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

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Why Odd Lots Don't Set the NBBO
Round lot size for a basket of familiar tickers, from the latest closeranking · 2026-08-22 · 9×3Preview: 9 ranked values, largest first. Listed names averaging above $250 a share, by monthseries · 2026-08-22 · 24×2Preview: a 16-point series, ending lower. How many listed names sit in each round lot tierranking · 2026-08-22 · 3×3Preview: 3 ranked values, largest first. AAPL trade sizes on the 27 April 2026 sessionranking · 2026-08-22 · 4×3Preview: 4 ranked values, largest first.
What Is the NBBO? National Best Bid and Offer
NBBO updates per session: four heavily traded names vs. two thin small capsseries · 2026-08-22 · 6×5Preview: a 6-point series, ending lower. Exchange stamp to SIP stamp: the consolidation step, in microsecondsranking · 2026-08-22 · 4×3Preview: 4 ranked values, smallest first. The smallest size the NBBO will show: six names across the price tiersranking · 2026-08-22 · 6×4Preview: 6 ranked values, smallest first. KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent sessionseries · 2026-08-22 · 10×7Preview: a 10-point series, roughly flat. GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pauseseries · 2026-08-22 · 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 · 2026-08-22 · 32×3Preview: a 16-point series, roughly flat.
What Is a Trade-Through? ISO Orders Explained
Where 30 minutes of AAPL prints landed, by venueranking · 2026-08-20 · 12×3Preview: 12 ranked values, largest first. Distinct venues printing AAPL inside the same second, minute by minuteseries · 2026-08-20 · 30×3Preview: a 16-point series, roughly flat. Share of prints by trade size: AAPL against KOranking · 2026-08-20 · 5×4Preview: 5 ranked values, largest first. Sale conditions that mark protection-rule exceptionstable · 2026-08-20 · 11×3
The Vendor Display Rule: SEC Rule 603(c)
Consolidated spread vs single venue spread, AAPL, June 17 2026series · 2026-08-10 · 90×4Preview: a 16-point series, ending lower. Where AAPL trades printed, June 17 2026, 10:00 to 11:30 ETranking · 2026-08-10 · 17×3Preview: 16 ranked values, largest first. Which venue held the national best bid in AAPL, June 17 2026, 10:00 to 11:30 ETranking · 2026-08-10 · 16×3Preview: 16 ranked values, largest first.
SIP Feeds vs Direct Exchange Feeds
Which venues sat on the bid side of the quote record, KO on June 16, 2026ranking · 2026-08-09 · 17×3Preview: 16 ranked values, largest first. Quote update traffic across five household tickers, 10:00 to 11:00 a.m. ET on June 16, 2026table · 2026-08-09 · 5×5 US equity exchanges that feed the consolidated tapetable · 2026-08-09 · 18×4 Venue clock to consolidated tape clock, KO quotes on June 16, 2026series · 2026-08-09 · 15×4Preview: a 15-point series, roughly flat.
Midpoint Peg Orders Explained: Half-Cent Fills
Sub-penny print share by reporting route, off exchange against lit exchangeranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first. Share of trades printed off the penny grid, 10:00 to 11:00 a.m. ET, June 17 2026ranking · 2026-08-09 · 6×3Preview: 6 ranked values, largest first. BLK quoted spread and quote activity by half-hour ET bucket, June 17 2026series · 2026-08-09 · 16×3Preview: a 16-point series, roughly flat. Average NBBO spread and the midpoint saving, 10:00 to 11:00 a.m. ET, June 17 2026ranking · 2026-08-09 · 6×3Preview: 6 ranked values, smallest first.
Level 1 vs Level 2 vs Level 3 Market Data
Executed volume by price level: the traded ladder (KO, 30 minutes)table · 2026-08-07 · 63×3 Level 1 top of book: quoted spread across a full session (AAPL, June 17 2026)series · 2026-08-07 · 32×3Preview: a 16-point series, ending lower. Top-of-book message rate, minute by minute (NVDA, one hour)series · 2026-08-07 · 60×3Preview: a 16-point series, roughly flat. Top-of-book spread and quote message count by name (10:00 to 11:00 a.m. ET)ranking · 2026-08-07 · 5×3Preview: 5 ranked values, smallest first.
Why Stock Quotes Are Delayed 15 Minutes
How often the last price changes, minute by minute (June 2026)ranking · 2026-08-06 · 6×3Preview: 6 ranked values, largest first. The 15 minute gap across six household tickers (June 2026)ranking · 2026-08-06 · 6×3Preview: 6 ranked values, largest first. How far SPY travels in 15 minutes, by hour of the session (June 2026)series · 2026-08-06 · 7×4Preview: a 7-point series, ending higher. Live price against a 15 minute delayed view, one SPY sessionseries · 2026-08-06 · 37×5Preview: a 16-point series, ending lower.
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.
Round lot size for a basket of familiar tickers, from the latest close

Round lot size for a basket of familiar tickers, from the latest close

most recentas of ranking 9×3read in context →
Round lot size for a basket of familiar tickers, from the latest close — 9 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickerclose_priceround_lot_size
NVR6305.8610
COST93540
SPY765.9140
MSFT481.840
AAPL312.0840
NVDA218.05100
BKNG210.15100
KO90.51100
F14.08100
the exact SQL behind every number
SELECT
    ticker,
    round(toFloat64(any(close)), 2) AS close_price,
    multiIf(any(close) <= 250,   100,
            any(close) <= 1000,  40,
            any(close) <= 10000, 10,
                                 1)  AS round_lot_size
FROM global_markets.stocks_daily_aggs
WHERE date = (SELECT max(date) FROM global_markets.stocks_daily_aggs WHERE date >= today() - 10)
  AND ticker IN ('F', 'KO', 'NVDA', 'AAPL', 'MSFT', 'SPY', 'COST', 'BKNG', 'NVR')
GROUP BY ticker
ORDER BY close_price DESC
$