT JOIN tape AS t ON t.minute_of_day = grid.minute_of_day
ORDER BY grid.minute_of_day
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