Futures Block Trades and CME Minimums
Share of AAPL volume reported away from the exchanges, last 60 calendar daysseries ·
2026-11-01 · 32×2
ES Futures Trading Hours and the Daily Break
Cash-tape sessions by weekday over the trailing windowseries ·
2026-11-01 · 5×4
S&P 500 cash-tape volume by Eastern clock hourranking ·
2026-11-01 · 16×3
Average quoted spread by Eastern clock hour, Sep 16 2026ranking ·
2026-11-01 · 16×3
Average cash-tape volume, minute by minute into the 4:00 p.m. ET closeseries ·
2026-11-01 · 31×2
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 · 13×3
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 · 39×3
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
Micro E-mini vs E-mini Futures: Specs & Cost
SPY volume on each quarterly expiry Friday against its prior 20 sessionsseries ·
2026-09-28 · 13×3
Average daily range by index family, trailing six monthsranking ·
2026-09-28 · 4×3
What Is the CME CVOL Index? CVOL vs VIX
SPY at-the-money implied volatility by days to expiry, June 2026ranking ·
2026-09-18 · 7×2
SPY 30-day OTM strip, June 2026: implied volatility and relative strike weight under each methodranking ·
2026-09-18 · 11×4
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 · 10×4
Calendar spread tick versus outright tick, dollars per contract, CME specifications, September 2026ranking ·
2026-09-16 · 10×4
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 · 4×4
Fair value of a 100 share future at an illustrative $100 spot and 4% financingranking ·
2026-09-12 · 5×4
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
| date | pct_away_from_exchanges |
|---|---|
| 2026-09-02 | 50.1 |
| 2026-09-03 | 47.6 |
| 2026-09-08 | 44.3 |
| 2026-09-09 | 50.6 |
| 2026-09-10 | 52.6 |
| 2026-09-14 | 43.8 |
| 2026-09-15 | 48.2 |
| 2026-09-16 | 46.8 |
| 2026-09-18 | 28 |
| 2026-09-21 | 47.1 |
| 2026-09-22 | 47.4 |
| 2026-09-24 | 46.3 |
| 2026-09-25 | 47.8 |
| 2026-09-28 | 43.6 |
| 2026-09-30 | 46.6 |
| 2026-10-01 | 46.8 |
| 2026-10-02 | 42.3 |
| 2026-10-05 | 41.8 |
| 2026-10-07 | 42.5 |
| 2026-10-08 | 47.1 |
| 2026-10-09 | 46.8 |
| 2026-10-13 | 48.6 |
| 2026-10-14 | 41.2 |
| 2026-10-15 | 43.8 |
| 2026-10-19 | 51.2 |
| 2026-10-20 | 45.1 |
| 2026-10-21 | 47.3 |
| 2026-10-23 | 41 |
| 2026-10-26 | 42.1 |
| 2026-10-27 | 47.6 |
| 2026-10-29 | 39.6 |
| 2026-10-30 | 38.3 |
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
Related queries
Median one minute range by ET clock bucket, SPY and KO, September 2026
series 39×3
→
Quoted spread across six household names, 10:00 to 10:10 ET on 2026-09-15
ranking 6×4
→
Average quoted spread at the open and at midday, 2026-09-15
ranking 6×4
→
How big is a typical one minute move in SPY? September 2026 regular session
ranking 5×3
→
See all 3,293 queries →