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Futures Block Trades and CME Minimums
Share of AAPL volume reported away from the exchanges, last 60 calendar daysseries · 2026-11-01 · 32×2Preview: a 16-point series, ending lower.
ES Futures Trading Hours and the Daily Break
Cash-tape sessions by weekday over the trailing windowseries · 2026-11-01 · 5×4Preview: a 5-point series, ending higher. S&P 500 cash-tape volume by Eastern clock hourranking · 2026-11-01 · 16×3Preview: 16 ranked values, largest first. Average quoted spread by Eastern clock hour, Sep 16 2026ranking · 2026-11-01 · 16×3Preview: 16 ranked values, largest first. Average cash-tape volume, minute by minute into the 4:00 p.m. ET closeseries · 2026-11-01 · 31×2Preview: a 16-point series, ending higher.
Futures Price Limits and Price Banding
Typical and tail one-minute moves in the S&P 500 ETF, by half hour of the sessionseries · 2026-10-09 · 13×3Preview: a 13-point series, ending lower. Between-session gaps on four equity index ETFs, 2015 to datetable · 2026-10-09 · 4×5 Share of S&P 500 ETF sessions opening 1% or 2% from the prior close, by yeartable · 2026-10-09 · 12×5 S&P 500 ETF path on August 5, 2024, measured against the prior closeseries · 2026-10-09 · 39×3Preview: a 16-point series, ending lower.
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 · 6×4Preview: 6 ranked values, smallest first. Average quoted spread at the open and at midday, 2026-09-15ranking · 2026-10-08 · 6×4Preview: 6 ranked values, largest first. How big is a typical one minute move in SPY? September 2026 regular sessionranking · 2026-10-08 · 5×3Preview: 5 ranked values, largest first. Median one minute range by ET clock bucket, SPY and KO, September 2026series · 2026-10-08 · 39×3Preview: a 16-point series, ending lower.
Micro E-mini vs E-mini Futures: Specs & Cost
SPY volume on each quarterly expiry Friday against its prior 20 sessionsseries · 2026-09-28 · 13×3Preview: a 13-point series, ending higher. Average daily range by index family, trailing six monthsranking · 2026-09-28 · 4×3Preview: 4 ranked values, largest first.
What Is the CME CVOL Index? CVOL vs VIX
SPY at-the-money implied volatility by days to expiry, June 2026ranking · 2026-09-18 · 7×2Preview: 7 ranked values, largest first. SPY 30-day OTM strip, June 2026: implied volatility and relative strike weight under each methodranking · 2026-09-18 · 11×4Preview: 11 ranked values, largest first.
Futures Tick Size and Tick Value Explained
Worked P&L examples: ticks moved x tick value x contracts (hypothetical)table · 2026-09-16 · 7×5 Outright tick size and tick value per contract, CME specifications, September 2026ranking · 2026-09-16 · 10×4Preview: 10 ranked values, smallest first. Calendar spread tick versus outright tick, dollars per contract, CME specifications, September 2026ranking · 2026-09-16 · 10×4Preview: 10 ranked values, smallest first.
Single Stock Futures: CME's New Contracts
Deposit on a $10,000 position: Reg T stock margin versus the security futures floorranking · 2026-09-12 · 4×4Preview: 4 ranked values, largest first. Fair value of a 100 share future at an illustrative $100 spot and 4% financingranking · 2026-09-12 · 5×4Preview: 5 ranked values, smallest first.
Share of AAPL volume reported away from the exchanges, last 60 calendar days

Share of AAPL volume reported away from the exchanges, last 60 calendar days

most recentas of series 32×2read in context →
Share of AAPL volume reported away from the exchanges, last 60 calendar days — 32 rows by 2 columns, computed from US exchange, SIP and OPRA data.
datepct_away_from_exchanges
2026-09-0250.1
2026-09-0347.6
2026-09-0844.3
2026-09-0950.6
2026-09-1052.6
2026-09-1443.8
2026-09-1548.2
2026-09-1646.8
2026-09-1828
2026-09-2147.1
2026-09-2247.4
2026-09-2446.3
2026-09-2547.8
2026-09-2843.6
2026-09-3046.6
2026-10-0146.8
2026-10-0242.3
2026-10-0541.8
2026-10-0742.5
2026-10-0847.1
2026-10-0946.8
2026-10-1348.6
2026-10-1441.2
2026-10-1543.8
2026-10-1951.2
2026-10-2045.1
2026-10-2147.3
2026-10-2341
2026-10-2642.1
2026-10-2747.6
2026-10-2939.6
2026-10-3038.3
the exact SQL behind every number
WITH off_book AS
(
    SELECT date,
           max(total_volume) AS off_book_shares
    FROM global_markets.stocks_short_volume
    WHERE ticker = 'AAPL'
      AND date >= today() - INTERVAL 60 DAY
    GROUP BY date
),
all_reported AS
(
    SELECT toDate(window_start, 'America/New_York') AS date,
           sum(volume) AS reported_shares
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= now() - INTERVAL 61 DAY
    GROUP BY date
)
SELECT off_book.date AS date,
       round(off_book.off_book_shares / all_reported.reported_shares * 100, 1) AS pct_away_from_exchanges
FROM off_book
INNER JOIN all_reported ON all_reported.date = off_book.date
ORDER BY off_book.date
$