STRASMORE/EXPLORE 2,749 QUERIES

value_repetition

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.

as of ranking 5×3read in context →
value_repetition — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
tickerdistinct_pricestrades_per_distinct_price
NVDA2270988
KO596340
AAPL1927236
SPY1953025
MSFT3310112
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 value_repetition, derived from the stored result.
ColumnTypeRangeNotes
ticker text 5 distinct values (AAPL, KO, MSFT…)
distinct_prices number 5,963 to 33,101
trades_per_distinct_price number 12 to 88 US dollars

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
    ticker,
    countDistinct(price)                              AS distinct_prices,
    toUInt32(round(count() / countDistinct(price)))   AS trades_per_distinct_price
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')
GROUP BY ticker
ORDER BY trades_per_distinct_price DESC
⌘/Ctrl + Enter

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