quote_clock
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 2026-09-26, from agentic-trading-bots-on-retail-brokerages.
| et_time | spread_bps | quote_count |
|---|---|---|
| 08:00 | 5.2 | 481 |
| 08:20 | 3.3 | 396 |
| 08:40 | 2.5 | 224 |
| 09:00 | 2.9 | 575 |
| 09:20 | 2.6 | 41701 |
| 09:40 | 1.8 | 61032 |
| 10:00 | 1.3 | 48942 |
| 10:20 | 1.1 | 59095 |
| 10:40 | 1 | 40204 |
| 11:00 | 1 | 41381 |
| 11:20 | 1 | 52970 |
| 11:40 | 0.8 | 30145 |
| 12:00 | 0.8 | 34270 |
| 12:20 | 0.8 | 28980 |
| 12:40 | 0.7 | 23918 |
| 13:00 | 0.7 | 21450 |
| 13:20 | 0.8 | 21990 |
| 13:40 | 0.9 | 27665 |
| 14:00 | 0.8 | 30567 |
| 14:20 | 0.7 | 20024 |
| 14:40 | 0.7 | 23978 |
| 15:00 | 0.7 | 22386 |
| 15:20 | 0.7 | 25430 |
| 15:40 | 0.6 | 50124 |
| 16:00 | 4.5 | 322 |
| 16:20 | 1.7 | 92 |
| 16:40 | 2.8 | 148 |
| 17:00 | 1.4 | 61 |
| 17:20 | 3.2 | 113 |
| 17:40 | 2.7 | 60 |
| 18:00 | 1.2 | 33 |
| 18:20 | 2.9 | 72 |
| 18:40 | 2.2 | 77 |
| 19:00 | 1.1 | 54 |
| 19:20 | 2.4 | 113 |
| 19:40 | 1.8 | 110 |
- Rows × columns
- 36 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
et_time |
text | 36 distinct values (08:00, 08:20, 08:40…) | |
spread_bps |
number | 0.6 to 5.2 | |
quote_count |
number | 33 to 61,032 | count |
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
formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 20 MINUTE), '%H:%i') AS et_time,
round(avg(toFloat64(ask_price - bid_price) / toFloat64(bid_price) * 10000), 1) AS spread_bps,
count() AS quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= '2026-08-14 12:00:00'
AND sip_timestamp < '2026-08-15 00:00:00'
AND bid_price > 0
AND ask_price > bid_price
GROUP BY et_time
ORDER BY et_time
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.