Why a Limit Order Didn't Fill: 5 Causes
Where one session of AAPL prints actually happened, by venueranking ·
2026-10-05 · 15×4
Minutes a session spends near its own low, five household namesseries ·
2026-10-05 · 5×4
Shares traded at KO's lowest price levels in one sessionranking ·
2026-10-05 · 8×3
Odd lots versus round lots in one AAPL session: prints and sharesranking ·
2026-10-05 · 5×4
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 · 10×7
Inside the widest 2025 SPY sweep day: fifteen-minute high, low and volumeseries ·
2026-09-28 · 26×4
Volume in the fifteen minutes that printed the high, beside the session's median and busiest slicesranking ·
2026-09-28 · 3×2
SPY: share of sessions that swept the prior day's high or low, by yearranking ·
2026-09-28 · 5×3
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
How to Read the US Equity Trade Tape
Two companies behind one symbol: TWTR on the daily barsseries ·
2026-09-15 · 2×5
The tape column on eight symbols, 2023-03-15ranking ·
2026-09-15 · 8×3
Sessions and symbols on the tape, by yearseries ·
2026-09-15 · 24×4
Share of prints with a placeholder participant timestamp, one March session per year (IBM and MSFT)ranking ·
2026-09-15 · 24×4
IBM's NYSE closing auction print: seconds after 4:00 p.m. ET, one March session per yearranking ·
2026-09-15 · 17×4
Placeholder share by session, five large names, July to August 2015series ·
2026-09-15 · 15×3
The first session with a populated participant timestampscalar ·
2026-09-15 · 1×26.41M
Correction indicator counts on one session, fifteen large names, 2023-03-15ranking ·
2026-09-15 · 5×3
Trade Markouts Explained: Execution Quality
Effective spread split into realized spread and adverse selection, by half hourseries ·
2026-08-15 · 13×5
INTC markout curve, June 10 2026, measured from two reference basesranking ·
2026-08-15 · 5×4
The same curve, split by print size: small fills against blocksranking ·
2026-08-15 · 5×4
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
Where one session of AAPL prints actually happened, by venue
Where one session of AAPL prints actually happened, by venue
| venue | shares_millions | pct_of_shares | prints |
|---|---|---|---|
| FINRA Alternative Display Facility | 11.48 | 47.6 | 381723 |
| Nasdaq | 5.7 | 23.6 | 112627 |
| NYSE Arca, Inc. | 1.93 | 8 | 58899 |
| Cboe BZX | 1.29 | 5.4 | 34106 |
| Investors Exchange | 0.93 | 3.9 | 23913 |
| New York Stock Exchange | 0.8 | 3.3 | 21812 |
| Cboe EDGX | 0.67 | 2.8 | 14560 |
| Members Exchange | 0.41 | 1.7 | 10334 |
| NYSE Texas, Inc. | 0.3 | 1.3 | 1310 |
| Cboe BYX | 0.12 | 0.5 | 3199 |
| Cboe EDGA | 0.12 | 0.5 | 4146 |
| Nasdaq Texas, Inc. | 0.11 | 0.4 | 3516 |
| MIAX Pearl | 0.07 | 0.3 | 1645 |
| Texas Stock Exchange LLC | 0.06 | 0.3 | 1720 |
| Nasdaq Philadelphia Exchange LLC | 0.05 | 0.2 | 1272 |
the exact SQL behind every number
SELECT
venue,
round(shares / 1e6, 2) AS shares_millions,
round(100 * shares / sum(shares) OVER (), 1) AS pct_of_shares,
prints
FROM
(
SELECT
any(if(empty(x.name), concat('Venue ', toString(t.exchange)), x.name)) AS venue,
sum(t.size) AS shares,
count() AS prints
FROM global_markets.stocks_trades AS t
LEFT JOIN global_markets.stocks_exchanges AS x ON x.id = t.exchange
WHERE t.ticker = 'AAPL'
AND t.sip_timestamp >= '2026-09-15 00:00:00'
AND t.sip_timestamp < '2026-09-16 00:00:00'
AND (toHour(toTimeZone(t.sip_timestamp, 'America/New_York')) * 60
+ toMinute(toTimeZone(t.sip_timestamp, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(t.sip_timestamp, 'America/New_York')) * 60
+ toMinute(toTimeZone(t.sip_timestamp, 'America/New_York'))) < 960
GROUP BY t.exchange
)
ORDER BY shares_millions DESC
LIMIT 15
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