Self-Match Prevention and Wash Trades
Venues quoting and printing the same stock in one 15-minute windowranking ·
2026-08-13 · 6×3
Trade condition flags on one full sessionranking ·
2026-08-13 · 10×3
Option contracts with volume on one underlying, June 2026series ·
2026-08-13 · 21×3
Prints per 15-minute bucket, one full sessionseries ·
2026-08-13 · 64×2
Venues quoting and printing the same stock in one 15-minute window
Venues quoting and printing the same stock in one 15-minute window
| ticker | quoting_venues | printing_venues |
|---|---|---|
| AAPL | 16 | 17 |
| MSFT | 16 | 17 |
| NVDA | 16 | 17 |
| JNJ | 14 | 16 |
| SPY | 14 | 17 |
| KO | 11 | 17 |
the exact SQL behind every number
SELECT
q.ticker AS ticker,
q.quoting_venues AS quoting_venues,
t.printing_venues AS printing_venues
FROM
(
SELECT
ticker,
countDistinct(bid_exchange) AS quoting_venues
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'JNJ')
AND sip_timestamp >= toDateTime('2026-06-10 14:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-10 14:15:00', 'UTC')
AND bid_price > 0
GROUP BY ticker
) AS q
INNER JOIN
(
SELECT
ticker,
countDistinct(exchange) AS printing_venues
FROM global_markets.stocks_trades
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'JNJ')
AND sip_timestamp >= toDateTime('2026-06-10 14:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-10 14:15:00', 'UTC')
GROUP BY ticker
) AS t ON t.ticker = q.ticker
ORDER BY quoting_venues DESC, ticker
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