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
Odd lot share of prints and of volume, minute by minute
Odd lot share of prints and of volume, minute by minute
| et_time | odd_lot_print_pct | odd_lot_volume_pct | print_count |
|---|---|---|---|
| 09:30 | 79.5 | 3.3 | 18124 |
| 09:31 | 55.3 | 11.4 | 4198 |
| 09:32 | 63.5 | 14.4 | 4942 |
| 09:33 | 69.9 | 18.3 | 4617 |
| 09:34 | 71.2 | 17.6 | 4789 |
| 09:35 | 57.5 | 12.4 | 4584 |
| 09:36 | 56.6 | 12.3 | 4895 |
| 09:37 | 51.7 | 12.1 | 4840 |
| 09:38 | 53 | 13.8 | 5397 |
| 09:39 | 46 | 11.4 | 7294 |
| 09:40 | 57 | 13.6 | 5533 |
| 09:41 | 60.2 | 12.1 | 6700 |
| 09:42 | 49.2 | 9.6 | 5081 |
| 09:43 | 53.4 | 10.3 | 3976 |
| 09:44 | 55.3 | 9.8 | 3843 |
the exact SQL behind every number
SELECT
formatDateTime(toStartOfMinute(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
round(100 * countIf(has(conditions, 37)) / count(), 1) AS odd_lot_print_pct,
round(100 * toFloat64(sumIf(size, has(conditions, 37))) / toFloat64(sum(size)), 1) AS odd_lot_volume_pct,
count() AS print_count
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= '2026-06-10 13:30:00'
AND sip_timestamp < '2026-06-10 13:45:00'
GROUP BY et_time
ORDER BY et_time
More from this analysisHow OHLCV Bars Are Built From Ticks
SPY volume by minute into the close, June 10 2026
series 25×3
→
One-minute AAPL bars rebuilt from individual trades, June 10 2026
series 15×6
→
How many of the 390 session minutes each US symbol traded in
ranking 10×2
→
Trade condition codes that restrict high, low, and last
ranking 7×3
→
See all 2,170 queries →