deep dive — 26 answered market questions

Print-size anatomy and quote census: full week

most recentas of 2026-07-26 scalar 1×5read in context →

prints m

5.52

median print shares

odd lot pct of prints

80.1

nbbo updates m

2.2

clean two sided pct

99.35

the exact SQL behind every number

WITH
    (
        SELECT (round(count() / 1e6, 2),
                round(100.0 * countIf(bid_price > 0 AND ask_price > 0 AND ask_price > bid_price) / count(), 2))
        FROM global_markets.cache_stocks_quotes
        WHERE ticker = 'SPCX'
          AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)
    ) AS quote_census
SELECT
    round(count() / 1e6, 2) AS prints_m,
    quantileDeterministic(0.5)(toFloat64(size), toUInt64(abs(sequence_number))) AS median_print_shares,
    round(100.0 * countIf(size < 100) / count(), 1) AS odd_lot_pct_of_prints,
    quote_census.1 AS nbbo_updates_m,
    quote_census.2 AS clean_two_sided_pct
FROM global_markets.stocks_trades
WHERE ticker = 'SPCX'
  AND sip_timestamp >= toDateTime64('2026-07-06 00:00:00', 9) AND sip_timestamp < toDateTime64('2026-07-11 00:00:00', 9)

More from this analysisSPCX: The Week It Went Underwater

SPCX, week of July 6, 2026: the slide, receipted scalar 1×14 → Rank receipt: the week's dollar volume against every other ticker scalar 1×3 → Options on the new entity, full week: contracts, put-call, busiest contract scalar 1×4 → The week's news flow: counts, plus the three storyline receipts, quoted verbatim scalar 1×9 → See all 2,173 queries →