STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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How to Estimate Queue Position From L2 Data
The best bid and the price levels it visited, AAPL, 15 minute bucketsseries · 2026-08-12 · 24×3Preview: a 16-point series, ending lower.
How Fractional Shares Hit the Tape
Small AAPL print sizes: five sessions in January 2026 against five in July 2026table · 2026-08-12 · 26×3 Average shares per print by month, September 2025 through July 2026series · 2026-08-12 · 11×5Preview: a 11-point series, ending lower. Odd lots, round lots and sub-one-share prints across six names, July 8 to 10, 2026ranking · 2026-08-12 · 6×4Preview: 6 ranked values, largest first. AAPL average print size across the February 2026 boundaryseries · 2026-08-12 · 19×4Preview: a 16-point series, roughly flat.
The Vendor Display Rule: SEC Rule 603(c)
Consolidated spread vs single venue spread, AAPL, June 17 2026series · 2026-08-10 · 90×4Preview: a 16-point series, ending lower. Where AAPL trades printed, June 17 2026, 10:00 to 11:30 ETranking · 2026-08-10 · 17×3Preview: 16 ranked values, largest first. Which venue held the national best bid in AAPL, June 17 2026, 10:00 to 11:30 ETranking · 2026-08-10 · 16×3Preview: 16 ranked values, largest first.
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking · 2026-08-10 · 5×2Preview: 5 ranked values, largest first. KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series · 2026-08-10 · 42×4Preview: a 16-point series, roughly flat.
SIP Feeds vs Direct Exchange Feeds
Which venues sat on the bid side of the quote record, KO on June 16, 2026ranking · 2026-08-09 · 17×3Preview: 16 ranked values, largest first. Quote update traffic across five household tickers, 10:00 to 11:00 a.m. ET on June 16, 2026table · 2026-08-09 · 5×5 US equity exchanges that feed the consolidated tapetable · 2026-08-09 · 18×4 Venue clock to consolidated tape clock, KO quotes on June 16, 2026series · 2026-08-09 · 15×4Preview: a 15-point series, roughly flat.
How to Read a Futures Symbol (ESZ6, CLF27)
Volume around one quarterly expiry: SPY June 19 vs September 18, 2026series · 2026-08-09 · 38×3Preview: a 16-point series, ending higher. Delivery years live at the same time on one option calendar (SPY, July 2026)ranking · 2026-08-09 · 3×4Preview: 3 ranked values, smallest first. Where long-dated option volume lands, by expiry month coderanking · 2026-08-09 · 11×3Preview: 11 ranked values, largest first.
Professional vs Non-Professional Market Data
US equity and options venues in the exchange reference listranking · 2026-08-08 · 6×3Preview: 6 ranked values, largest first. AAPL quote messages per 15 minutes, pinned session of Jun 16, 2026series · 2026-08-08 · 36×2Preview: a 16-point series, ending higher. Listed option contracts that traded on Jun 16, 2026, by underlyingranking · 2026-08-08 · 5×4Preview: 5 ranked values, largest first. Quote message rate by symbol, 10:00 to 11:00 a.m. ET on Jun 16, 2026ranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first.
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries · 2026-08-08 · 15×4Preview: a 15-point series, ending lower. How many of the 390 session minutes each US symbol traded inranking · 2026-08-08 · 10×2Preview: 10 ranked values, largest first. Trade condition codes that restrict high, low, and lastranking · 2026-08-08 · 7×3Preview: 7 ranked values, smallest first. SPY volume by minute into the close, June 10 2026series · 2026-08-08 · 25×3Preview: a 16-point series, ending higher. One-minute AAPL bars rebuilt from individual trades, June 10 2026series · 2026-08-08 · 15×6Preview: a 15-point series, ending lower.
Trade Condition Codes Explained
Share of a session's prints carrying price-ineligible conditionsranking · 2026-08-07 · 5×4Preview: 5 ranked values, largest first. Two versions of the same AAPL session high, fifteen minutes at a timeseries · 2026-08-07 · 26×3Preview: a 16-point series, ending lower. Condition code families defined for US stocksranking · 2026-08-07 · 8×2Preview: 8 ranked values, largest first. One AAPL session, every print grouped by its sale conditionranking · 2026-08-07 · 12×3Preview: 12 ranked values, largest first.
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 · 32×3Preview: a 16-point series, ending lower. Top-of-book message rate, minute by minute (NVDA, one hour)series · 2026-08-07 · 60×3Preview: a 16-point series, roughly flat. Top-of-book spread and quote message count by name (10:00 to 11:00 a.m. ET)ranking · 2026-08-07 · 5×3Preview: 5 ranked values, smallest first.
Why Stock Quotes Are Delayed 15 Minutes
How often the last price changes, minute by minute (June 2026)ranking · 2026-08-06 · 6×3Preview: 6 ranked values, largest first. The 15 minute gap across six household tickers (June 2026)ranking · 2026-08-06 · 6×3Preview: 6 ranked values, largest first. How far SPY travels in 15 minutes, by hour of the session (June 2026)series · 2026-08-06 · 7×4Preview: a 7-point series, ending higher. Live price against a 15 minute delayed view, one SPY sessionseries · 2026-08-06 · 37×5Preview: a 16-point series, ending lower.
AI Daily Market Research Reports: What Breaks
SPY: average overnight repricing vs average regular-session move, monthlyseries · 2026-08-01 · 24×3Preview: a 16-point series, roughly flat. What the next session did: 36 large caps bucketed by the prior day's move, Aug 2024 to Jul 2026table · 2026-08-01 · 5×5 When headlines actually land: article counts by ET clock hour, July 2026ranking · 2026-08-01 · 24×4Preview: 16 ranked values, smallest first. Headline coverage by size of daily move: 36 large caps, May to July 2026ranking · 2026-08-01 · 5×4Preview: 5 ranked values, smallest first. Daily turnover in the top ten movers: fixed 36 name large-cap list, July 2026series · 2026-08-01 · 21×3Preview: a 16-point series, ending lower.
What Is the Efficient Market Hypothesis?
The index against the names inside it: calendar years 2021 to 2025, a 34-name large-cap baskettable · 2026-07-31 · 5×5 What followed each kind of session: next-day outcome by the prior day's move, same twelve namesranking · 2026-07-31 · 5×4Preview: 5 ranked values, largest first. Lag-one autocorrelation of daily returns: twelve household names, July 2021 to June 2026ranking · 2026-07-31 · 12×4Preview: 12 ranked values, smallest first.
What Missing the Best Days Costs
SPY total return since 2016, after removing the best single daysranking · 2026-07-16 · 5×2Preview: 5 ranked values, smallest first. SPY's 20 best and 20 worst days since 2016, counted by yearranking · 2026-07-16 · 11×3Preview: 11 ranked values, smallest first. The ten biggest single-day gains for SPY since 2016ranking · 2026-07-16 · 10×2Preview: 10 ranked values, largest first.
How Markets Recover From Crashes
The S&P 500's underwater curve: worst drawdown from a prior high, by monthseries · 2026-07-16 · 127×2Preview: a 16-point series, ending higher. The S&P 500's underwater record since 2016 (SPY, one scorecard)scalar · 2026-07-16 · 1×634.2 S&P 500 worst intra-year drawdown vs the year's price return, since 2016ranking · 2026-07-16 · 11×3Preview: 11 ranked values, largest first. How far below its high the S&P 500 sits: share of trading days since 2016ranking · 2026-07-16 · 5×2Preview: 5 ranked values, largest first.
Buy When Others Are Fearful: The Data
Average S&P 500 forward return after fearful, greedy, and ordinary days (2024-2026)table · 2026-07-16 · 3×5 News sentiment coverage by year: how many tagged insights, and the share downbeatranking · 2026-07-16 · 3×3Preview: 3 ranked values, smallest first.
Does a Stock Go Up After a Split?
The best-known recent stock splits: the six months before vs the three months afterseries · 2026-07-15 · 7×6Preview: a 7-point series, ending lower. Every liquid forward split, 2016-2025: median 3-month return after the split vs the S&P 500, by periodtable · 2026-07-15 · 3×7
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Where the volume went: most dollars traded over the past week

Where the volume went: most dollars traded over the past week

most recentas of ranking 8×2read in context →
Where the volume went: most dollars traded over the past week — 8 rows by 2 columns, computed from US exchange, SIP and OPRA data.
tickerweek_dollar_bn
QQQ55.4
SPY52.6
MU50.9
SNDK47.9
NVDA35.3
AAPL25
MRNA24.4
META21
the exact SQL behind every number 
WITH sess AS (
    SELECT ticker, toDate(toTimeZone(window_start, 'America/New_York')) AS d,
        sum(toFloat64(close) * toFloat64(volume)) AS dv
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE window_start >= now() - INTERVAL 12 DAY AND ticker NOT IN ('SPCX','SOXL','SOXS','TQQQ','SQQQ','NVDL','NVDS','NVD','TSLL','TSLQ','TSLZ','SPXL','SPXS','UPRO','SPXU','LABU','LABD','FAS','FAZ','TNA','TZA','YINN','YANG','UDOW','SDOW','BOIL','KOLD','UCO','SCO','USD','SSO','SDS','QLD','QID','ERX','ERY','DRN','DRV','CURE','SOXY','MUU','SNXX','UVXY','SVXY','UVIX','SVIX','BULZ','WEBL','WEBS','DPST','DRIP','GUSH','AGQ','ZSL','BITX','ETHU','MSTX','MSTU','CONL','DUST','JNUG','JDST','NUGT') AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959
    GROUP BY ticker, d
),
wk AS (SELECT ticker, sum(dv) AS wd FROM sess WHERE d >= (SELECT max(d) FROM sess) - 6 GROUP BY ticker)
SELECT ticker, round(wd / 1e9, 1) AS week_dollar_bn FROM wk ORDER BY wd DESC LIMIT 8
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