STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

3,256 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

Block Trade Discounts and Bought Deals
How one ordinary AAPL session splits across print sizesranking · 2026-10-05 · 4×3Preview: 4 ranked values, largest first. Short interest and days to cover at the latest reported settlementranking · 2026-10-05 · 7×4Preview: 7 ranked values, smallest first. Overnight moves, close to next open, over the trailing twelve monthsranking · 2026-10-05 · 7×3Preview: 7 ranked values, largest first. A hypothetical $250 million sale against each name's daily dollar volumeranking · 2026-10-05 · 7×3Preview: 7 ranked values, largest first.
Why Are Spreads Wider at the Open? Real Data
Window guard: the UTC session filter maps to a 9:30 a.m. ET start on both ends of the rolling windowscalar · 2026-10-04 · 1×2570 Share of quote updates at the one-cent minimum spread, by half hour (regular hours, ET)series · 2026-10-04 · 13×4Preview: a 13-point series, ending higher. Median spread each half hour, as a multiple of each name's tightest bucket (regular hours, ET)series · 2026-10-04 · 13×4Preview: a 13-point series, ending lower. Session by session: how often, and by how much, the open ran wider than middaytable · 2026-10-04 · 3×6 Median quoted spread by phase of the trading day, in basis points (ET clock)ranking · 2026-10-04 · 5×4Preview: 5 ranked values, largest first. The opening premium priced: median and 90th-percentile spread at the open (9:30-10:00 ET) vs. midday (12:00-14:00 ET)table · 2026-10-04 · 3×12 MU: median quoted spread by half hour on July 7, 2026 (ET, regular hours)series · 2026-10-04 · 13×5Preview: a 13-point series, ending lower. MU into July 7, 2026: prior regular-session close, opening print, overnight gapscalar · 2026-10-04 · 1×3984.31
Why Only Some Stocks Have Daily Options
Near-dated contract lines traded in one session, by underlyingranking · 2026-10-04 · 7×3Preview: 7 ranked values, largest first. Share of each name's 30-day option volume, by expiration dateseries · 2026-10-04 · 13×5Preview: a 13-point series, ending lower. Expiration dates open in the next 45 days, by underlyingranking · 2026-10-04 · 7×4Preview: 7 ranked values, largest first. Expiration dates traded per month: SPY versus AAPL, since 2021series · 2026-10-04 · 61×3Preview: a 16-point series, roughly flat.
What It Costs to Trade a Stock, Measured
The one-cent floor: share price, percent of quotes exactly one cent wide, and what a penny costs in bpstable · 2026-10-04 · 5×6 NVDA vs SOXS: median quoted spread over the window, with the smallest single-session gapscalar · 2026-10-04 · 1×50.87 NVDA vs SOXS: median quoted spread by session (bps of the midpoint)series · 2026-10-04 · 5×4Preview: a 5-point series, ending higher. The cost-to-trade ladder: median quoted spread in bps of the midpoint, regular hours, recent completed sessionstable · 2026-10-04 · 12×5
What Is the NBBO? National Best Bid and Offer
NBBO updates per session: four heavily traded names vs. two thin small capsseries · 2026-10-04 · 6×5Preview: a 6-point series, ending lower. Exchange stamp to SIP stamp: the consolidation step, in microsecondsranking · 2026-10-04 · 4×3Preview: 4 ranked values, smallest first. The smallest size the NBBO will show: six names across the price tiersranking · 2026-10-04 · 6×4Preview: 6 ranked values, smallest first. KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent sessionseries · 2026-10-04 · 10×7Preview: a 10-point series, roughly flat. GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pauseseries · 2026-10-04 · 15×3Preview: a 15-point series, roughly flat. AAPL: average NBBO updates per minute by half-hour bucket (ET, 4 a.m. to 8 p.m.)series · 2026-10-04 · 32×3Preview: a 16-point series, roughly flat.
What Is RVOL (Relative Volume)? How to Read It
SPY: median shares traded per minute, by 30-minute clock bucket (ET, last 30 days, extended hours)series · 2026-10-04 · 32×2Preview: a 16-point series, roughly flat. SPY: average share of full-day volume completed by each clock time (last 20 sessions)ranking · 2026-10-04 · 5×2Preview: 5 ranked values, smallest first. Top 10 by full-day RVOL: latest completed session (20-day ADV above 5M shares, full history required)series · 2026-10-04 · 10×5Preview: a 10-point series, ending lower. Full-day RVOL percentiles across high-volume US stocks and ETFs (20-day ADV above 5M shares), latest completed sessionranking · 2026-10-04 · 6×2Preview: 6 ranked values, smallest first. MU, the biggest-volume session of June 2026: time-adjusted vs. naive RVOL, plus the full-day figurescalar · 2026-10-04 · 1×832.8
What Is a Bid-Ask Spread? Real Costs
Typical quoted spread: six liquid names vs. two thin small caps, with the 100-share costranking · 2026-10-04 · 8×4Preview: 8 ranked values, smallest first. AAPL median quoted spread by 30-minute bucket (ET, extended hours included)series · 2026-10-04 · 32×2Preview: a 16-point series, ending lower. The same curve at four checkpoints: premarket, the open, midday, the closeseries · 2026-10-04 · 4×2Preview: a 4-point series, ending lower. AAPL: the last recorded NBBO quote in our data windowscalar · 2026-10-04 · 1×70.015
On-the-Run vs Off-the-Run Treasuries
Average yield step between benchmark tenors, trailing four monthsranking · 2026-10-04 · 2×3Preview: 2 ranked values, smallest first. 2-year and 10-year constant maturity yields, month by monthseries · 2026-10-04 · 24×5Preview: a 16-point series, ending higher. Typical one-day move in the 10-year yield, by monthseries · 2026-10-04 · 23×4Preview: a 16-point series, ending lower. The Treasury constant maturity curve, latest published sessionranking · 2026-10-04 · 10×3Preview: 10 ranked values, smallest first.
Most Active Stocks After Hours: How It Works
AAPL median quoted spread by half hour, across the close (July 29, 2026)series · 2026-10-04 · 10×3Preview: a 10-point series, roughly flat. One evening ranked: after-hours volume against the same day's regular sessionranking · 2026-10-04 · 13×4Preview: 13 ranked values, largest first. How often an after-hours extreme sat outside the next regular session's rangeseries · 2026-10-04 · 13×4Preview: a 13-point series, ending higher. Where the extended trading day's volume actually sits, by ET clock hourseries · 2026-10-04 · 16×4Preview: a 16-point series, roughly flat.
Locked and Crossed Markets, Explained With Data
Whole-tape census: locked, crossed, and one-sided records across every NBBO update of the sessionscalar · 2026-10-04 · 1×7464 The receipts: locked vs crossed totals, and the rate by session stretch (premarket, open, noon, close, ET)scalar · 2026-10-04 · 1×10319.2 The census by name: eight liquid tickers and two thin small caps, recent completed sessionstable · 2026-10-04 · 10×7 Locked-or-crossed records per 10,000 updates by 30-minute ET bucket, checked set, extended hours includedseries · 2026-10-04 · 32×3Preview: a 16-point series, roughly flat.
How Do Market Makers Make Money? The Spread
US stock venues: public exchanges vs off-exchange reporting facilitiesranking · 2026-10-04 · 2×3Preview: 2 ranked values, largest first. AAPL trades by venue, latest session: off-exchange firstranking · 2026-10-04 · 19×4Preview: 16 ranked values, largest first. Average quoted spread: liquid mega-caps vs a thin small-cap (past week)ranking · 2026-10-04 · 3×4Preview: 3 ranked values, smallest first. AAPL average quoted spread by half-hour (ET), one extended sessionseries · 2026-10-04 · 32×2Preview: a 16-point series, ending lower. AAPL: NBBO quote updates on the latest sessionscalar · 2026-10-04 · 1×40.72
Which ETFs Have 0DTE Options?
The thin end of the screen: funds with the fewest covered weekdays (September 2026)ranking · 2026-10-04 · 12×3Preview: 12 ranked values, largest first. ETFs ranked by weekday coverage of dated option expirations (chain as of September 2026)table · 2026-10-04 · 15×8 Busiest screened funds by option contract volume (September 2026)ranking · 2026-10-04 · 12×2Preview: 12 ranked values, largest first. Every dated expiration for the leading screened fund (September 2026)series · 2026-10-04 · 20×5Preview: a 16-point series, roughly flat.
Premarket and After-Hours Trading Hours (ET)
Share of a month's volume by clock window: SPY, AAPL, NVDA (full sessions only)table · 2026-10-04 · 3×5 The session envelope, read from SPY minute bars (last two weeks, ET)scalar · 2026-10-04 · 1×7240 Stock headlines by ET hour of publication (last 30 days, all days)ranking · 2026-10-04 · 24×3Preview: 16 ranked values, smallest first. AAPL median quoted spread: regular session vs extended hours (past week, full sessions)series · 2026-10-04 · 2×3Preview: a 2-point series, ending lower. AAPL median shares per traded minute, and the share of minutes that traded at all (ET)series · 2026-10-04 · 32×3Preview: a 16-point series, ending lower.
Who Matches Overnight US Stock Trades?
US stock venue records that are not exchangestable · 2026-10-03 · 9×4 AAPL trade prints by ET clock hour, Tue Sep 15 2026ranking · 2026-10-03 · 16×3Preview: 16 ranked values, largest first. AAPL median quoted spread by ET clock hour, Tue Sep 15 2026ranking · 2026-10-03 · 16×3Preview: 16 ranked values, largest first. Share of one session's volume printed before 9 a.m. ETranking · 2026-10-03 · 6×3Preview: 6 ranked values, largest first.
Backtesting in Illiquid Markets: Fill Models
Quoted spread and displayed size at the touch, midday sliceranking · 2026-10-01 · 4×4Preview: 4 ranked values, largest first. Median session volume and a 2 percent participation budgetranking · 2026-10-01 · 4×4Preview: 4 ranked values, largest first. Markout curve after a high volume minute, liquid name against thin nameranking · 2026-10-01 · 6×4Preview: 6 ranked values, smallest first. Average absolute minute move by volume quintile, liquid name against thin nameranking · 2026-10-01 · 5×4Preview: 5 ranked values, smallest first.
What Is a Liquidity Sweep in Trading?
SPY 2025: the ten widest pokes above the prior day's high that closed back below itseries · 2026-09-28 · 10×7Preview: a 10-point series, ending lower. Inside the widest 2025 SPY sweep day: fifteen-minute high, low and volumeseries · 2026-09-28 · 26×4Preview: a 16-point series, ending lower. Volume in the fifteen minutes that printed the high, beside the session's median and busiest slicesranking · 2026-09-28 · 3×2Preview: 3 ranked values, smallest first. SPY: share of sessions that swept the prior day's high or low, by yearranking · 2026-09-28 · 5×3Preview: 5 ranked values, smallest first. How often a session pokes through the prior day's high or low and closes back inside, 2021 to 2025table · 2026-09-28 · 7×6
Can You Trade US Stocks 24 Hours a Day?
Shares printed by New York clock hour: AAPL, MSFT, NVDA, SPY and TSLA, week of July 13, 2026series · 2026-09-28 · 16×3Preview: a 16-point series, roughly flat. AAPL quoted spread by New York clock hour, July 14, 2026: median and 90th percentile minuteranking · 2026-09-28 · 7×4Preview: 7 ranked values, smallest first. Share of weekly volume by session window: seven household names, week of July 13, 2026ranking · 2026-09-28 · 7×4Preview: 7 ranked values, largest first. NVDA on July 14, 2026: price and volume in 30 minute buckets, 4:00 a.m. to 8:00 p.m. ETseries · 2026-09-28 · 32×3Preview: a 16-point series, roughly flat.
Why Overnight Orders Must Be Limit Orders
Where the consolidated tape starts and stops each day (AAPL, September 2026)series · 2026-09-27 · 13×5Preview: a 13-point series, roughly flat. Median quoted spread by ET hour (AAPL, pinned session of September 16, 2026)ranking · 2026-09-27 · 16×3Preview: 16 ranked values, largest first. Average per-minute volume by ET hour (AAPL, 4:00 a.m. to 8:00 p.m., September 2026)table · 2026-09-27 · 16×5 Median per-minute price range, premarket versus midday (September 2026)ranking · 2026-09-27 · 5×4Preview: 5 ranked values, largest first.
How Treasury Buybacks Work (and Why Not QE)
The on-the-run Treasury curve, mapped to the buyback maturity bucketsranking · 2026-09-20 · 7×3Preview: 7 ranked values, smallest first. The 2-year and 10-year on-the-run yields, June 1 through September 18, 2026series · 2026-09-20 · 76×4Preview: a 16-point series, ending higher.
How to Become a Registered Market Maker
Average quoted spread across six household names, midday July 16 2026ranking · 2026-08-15 · 6×3Preview: 6 ranked values, smallest first. Quoted spread through one session, AAPL and KO, July 16 2026series · 2026-08-15 · 26×3Preview: a 16-point series, ending lower. Venues publishing a bid in AAPL over one half hour, July 16 2026ranking · 2026-08-15 · 16×4Preview: 16 ranked values, largest first. Listed AAPL option contracts by expiration, July 16 2026series · 2026-08-15 · 24×4Preview: a 16-point series, ending lower.
Why Market Makers Lose Money: Adverse Selection
AAPL prints by distance from the midpoint: share of volume and 60 second markoutranking · 2026-08-13 · 4×3Preview: 4 ranked values, smallest first. How much of the spread survives: AAPL markout curve, 1 second to 5 minutesranking · 2026-08-13 · 6×3Preview: 6 ranked values, smallest first. AAPL fills by print size: credit at the fill and value 60 seconds laterranking · 2026-08-13 · 4×4Preview: 4 ranked values, largest first. How far the price travels while a position waits: SPY and NVDA, May 2026ranking · 2026-08-13 · 6×3Preview: 6 ranked values, smallest first.
Quote-Driven vs Order-Driven Markets
Quoted spread and displayed size at the NBBO, one June 2026 hourranking · 2026-08-11 · 5×3Preview: 5 ranked values, smallest first. AAPL option trade sizes, one June 2026 sessionranking · 2026-08-11 · 5×4Preview: 5 ranked values, largest first. Share of consolidated volume reported off exchange, by monthseries · 2026-08-11 · 12×5Preview: a 12-point series, ending higher. How US share volume concentrates across symbols, May 2026ranking · 2026-08-11 · 5×4Preview: 5 ranked values, largest first.
Why Your Options Order Isn't Getting Filled
Apple option trades on June 17 2026: share of prints vs share of contracts, by trade sizeranking · 2026-08-07 · 5×3Preview: 5 ranked values, largest first. Apple option activity by strike distance, 20 to 45 days to expiry, May and June 2026ranking · 2026-08-07 · 5×3Preview: 5 ranked values, largest first. Median quoted spread on Apple options by contract price, 30 second window on June 17 2026ranking · 2026-08-07 · 5×3Preview: 5 ranked values, smallest first. Apple options quote updates, second by second, 2:00 p.m. ET on June 17 2026series · 2026-08-07 · 30×3Preview: a 16-point series, ending higher.
page 1 of 2
How one ordinary AAPL session splits across print sizes

How one ordinary AAPL session splits across print sizes

most recentas of ranking 4×3read in context →
How one ordinary AAPL session splits across print sizes — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
print_sizeprint_countshare_of_volume_pct
under 100 shares64333422.84
100 to 999 shares7840424.89
1,000 to 9,999 shares11194.35
10,000 shares and up7747.92
the exact SQL behind every number
SELECT
    b.print_size                                 AS print_size,
    b.print_count                                AS print_count,
    round(100 * b.tier_shares / t.day_shares, 2) AS share_of_volume_pct
FROM
(
    SELECT
        multiIf(size <   100, 'under 100 shares',
                size <  1000, '100 to 999 shares',
                size < 10000, '1,000 to 9,999 shares',
                              '10,000 shares and up') AS print_size,
        multiIf(size < 100, 1, size < 1000, 2, size < 10000, 3, 4) AS tier_rank,
        count()                                       AS print_count,
        toFloat64(sum(size))                          AS tier_shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-18 02:00:00', 'UTC')
    GROUP BY print_size, tier_rank
) AS b
CROSS JOIN
(
    SELECT toFloat64(sum(size)) AS day_shares
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-18 02:00:00', 'UTC')
) AS t
ORDER BY b.tier_rank
$