Trade Condition Codes Explained
Share of a session's prints carrying price-ineligible conditionsranking ·
2026-08-07 · 5×4
Two versions of the same AAPL session high, fifteen minutes at a timeseries ·
2026-08-07 · 26×3
Condition code families defined for US stocksranking ·
2026-08-07 · 8×2
One AAPL session, every print grouped by its sale conditionranking ·
2026-08-07 · 12×3
Share of a session's prints carrying price-ineligible conditions
Share of a session's prints carrying price-ineligible conditions
| ticker | odd_lot_pct | late_or_derived_pct | extended_hours_pct |
|---|---|---|---|
| NVDA | 85.14 | 2.4 | 3.53 |
| KO | 80.97 | 5.57 | 1.48 |
| MSFT | 73.99 | 3.08 | 4.18 |
| AAPL | 65.83 | 3.9 | 2.57 |
| SPY | 46.8 | 1.49 | 3.21 |
the exact SQL behind every number
WITH
(SELECT groupArray(toInt32(id))
FROM global_markets.stocks_condition_codes
WHERE asset_class = 'stocks'
AND type = 'sale_condition'
AND name ILIKE '%odd lot%') AS odd_lot_codes,
(SELECT groupArray(toInt32(id))
FROM global_markets.stocks_condition_codes
WHERE asset_class = 'stocks'
AND type = 'sale_condition'
AND multiSearchAnyCaseInsensitive(name,
['form t', 'extended trading hours'])) AS extended_codes,
(SELECT groupArray(toInt32(id))
FROM global_markets.stocks_condition_codes
WHERE asset_class = 'stocks'
AND type = 'sale_condition'
AND multiSearchAnyCaseInsensitive(name,
['out of sequence', 'prior reference', 'derivatively priced',
'average price', 'price variation', 'seller'])
AND NOT multiSearchAnyCaseInsensitive(name,
['form t', 'extended trading hours'])) AS late_or_derived_codes
SELECT
ticker,
round(100 * countIf(hasAny(conditions, odd_lot_codes)) / count(), 2) AS odd_lot_pct,
round(100 * countIf(hasAny(conditions, late_or_derived_codes)) / count(), 2) AS late_or_derived_pct,
round(100 * countIf(hasAny(conditions, extended_codes)) / count(), 2) AS extended_hours_pct
FROM global_markets.stocks_trades
WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY')
AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-18 00:00:00', 'UTC')
GROUP BY ticker
ORDER BY odd_lot_pct DESC
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