retention_curve
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 2026-09-28, from compressing-market-data-zstd-vs-gzip.
| horizon | gigabytes_uncompressed |
|---|---|
| 1-month | 4.8 |
| 3-month | 14.3 |
| 6-month | 28.7 |
| 12-month | 57.3 |
| 24-month | 114.6 |
| 60-month | 286.6 |
- Rows × columns
- 6 × 2
- 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 |
|---|---|---|---|
horizon |
text | 6 distinct values (1-month, 12-month, 24-month…) | |
gigabytes_uncompressed |
number | 4.8 to 286.6 |
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.
WITH day_rows AS
(
SELECT count() AS trades
FROM global_markets.stocks_trades
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND sip_timestamp >= toDateTime64('2026-09-15 04:00:00', 9, 'UTC')
AND sip_timestamp < toDateTime64('2026-09-16 04:00:00', 9, 'UTC')
)
SELECT
concat(toString(months), '-month') AS horizon,
round(trades * 64 * 21 * months / 1073741824, 1) AS gigabytes_uncompressed
FROM day_rows
CROSS JOIN (SELECT arrayJoin([1, 3, 6, 12, 24, 60]) AS months) AS horizons
ORDER BY months
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