Stock Order Types Explained: The Core Four
How often a buy limit under the prior close was reached (AAPL, one year of sessions)ranking ·
2026-10-08 · 6×2
Overnight gap between one close and the next open, year to Sep 2026ranking ·
2026-10-08 · 6×4
Primary Peg vs Market Peg Orders Explained
Distance between the touches, five household names, 15 September 2026ranking ·
2026-10-08 · 5×4
Share of quotes at a one cent spread, 15 September 2026ranking ·
2026-10-08 · 5×4
AAPL quoted spread by ET hour, 15 September 2026series ·
2026-10-08 · 16×2
Distinct best bid prices per 15 minutes, NVDA against KOseries ·
2026-10-08 · 64×3
Market Orders With Protection on CME Globex
Quoted spread across six household names, 10:00 to 10:10 ET on 2026-09-15ranking ·
2026-10-08 · 6×4
Average quoted spread at the open and at midday, 2026-09-15ranking ·
2026-10-08 · 6×4
How big is a typical one minute move in SPY? September 2026 regular sessionranking ·
2026-10-08 · 5×3
Median one minute range by ET clock bucket, SPY and KO, September 2026series ·
2026-10-08 · 39×3
How Much Slippage to Assume in a Backtest
Distance from the prevailing mid by trade size, AAPL, one midday hourranking ·
2026-10-08 · 5×3
A five cent concession as a share of premium, near-the-money SPY contracts by expiryranking ·
2026-10-08 · 5×3
Quoted spread and the half spread floor, six household names, one midday hourranking ·
2026-10-08 · 6×3
A naive open-to-close yardstick, netted against a ladder of slippage assumptionsranking ·
2026-10-08 · 6×4
Does OPRA Have Depth of Book? Feed Explained
Options trade prints by exchange count, five household names (Sep 16, 2026)ranking ·
2026-10-08 · 5×3
Traded volume across strikes, one AAPL expiry (Sep 16, 2026)table ·
2026-10-08 · 55×3
Distinct AAPL option contracts trading, by hour of the sessionranking ·
2026-10-08 · 8×2
One contract, one minute: displayed size at each exchange's best quoteranking ·
2026-10-08 · 8×4
Contracts in the chain versus contracts that traded (Sep 16, 2026)ranking ·
2026-10-08 · 12×3
T-Bill Maturities and How Yields Are Quoted
A nine-month estimate, interpolated between the 3-month and 1-year pointsseries ·
2026-10-07 · 26×5
Front-end yields by horizon: 13-week bill, 1-year point, 2-year noteseries ·
2026-10-07 · 26×6
The published short end of the Treasury curve, April to September 2026table ·
2026-10-07 · 3×6
The same bill on both conventions: coupon equivalent versus discount basistable ·
2026-10-07 · 2×5
Options Trade Example: Start to Finish
AAPL's close against the strike and the breakeven, February 20 to March 20, 2026series ·
2026-10-07 · 21×5
The daily mark on one AAPL March 2026 call: premium, intrinsic value, time valueseries ·
2026-10-07 · 20×6
The same contract, three exit choices, net of commission and feesranking ·
2026-10-07 · 3×3
One contract: premium, cash out, and breakeven across the strikes above the stocktable ·
2026-10-07 · 6×6
AAPL March 2026 calls on the chain at entry, February 20, 2026table ·
2026-10-07 · 5×5
One Clearinghouse, Many Options Exchanges
Where AAPL option volume printed across venues, September 15, 2026ranking ·
2026-10-07 · 18×3
Median quoted spread in the underlying stock, one midday hourranking ·
2026-10-07 · 5×3
Listed contracts per underlying on the most recent September 2026 sessionranking ·
2026-10-07 · 5×4
US options exchanges on the official participant listtable ·
2026-10-07 · 20×4
Near the money AAPL implied volatility and vega by days to expiryranking ·
2026-10-07 · 5×3
Market data quality checks that catch real bugs
Declared split ratio against the close ratio across the effective dateranking ·
2026-10-07 · 10×3
One symbol's quote messages against the sequence numbers they spanseries ·
2026-10-07 · 60×3
Condition codes on one hour of prints, named from the exchange reference listranking ·
2026-10-07 · 9×3
Venue stamp to consolidated stamp, minute by minuteseries ·
2026-10-07 · 60×3
Locked, crossed and one sided quote rates across six household namesranking ·
2026-10-07 · 6×4
Forex Pending Order Types: Limits & Stops
Median and 95th-percentile opening step by weekday (SPY, 2016 to 2026)series ·
2026-10-07 · 5×3
How often a session reached a level set away from the open (SPY, 2016 to 2026)ranking ·
2026-10-07 · 5×3
How far the open landed from the prior close (SPY sessions, 2016 to 2026)ranking ·
2026-10-07 · 6×3
The ten largest opening steps in SPY, 2016 to 2026series ·
2026-10-07 · 10×4
The Real Disadvantages of a Stock Split
What a one cent tick costs at each price levelranking ·
2026-10-07 · 7×4
A one cent tick before and after real forward splitstable ·
2026-10-07 · 12×5
NVIDIA traded option strikes across its 2024 splitseries ·
2026-10-07 · 7×4
Share count, per share earnings and revenue across a splitseries ·
2026-10-07 · 7×5
What A-share Level 2 Data Actually Contains
AAPL quote updates per three second interval, by Eastern clock hour (16 September 2026)ranking ·
2026-10-07 · 16×3
Book events per three second interval across five household names (10:00 to 10:30 a.m. ET, 16 September 2026)ranking ·
2026-10-07 · 5×3
How many distinct best bid prices fit in one three second interval (AAPL, 16 September 2026)ranking ·
2026-10-07 · 10×3
How Many Shares in an Options Contract?
Recent reverse splits and the deliverable left behindranking ·
2026-10-06 · 10×4
Average near-the-money premium per share, September 2026ranking ·
2026-10-06 · 5×3
Fractional-ratio splits and the share count they leave per contractranking ·
2026-10-06 · 12×4
One quote, two multipliers: AAPL near-the-money premium converted to cashseries ·
2026-10-06 · 21×4
Stock Correlation Matrix in One SQL Query
Daily bars per name against sessions shared with SPY, Oct 2025 to Sep 2026ranking ·
2026-10-06 · 6×3
AAPL and MSFT return correlation measured quarter by quarterranking ·
2026-10-06 · 7×3
Correlation of price levels against correlation of daily returns, same pairsranking ·
2026-10-06 · 15×4
Pairwise correlation of daily returns, six large caps, Oct 2025 to Sep 2026ranking ·
2026-10-06 · 15×2
Limit Orders on Crypto Exchanges vs Stocks
The same stock, quoted venue by venue: AAPL spreads by exchangeranking ·
2026-10-06 · 3×4
AAPL print sizes in one hour, Sep 23 2026ranking ·
2026-10-06 · 5×3
Where AAPL's volume sat by ET hour, September 2026series ·
2026-10-06 · 16×3
Average quoted spread across household names, five minutes on Sep 23 2026ranking ·
2026-10-06 · 5×3
Is a Covered Put Actually Covered?
One month of a crowded short, January 2021series ·
2026-10-06 · 24×4
Twelve months of dividends a short seller owes, per shareranking ·
2026-10-06 · 8×4
Days to cover the reported short interest, household namesranking ·
2026-10-06 · 8×3
Best and worst 21-session moves since 2021ranking ·
2026-10-06 · 6×3
Buy Stop vs Sell Stop Orders: How Each Fires
How often a 2 percent stop distance gets touched, by nameranking ·
2026-10-06 · 6×3
KO quoted spread by half hour of the ET clock, one pinned sessionseries ·
2026-10-06 · 14×3
SPY: share of sessions opening a given distance from the prior closeranking ·
2026-10-06 · 5×3
Apple's eight widest downside opening gaps since 2021ranking ·
2026-10-06 · 8×4
Why a Limit Order Didn't Fill: 5 Causes
Where one session of AAPL prints actually happened, by venueranking ·
2026-10-05 · 15×4
Minutes a session spends near its own low, five household namesseries ·
2026-10-05 · 5×4
Shares traded at KO's lowest price levels in one sessionranking ·
2026-10-05 · 8×3
Odd lots versus round lots in one AAPL session: prints and sharesranking ·
2026-10-05 · 5×4
What Price Does a Market Order Fill At?
Share of AAPL prints carrying a sub-penny price, by ET hour (Sep 16, 2026)ranking ·
2026-10-05 · 5×3
AAPL quoted spread in five minute buckets, 9:00 to 11:00 a.m. ET (Sep 16, 2026)series ·
2026-10-05 · 24×3
Quoted spread across six household names, 11:00 to 11:30 a.m. ET on Sep 16, 2026ranking ·
2026-10-05 · 6×3
How AAPL volume splits across print sizes, 10:00 a.m. to 3:00 p.m. ET (Sep 16, 2026)ranking ·
2026-10-05 · 5×3
Trading API vs Market Data API: Key Differences
Average quoted spread in basis points, 16 September 2026ranking ·
2026-10-05 · 5×3
September 2026 end of day summary, five household namesranking ·
2026-10-05 · 5×4
AAPL top of book message volume by ET hour, 16 September 2026ranking ·
2026-10-05 · 8×4
Protective Put vs Stop-Loss Order
How often six household names opened 2% or more below the prior close (10 years)table ·
2026-10-05 · 6×5
AAPL's ten deepest overnight gaps down since October 2016, and where the session low wentseries ·
2026-10-05 · 10×4
Is There a Minimum Holding Period for Stocks?
SPY daily closes across a pinned 61 day wash sale window, Jan to Mar 2025series ·
2026-10-05 · 41×4
Trades and share volume per session, six household names, September 2026ranking ·
2026-10-05 · 6×3
Days between ex-dividend date and record date, ten household payersseries ·
2026-10-05 · 19×4
Average days between ex-dividend dates, 2021 to dateseries ·
2026-10-05 · 10×4
Iron Condor Win Rate and Expectancy
Short strikes touched versus short strikes finishing in the moneyseries ·
2026-10-05 · 5×5
Credit, risk and breakeven win rate for nine SPY condor structurestable ·
2026-10-05 · 9×6
Premium per dollar of spot at the same 16 delta, five underlyingsranking ·
2026-10-05 · 5×4
Advertised iron condor win rate by short delta band (SPY)table ·
2026-10-05 · 5×5
Gold vs Real Interest Rates: Does It Hold?
Five pinned episodes: real-yield move, GLD return, and the daily correlation inside eachtable ·
2026-10-05 · 5×5
Rolling 12-month correlation: daily GLD returns vs daily changes in the 10-year real yieldtable ·
2026-10-05 · 76×4
The 10-year real yield, built from the nominal yield and the breakeventable ·
2026-10-05 · 80×5
GLD implied volatility by month, near-the-money contracts with 20 to 45 days to expiryseries ·
2026-10-05 · 25×4
Do Multi-Leg Options Count as One Day Trade?
SPY contract volume by days to expiry, September 2026ranking ·
2026-10-05 · 4×3
Can You Lose More Than You Invest?
The largest US oil tracking fund through April 2020: daily close and session lowseries ·
2026-10-05 · 17×3
2023 run from the first close of the year: year end and peakranking ·
2026-10-05 · 6×3
Deepest overnight gap down per name, 2015 to 2025 (split dates removed)ranking ·
2026-10-05 · 6×3
One NVDA option contract, mid January to March 1, 2024: the furthest travellerseries ·
2026-10-05 · 33×3
Can You Cancel a Limit Order Before It Fills
How often the best quote changed, fifteen minute buckets, Sep 15 2026series ·
2026-10-05 · 26×3
Window guard: the UTC session filter maps to a 9:30 a.m. ET start on both ends of the rolling window
Window guard: the UTC session filter maps to a 9:30 a.m. ET start on both ends of the rolling window
win start et min
570
win end et min
570
the exact SQL behind every number
SELECT toHour(toTimeZone(toDateTime(today() - 14) + toIntervalMinute(810), 'America/New_York')) * 60
+ toMinute(toTimeZone(toDateTime(today() - 14) + toIntervalMinute(810), 'America/New_York')) AS win_start_et_min,
toHour(toTimeZone(toDateTime(today() - 4) + toIntervalMinute(810), 'America/New_York')) * 60
+ toMinute(toTimeZone(toDateTime(today() - 4) + toIntervalMinute(810), 'America/New_York')) AS win_end_et_min
More from this analysisWhy Are Spreads Wider at the Open? Real Data
MU into July 7, 2026: prior regular-session close, opening print, overnight gap
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Share of quote updates at the one-cent minimum spread, by half hour (regular hours, ET)
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Median spread each half hour, as a multiple of each name's tightest bucket (regular hours, ET)
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