schemas — 3 answered market questions

Trade size mix in the same window (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)

most recentas of 2026-08-12 ranking 5×4read in context →

Trade size mix in the same window (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026) — 5 rows by 4 columns, computed 2026-08-12 from US exchange, SIP and OPRA data.
trade_size_bucket	trade_count	share_pct	avg_shares
1 to 99 shares	70157	92.3	17
100 to 199 shares	4257	5.6	116
200 to 499 shares	1253	1.6	264
500 to 999 shares	206	0.3	623
1000 or more shares	110	0.1	3853

the exact SQL behind every number

SELECT
    multiIf(size < 100,  '1 to 99 shares',
            size < 200,  '100 to 199 shares',
            size < 500,  '200 to 499 shares',
            size < 1000, '500 to 999 shares',
            '1000 or more shares')                 AS trade_size_bucket,
    count()                                        AS trade_count,
    round(100 * count() / sum(count()) OVER (), 1) AS share_pct,
    round(avg(size))                               AS avg_shares
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
  AND sip_timestamp >= '2026-06-16 14:00:00'
  AND sip_timestamp <  '2026-06-16 14:30:00'
  AND size > 0
GROUP BY trade_size_bucket
ORDER BY min(size)

More from this analysisMBO vs MBP Order Book Data Explained

Top-of-book messages against prints, 10:00 to 10:30 a.m. ET, June 16, 2026 ranking 5×4 → What changed between consecutive top-of-book messages (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026) ranking 4×3 → Average quoted spread and time at a one cent spread, midday June 10 2026 ranking 6×3 → How AAPL prints break down by trade size, June 10 2026 ranking 5×3 → See all 2,170 queries →