STRASMORE/EXPLORE 2,170 QUERIES 22Y EQUITIES · 12Y OPTIONS

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NYSE Imbalance Messages: How to Read Them
Gap between the 3:50 p.m. price and the official close, July 2026 sessionsranking · 2026-08-19 · 6×3Preview: 6 ranked values, largest first. How often the close finished above the 3:50 p.m. price, July 2026 sessionsranking · 2026-08-19 · 6×3Preview: 6 ranked values, largest first. Coca-Cola average volume per five-minute bucket, 3:00 p.m. ET to the close, July 2026series · 2026-08-19 · 13×2Preview: a 13-point series, roughly flat. Share of regular-session volume printed in the opening and closing auction minutes, July 2026ranking · 2026-08-19 · 6×3Preview: 6 ranked values, largest first.
MBO vs MBP Order Book Data Explained
Trade size mix in the same window (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking · 2026-08-12 · 5×4Preview: 5 ranked values, largest first. What changed between consecutive top-of-book messages (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking · 2026-08-12 · 4×3Preview: 4 ranked values, smallest first. Top-of-book messages against prints, 10:00 to 10:30 a.m. ET, June 16, 2026ranking · 2026-08-12 · 5×4Preview: 5 ranked values, largest first.
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread and time at a one cent spread, midday June 10 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, smallest first. Top of book messages against prints on the tape, AAPL, June 10 2026series · 2026-08-12 · 8×4Preview: a 8-point series, ending higher. The best bid and the price levels it visited, AAPL, 15 minute bucketsseries · 2026-08-12 · 24×3Preview: a 16-point series, ending lower.
Why Trading Volume Dies at Midday: U-Shape
Share of regular-session volume by half hour, SPY and AAPLseries · 2026-08-10 · 13×3Preview: a 13-point series, ending lower. Average one-minute SPY range in basis points, by half hourseries · 2026-08-10 · 13×3Preview: a 13-point series, ending lower. SPY open, midday and close volume against an average minute, by yearranking · 2026-08-10 · 8×4Preview: 8 ranked values, smallest first. Open, midday and close volume against an average session minuteranking · 2026-08-10 · 6×4Preview: 6 ranked values, smallest first.
SPCX: SpaceX's First Month on the Public Market
The whole SPCX tape in one row: prints, print sizes, and the quote censusscalar · 2026-07-27 · 1×1241.01 Symbol-reuse receipt: thirteen months of SPCX minute bars, May 2026 is absent entirelyseries · 2026-07-27 · 12×5Preview: a 12-point series, ending higher. Where the contracts landed: call and put volume by strike buckettable · 2026-07-27 · 19×5 The seasoning curve: regular-hours spread by session, per-update and time-weightedseries · 2026-07-27 · 12×8Preview: a 12-point series, ending lower. June 30 anchors: a mega-cap, SPCX, and a thin small-cap, same session, same mathtable · 2026-07-27 · 3×6 FINRA off-exchange short volume by session: marked-short share and reported volumeseries · 2026-07-27 · 12×4Preview: a 12-point series, ending higher. The first short-interest print, with the old-entity cliff as its own receiptscalar · 2026-07-27 · 1×923.34 The sessions: regular-hours close, close-over-close change, full-day volumeseries · 2026-07-27 · 12×5Preview: a 12-point series, ending lower. Every SpaceX 8-K filed in June 2026, with the opening lines of eachtable · 2026-07-27 · 6×3 Options session by session: contracts, the call/put split, and the put/call ratioseries · 2026-07-27 · 10×7Preview: a 10-point series, ending lower. What it cost to trade the busiest contract: NBBO spread over its three sessionsseries · 2026-07-27 · 3×6Preview: a 3-point series, ending lower. SpaceX's options market in one row: totals, expiry structure, flagship contractsscalar · 2026-07-27 · 1×2210 The information flow in one row: tagging switches on, feed composition, co-tagsscalar · 2026-07-27 · 1×170 The month on one row: issue to close, with the extremes and their receiptsscalar · 2026-07-27 · 1×22135 Listing day on one row: first quote, opening cross, closing cross, day totalsscalar · 2026-07-27 · 1×142.24 The IPO record: the entity behind SPCX since June 12, 2026scalar · 2026-07-27 · 1×8135 SpaceX's 2026 SEC trail by form type, in filing order (CIK 0001181412, deduped by accession)ranking · 2026-07-27 · 12×4Preview: 12 ranked values, largest first. The whole US tape ranked by June 12–30 regular-hours dollar volumeranking · 2026-07-27 · 12×4Preview: 12 ranked values, largest first. Day one by half hour: quote updates and the median spread finding its levelranking · 2026-07-27 · 13×4Preview: 13 ranked values, smallest first.
NVDA: NVIDIA's Full June 2026, Tick by Tick
The whole NVDA tape in one row: prints, print sizes, and the quote censusscalar · 2026-07-26 · 1×1055.64 Where the contracts landed: call and put volume by strike buckettable · 2026-07-26 · 19×5 The spread by session: regular-hours median and time-weighted average (bps)series · 2026-07-26 · 21×5Preview: a 16-point series, roughly flat. FINRA off-exchange short volume by session: marked-short share and reported volumeseries · 2026-07-26 · 20×4Preview: a 16-point series, ending higher. The off-exchange peak and trough, bounded (deduped per session)scalar · 2026-07-26 · 1×686.77 The mid-June short-interest printscalar · 2026-07-26 · 1×6310.13 The 21 sessions: regular-hours close, close-over-close change, full-day volumeseries · 2026-07-26 · 21×5Preview: a 16-point series, ending lower. The rank receipt: NVDA's place, its lead over the next name, and the basis, as checked columnsscalar · 2026-07-26 · 1×54 Options session by session: contracts, the call/put split, and the put/call ratioseries · 2026-07-26 · 21×7Preview: a 16-point series, ending lower. NVDA's options market in one row: totals, expiry structure, flagship contractsscalar · 2026-07-26 · 1×1821 The information flow in one row: volume, composition, and co-tagsscalar · 2026-07-26 · 1×12642 The month on one row: open, close, extremes, volume, and their receiptsscalar · 2026-07-26 · 1×25215.77 NVDA fundamentals census: balance sheets, income statements, cash flowsscalar · 2026-07-26 · 1×383 The whole US tape ranked by June 2026 regular-hours dollar volumeranking · 2026-07-26 · 12×4Preview: 12 ranked values, largest first. The five-session slide, bounded: every claim in the streak sentence as a checked columnscalar · 2026-07-26 · 1×65 The trailing six months, recomputed live: turnover, shares, and month returnranking · 2026-07-26 · 6×4Preview: 6 ranked values, smallest first.
Microstructure Deep-Dive: June 29, 2026
Raw vs SIP-counted volume, applying the derived exclusion setscalar · 2026-07-26 · 1×424.79 One day of trades: session check plus the size of every printscalar · 2026-07-26 · 1×80 SPY's median quoted spread by half hour, 4:00 am to 8:00 pm ETseries · 2026-07-26 · 32×3Preview: a 16-point series, roughly flat. SPY under the microscope: nanosecond gaps, the spread two ways, quote qualityscalar · 2026-07-26 · 1×123.98 Completeness probe: FINRA short-volume file coverage, June 26-30series · 2026-07-26 · 3×6Preview: a 3-point series, ending higher. The whole NBBO stream in one row: QQQ and NVDA pinned by namescalar · 2026-07-26 · 1×5505.38 NBBO quote updates for eight heavily-quoted tickers (millions)ranking · 2026-07-26 · 8×2Preview: 8 ranked values, largest first. How many of the ten busiest minutes fall outside the open and the closescalar · 2026-07-26 · 1×41 The largest single prints of June 29 (dictionary-excluded codes stripped)series · 2026-07-26 · 9×7Preview: a 9-point series, ending lower. The exclusion set, derived from the tape's own code dictionary (one row)scalar · 2026-07-26 · 1×33 The receipt: CAG's closing auction and its code-15 re-report, side by sidescalar · 2026-07-26 · 1×661.69 The ten busiest minutes of the trade tape (millions of prints)ranking · 2026-07-26 · 10×2Preview: 10 ranked values, largest first.
MU: The Biggest Tape of June 2026
The whole MU tape in one row: prints, print sizes, and the quote censusscalar · 2026-07-13 · 1×935.17 Where the contracts landed: call and put volume by strike bucketranking · 2026-07-13 · 16×4Preview: 16 ranked values, smallest first. The spread by session: regular-hours median in cents and basis pointsseries · 2026-07-13 · 21×5Preview: a 16-point series, roughly flat. FINRA off-exchange short volume: MU's June coverage and marked-short shareranking · 2026-07-13 · 16×3Preview: 16 ranked values, smallest first. The June settlement pair: mid-month and month-end short interestscalar · 2026-07-13 · 1×641.59 The 21 sessions: close, close-over-close change, full-day volumeseries · 2026-07-13 · 21×4Preview: a 16-point series, ending higher. The rank receipt: MU's place, its lead over the next name, and the basisscalar · 2026-07-13 · 1×31 June side by side: the memory/storage basket, NVDA, and SPYtable · 2026-07-13 · 6×5 Month-end price of movement: the last at-the-money straddle of Junescalar · 2026-07-13 · 1×72 MU's options market in one row: totals, expiries, the put/call splitscalar · 2026-07-13 · 1×74.69 What June's MU coverage was about: the vendor's own article tags, countedranking · 2026-07-13 · 10×3Preview: 10 ranked values, largest first. June's MU-tagged articles: volume, the top publisher's share, co-tagsscalar · 2026-07-13 · 1×7195 MU's June on one row: open, close, extremes, turnover, and their receiptsscalar · 2026-07-13 · 1×121,009.72 MU's last six reported quarters on file: revenue, net income, diluted EPStable · 2026-07-13 · 6×5 MU's June SEC filings and the session that followed the quarterly 8-Kscalar · 2026-07-13 · 1×111 The whole US tape ranked by June 2026 regular-hours dollar volume (one reused-symbol listing excluded pending entity verification)ranking · 2026-07-13 · 10×3Preview: 10 ranked values, largest first. MU by month: annualized realized volatility, average session range, biggest single-day movetable · 2026-07-13 · 6×6 MU month by month, recomputed live: return, close, and regular-hours turnoverranking · 2026-07-13 · 6×4Preview: 6 ranked values, largest first.
Gap between the 3:50 p.m. price and the official close, July 2026 sessions

Gap between the 3:50 p.m. price and the official close, July 2026 sessions

most recentas of ranking 6×3read in context →
Gap between the 3:50 p.m. price and the official close, July 2026 sessions — 6 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickermedian_move_bpslargest_move_bps
XOM2342.7
PG18.575.9
JPM14.336.8
KO13.241.9
JNJ1336.1
WMT11.929.7
the exact SQL behind every number
SELECT
    d.sym AS ticker,
    round(quantileDeterministic(0.5)(abs(d.official_close / m.px_1550 - 1) * 10000,
                                     toUInt64(toUnixTimestamp(d.session_date))), 1) AS median_move_bps,
    round(max(abs(d.official_close / m.px_1550 - 1) * 10000), 1)                    AS largest_move_bps
FROM
(
    SELECT
        ticker                AS sym,
        date                  AS session_date,
        max(toFloat64(close)) AS official_close
    FROM global_markets.stocks_daily_aggs
    WHERE ticker IN ('JNJ', 'JPM', 'KO', 'PG', 'WMT', 'XOM')
      AND date >= '2026-07-01'
      AND date <  '2026-08-01'
    GROUP BY sym, session_date
) AS d
INNER JOIN
(
    SELECT
        ticker                                               AS sym,
        toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
        max(toFloat64(close))                                AS px_1550
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('JNJ', 'JPM', 'KO', 'PG', 'WMT', 'XOM')
      AND window_start >= '2026-07-01'
      AND window_start <  '2026-08-01'
      AND toHour(toTimeZone(window_start, 'America/New_York'))   = 15
      AND toMinute(toTimeZone(window_start, 'America/New_York')) = 50
    GROUP BY sym, session_date
) AS m ON m.sym = d.sym AND m.session_date = d.session_date
GROUP BY d.sym
ORDER BY median_move_bps DESC
$