STRASMORE/EXPLORE 3,171 QUERIES

Book events per three second interval across five household names (10:00 to 10:30 a.m. ET, 16 September 2026)

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-07, from What A-share Level 2 Data Actually Contains.

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Book events per three second interval across five household names (10:00 to 10:30 a.m. ET, 16 September 2026) — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolquote_updates_per_3s_windowquote_updates_per_trade
SPY277.34.9
NVDA257.40.8
AAPL76.20.8
KO56.61.5
MSFT27.20.5
Rows × columns
5 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Book events per three second interval across five household names (10:00 to 10:30 a.m. ET, 16 September 2026), derived from the stored result.
ColumnTypeRangeNotes
symbol text 5 distinct values (AAPL, KO, MSFT…)
quote_updates_per_3s_window number 27.2 to 277.3
quote_updates_per_trade number 0.5 to 4.9

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

SELECT
    q.ticker                             AS symbol,
    q.quote_updates_per_3s_window        AS quote_updates_per_3s_window,
    round(q.quote_updates / t.trades, 1) AS quote_updates_per_trade
FROM
(
    SELECT
        ticker,
        count()                                                                            AS quote_updates,
        round(count() / uniqExact(toStartOfInterval(sip_timestamp, INTERVAL 3 SECOND)), 1) AS quote_updates_per_3s_window
    FROM global_markets.cache_stocks_quotes
    WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY')
      AND sip_timestamp >= '2026-09-16 14:00:00'
      AND sip_timestamp <  '2026-09-16 14:30:00'
    GROUP BY ticker
) AS q
INNER JOIN
(
    SELECT
        ticker,
        count() AS trades
    FROM global_markets.stocks_trades
    WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY')
      AND sip_timestamp >= '2026-09-16 14:00:00'
      AND sip_timestamp <  '2026-09-16 14:30:00'
    GROUP BY ticker
) AS t ON q.ticker = t.ticker
ORDER BY quote_updates_per_3s_window DESC
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