How Block Trades Print on the Tape
Which venues reported AAPL's largest prints, June 10, 2026ranking ·
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Execution-to-tape lag by print size, AAPL, June 10, 2026ranking ·
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How AAPL's prints and volume split by trade size, June 10, 2026ranking ·
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AAPL volume minute by minute, 3:00 to 4:00 p.m. ET, June 10, 2026series ·
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Sale conditions that flag a specially priced or out-of-sequence printtable ·
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Sub-penny print share by reporting route, off exchange against lit exchangeranking ·
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Share of trades printed off the penny grid, 10:00 to 11:00 a.m. ET, June 17 2026ranking ·
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BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026series ·
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Average NBBO spread and the midpoint saving, 10:00 to 11:00 a.m. ET, June 17 2026ranking ·
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What Is Dark Pool Trading? FINRA Volume Data
Where AAPL's trade reports came from on July 2, 2026: and which carry a TRF timestampranking ·
2026-07-26 · 6×4
The receipt: TRF timestamps and the FINRA venue code agree on every AAPL reportscalar ·
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Off-exchange share of matched volume: five liquid names, July 2, 2026ranking ·
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NVDA's off-exchange share of volume by Eastern-time hour, July 2, 2026ranking ·
2026-07-26 · 16×4
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
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