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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.
How one ordinary AAPL session splits across print sizes

How one ordinary AAPL session splits across print sizes

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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
$