STRASMORE/EXPLORE 2,173 QUERIES 22Y EQUITIES · 12Y OPTIONS

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Level 1 vs Level 2 vs Level 3 Market Data
Executed volume by price level: the traded ladder (KO, 30 minutes)table · 2026-08-07 · 63×3 Level 1 top of book: quoted spread across a full session (AAPL, June 17 2026)series · 2026-08-07 · 32×3Preview: a 16-point series, ending lower. Top-of-book message rate, minute by minute (NVDA, one hour)series · 2026-08-07 · 60×3Preview: a 16-point series, roughly flat. Top-of-book spread and quote message count by name (10:00 to 11:00 a.m. ET)ranking · 2026-08-07 · 5×3Preview: 5 ranked values, smallest first.
Executed volume by price level: the traded ladder (KO, 30 minutes)

Executed volume by price level: the traded ladder (KO, 30 minutes)

most recentas of table 63×3read in context →
Executed volume by price level: the traded ladder (KO, 30 minutes) — 63 rows by 3 columns, computed from US exchange, SIP and OPRA data.
price_levelshares_thousandsprints
79.420.13
79.430.14
79.440.48
79.451.119
79.461.220
79.471.9115
79.482.4105
79.4912.6189
79.516.6497
79.5112.1880
79.5220.71016
79.5336.6395
79.5416.8735
79.5512.4612
79.5616.5855
79.578.3743
79.5816.5816
79.598.61060
79.65.8660
79.610.725
79.621.515
79.630.865
79.640.474
79.651.955
79.6610434
79.671.9281
79.681.2119
79.690.232
79.76.242
79.711.874
79.725.3248
79.735.5253
79.747.3377
79.754.6395
79.767.2358
79.773.180
79.781.190
79.791.359
79.88.8301
79.810.12
79.824.773
79.838.2300
79.8418.7587
79.8514.8866
79.8623.91430
79.8711.4953
79.8823.41097
79.8923.41058
79.929.31404
79.9124.31743
79.9228.91964
79.9318.81693
79.94100.81856
79.9523.11577
79.9620.81948
79.9717.1687
79.984.1307
79.990.739
806.5198
80.012.135
80.026.878
80.038.296
80.040.810
the exact SQL behind every number
SELECT
    toString(px)             AS price_level,
    round(sum(sz) / 1000, 1) AS shares_thousands,
    count()                  AS prints
FROM
(
    SELECT
        round(toFloat64(price), 2) AS px,
        toFloat64(size)            AS sz
    FROM global_markets.stocks_trades
    WHERE ticker = 'KO'
      AND sip_timestamp >= '2026-06-17 14:30:00'
      AND sip_timestamp <  '2026-06-17 15:00:00'
      AND price > 0
      AND size > 0
)
GROUP BY px
ORDER BY px
$