How Block Trades Print on the Tape
Which venues reported AAPL's largest prints, June 10, 2026ranking ·
2026-08-20 · 12×3
Execution-to-tape lag by print size, AAPL, June 10, 2026ranking ·
2026-08-20 · 4×3
How AAPL's prints and volume split by trade size, June 10, 2026ranking ·
2026-08-20 · 5×3
AAPL volume minute by minute, 3:00 to 4:00 p.m. ET, June 10, 2026series ·
2026-08-20 · 60×4
Sale conditions that flag a specially priced or out-of-sequence printtable ·
2026-08-20 · 17×4
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 · 4×3
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
Microstructure Deep-Dive: June 29, 2026
Raw vs SIP-counted volume, applying the derived exclusion setscalar ·
2026-07-26 · 1×424.79
One day of trades: session check plus the size of every printscalar ·
2026-07-26 · 1×80
SPY's median quoted spread by half hour, 4:00 am to 8:00 pm ETseries ·
2026-07-26 · 32×3
SPY under the microscope: nanosecond gaps, the spread two ways, quote qualityscalar ·
2026-07-26 · 1×123.98
Completeness probe: FINRA short-volume file coverage, June 26-30series ·
2026-07-26 · 3×6
The whole NBBO stream in one row: QQQ and NVDA pinned by namescalar ·
2026-07-26 · 1×5505.38
NBBO quote updates for eight heavily-quoted tickers (millions)ranking ·
2026-07-26 · 8×2
How many of the ten busiest minutes fall outside the open and the closescalar ·
2026-07-26 · 1×41
The largest single prints of June 29 (dictionary-excluded codes stripped)series ·
2026-07-26 · 9×7
The exclusion set, derived from the tape's own code dictionary (one row)scalar ·
2026-07-26 · 1×33
The receipt: CAG's closing auction and its code-15 re-report, side by sidescalar ·
2026-07-26 · 1×661.69
The ten busiest minutes of the trade tape (millions of prints)ranking ·
2026-07-26 · 10×2
Which venues reported AAPL's largest prints, June 10, 2026
Which venues reported AAPL's largest prints, June 10, 2026
| venue | prints_10k_plus | avg_shares_per_print |
|---|---|---|
| FINRA Alternative Display Facility | 64 | 47 |
| Nasdaq | 11 | 113 |
| NYSE Texas, Inc. | 6 | 618 |
| NYSE Arca, Inc. | 4 | 35 |
| Cboe EDGX | 3 | 52 |
| Nasdaq Philadelphia Exchange LLC | 0 | 27 |
| 24X National Exchange LLC | 0 | 37 |
| New York Stock Exchange | 0 | 41 |
| Investors Exchange | 0 | 58 |
| Cboe BZX | 0 | 51 |
| MIAX Pearl | 0 | 37 |
| Nasdaq Texas, Inc. | 0 | 27 |
the exact SQL behind every number
SELECT
if(venue_name = '', concat('Venue ', toString(venue_id)), venue_name) AS venue,
prints_10k_plus,
avg_shares_per_print
FROM
(
SELECT
toInt32(exchange) AS venue_id,
countIf(size >= 10000) AS prints_10k_plus,
round(avg(toFloat64(size)), 0) AS avg_shares_per_print
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-06-10 00:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-11 00:00:00', 'UTC')
GROUP BY venue_id
) AS v
LEFT JOIN
(
SELECT
toInt32(id) AS venue_id,
any(name) AS venue_name
FROM global_markets.stocks_exchanges
GROUP BY venue_id
) AS e USING (venue_id)
ORDER BY prints_10k_plus DESC
LIMIT 12
More from this analysisHow Block Trades Print on the Tape
How AAPL's prints and volume split by trade size, June 10, 2026
ranking 5×3
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Execution-to-tape lag by print size, AAPL, June 10, 2026
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AAPL volume minute by minute, 3:00 to 4:00 p.m. ET, June 10, 2026
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Sale conditions that flag a specially priced or out-of-sequence print
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