How to Read the US Equity Trade Tape
Two companies behind one symbol: TWTR on the daily barsseries ·
2026-09-15 · 2×5
The tape column on eight symbols, 2023-03-15ranking ·
2026-09-15 · 8×3
Sessions and symbols on the tape, by yearseries ·
2026-09-15 · 24×4
Share of prints with a placeholder participant timestamp, one March session per year (IBM and MSFT)ranking ·
2026-09-15 · 24×4
IBM's NYSE closing auction print: seconds after 4:00 p.m. ET, one March session per yearranking ·
2026-09-15 · 17×4
Placeholder share by session, five large names, July to August 2015series ·
2026-09-15 · 15×3
The first session with a populated participant timestampscalar ·
2026-09-15 · 1×26.41M
Correction indicator counts on one session, fifteen large names, 2023-03-15ranking ·
2026-09-15 · 5×3
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
Two companies behind one symbol: TWTR on the daily bars
Two companies behind one symbol: TWTR on the daily bars
| issuer | first_session | last_session | sessions | avg_close |
|---|---|---|---|---|
| Tweeter Home Entertainment | 2003-09-10 | 2007-06-20 | 951 | 5.41 |
| 2013-11-07 | 2022-10-27 | 2259 | 36 |
the exact SQL behind every number
SELECT
if(date < '2010-01-01', 'Tweeter Home Entertainment', 'Twitter') AS issuer,
toString(min(date)) AS first_session,
toString(max(toDate(date))) AS last_session,
count() AS sessions,
round(avg(toFloat64(close)), 2) AS avg_close
FROM global_markets.stocks_daily_aggs
WHERE ticker = 'TWTR' AND date >= '2003-09-10' AND date <= '2022-10-31'
GROUP BY issuer
ORDER BY first_session
More from this analysisHow to Read the US Equity Trade Tape
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