STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

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How ETF Creation and Redemption Works
Quoted spread against average share volume, US listed ETFsranking · 2026-08-07 · 5×3Preview: 5 ranked values, smallest first. One session of SPY prints, sorted into trade size bucketsranking · 2026-08-07 · 4×4Preview: 4 ranked values, largest first. Quoted spread through the session: large cap fund vs micro cap fundseries · 2026-08-07 · 79×3Preview: a 16-point series, ending lower. Daily range and volume in a high yield bond ETF, month by monthranking · 2026-08-07 · 9×3Preview: 9 ranked values, smallest first.
What Is the Closing Auction? (Closing Cross)
Quarter-end (June 30) vs. mid-month (June 16, 2026): the same three closing auctionstable · 2026-07-26 · 3×8 The tape's own labels for the close, straight from the code dictionaryranking · 2026-07-26 · 4×3Preview: 4 ranked values, smallest first. The closing auction vs. everything else: SPY, AAPL, NVDA on July 2, 2026table · 2026-07-26 · 3×10 The receipt: AAPL's auction print vs. its last continuous trade, July 2, 2026scalar · 2026-07-26 · 1×12390
What Is Dark Pool Trading? FINRA Volume Data
Where AAPL's trade reports came from on July 2, 2026: and which carry a TRF timestampranking · 2026-07-26 · 6×4Preview: 6 ranked values, largest first. The receipt: TRF timestamps and the FINRA venue code agree on every AAPL reportscalar · 2026-07-26 · 1×5390 Anatomy of TSLA's prints on July 2, 2026: off-exchange vs. on-exchangetable · 2026-07-26 · 2×7 Off-exchange share of matched volume: five liquid names, July 2, 2026ranking · 2026-07-26 · 5×4Preview: 5 ranked values, largest first. NVDA's off-exchange share of volume by Eastern-time hour, July 2, 2026ranking · 2026-07-26 · 16×4Preview: 16 ranked values, largest first.
What Is Average Daily Volume (ADV)?
MU's sharpest 2026 volume shock: the event day vs the trailing ADV before and afterscalar · 2026-07-26 · 1×664.7 MU: rolling 20-session vs 90-session ADV, December 2025 through July 10, 2026 (sampled every third session)series · 2026-07-26 · 49×3Preview: a 16-point series, ending higher. Options ADV: average daily contracts and share-equivalent exposure (June 11 – July 10, 2026)ranking · 2026-07-26 · 4×4Preview: 4 ranked values, largest first. ADV by hand: KO's five daily volumes, their sum, and the average (July 6–10, 2026)series · 2026-07-26 · 5×5Preview: a 5-point series, roughly flat. Days to cover, recomputed: FINRA's denominator vs this page's 20-session regular-hours ADV (settlement June 30, 2026)table · 2026-07-26 · 2×6 20-session regular-hours ADV: shares, dollars, and the extended-hours share (June 11 – July 10, 2026)table · 2026-07-26 · 5×5 Dollar ADV across the whole US tape: percentiles and threshold counts (June 11 – July 10, 2026)scalar · 2026-07-26 · 1×1010,864
What Is a Block Trade? Big Prints & the Data
The same block scan on SPY: July 6, 2026scalar · 2026-07-26 · 1×7669,171 AAPL's ten largest prints of July 6, 2026: the whole tapeseries · 2026-07-26 · 10×6Preview: a 10-point series, ending lower. Where AAPL's 10,000-share-and-up prints executed: July 6, 2026table · 2026-07-26 · 4×5 Block-size prints vs the whole AAPL tape: July 6, 2026, with the session receiptscalar · 2026-07-26 · 1×9390
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How one ordinary AAPL session splits across print sizes

How one ordinary AAPL session splits across print sizes

most recentas of ranking 4×3read in context →
How one ordinary AAPL session splits across print sizes — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
print_sizeprint_countshare_of_volume_pct
under 100 shares64333422.84
100 to 999 shares7840424.89
1,000 to 9,999 shares11194.35
10,000 shares and up7747.92
the exact SQL behind every number
SELECT
    b.print_size                                 AS print_size,
    b.print_count                                AS print_count,
    round(100 * b.tier_shares / t.day_shares, 2) AS share_of_volume_pct
FROM
(
    SELECT
        multiIf(size <   100, 'under 100 shares',
                size <  1000, '100 to 999 shares',
                size < 10000, '1,000 to 9,999 shares',
                              '10,000 shares and up') AS print_size,
        multiIf(size < 100, 1, size < 1000, 2, size < 10000, 3, 4) AS tier_rank,
        count()                                       AS print_count,
        toFloat64(sum(size))                          AS tier_shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-18 02:00:00', 'UTC')
    GROUP BY print_size, tier_rank
) AS b
CROSS JOIN
(
    SELECT toFloat64(sum(size)) AS day_shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-18 02:00:00', 'UTC')
) AS t
ORDER BY b.tier_rank
$