Iceberg Orders Explained: Hidden Liquidity
Most repeated price and size pairings, AAPL, June 17, 2026table ·
2026-08-06 · 12×5
Every AAPL print on June 17, 2026, grouped by trade sizeranking ·
2026-08-06 · 6×4
Average shares per print, monthly, MSFT and KOseries ·
2026-08-06 · 90×4
The busiest price and size pairing, half hour by half hourscalar ·
2026-08-06 · 1×367
Most repeated price and size pairings, AAPL, June 17, 2026
Most repeated price and size pairings, AAPL, June 17, 2026
| level_and_size | prints | first_et | last_et | hours_spanned |
|---|---|---|---|---|
| 300 shares at $300.54 | 67 | 09:34 | 09:58 | 0.4 |
| 200 shares at $295.15 | 49 | 15:06 | 15:53 | 0.8 |
| 300 shares at $300.93 | 46 | 09:33 | 09:34 | 0 |
| 200 shares at $295.1 | 41 | 14:56 | 15:54 | 1 |
| 200 shares at $295 | 36 | 14:57 | 15:53 | 0.9 |
| 200 shares at $295.09 | 34 | 14:55 | 15:53 | 1 |
| 200 shares at $295.17 | 27 | 14:56 | 15:54 | 1 |
| 200 shares at $297.92 | 23 | 11:03 | 11:19 | 0.3 |
| 200 shares at $295.27 | 21 | 15:08 | 15:54 | 0.8 |
| 200 shares at $295.89 | 20 | 14:11 | 15:59 | 1.8 |
| 200 shares at $295.2 | 20 | 14:55 | 15:49 | 0.9 |
| 200 shares at $295.13 | 20 | 14:56 | 15:52 | 0.9 |
the exact SQL behind every number
SELECT
concat(toString(size), ' shares at $', toString(round(toFloat64(price), 2))) AS level_and_size,
count() AS prints,
formatDateTime(toTimeZone(min(sip_timestamp), 'America/New_York'), '%H:%i') AS first_et,
formatDateTime(toTimeZone(max(sip_timestamp), 'America/New_York'), '%H:%i') AS last_et,
round(dateDiff('minute', min(sip_timestamp), max(sip_timestamp)) / 60.0, 1) AS hours_spanned
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-06-17 04:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-18 04:00:00', 'UTC')
AND size >= 200
GROUP BY price, size
ORDER BY prints DESC
LIMIT 12
More from this analysisIceberg Orders Explained: Hidden Liquidity
Average shares per print, monthly, MSFT and KO
series 90×4
→
Every AAPL print on June 17, 2026, grouped by trade size
ranking 6×4
→
The busiest price and size pairing, half hour by half hour
scalar 1×3
→
What a 100-share market order pays crossing the spread: July 8, 2026, regular session
ranking 5×4
→
See all 2,170 queries →