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.
| ticker | distinct_prices | trades_per_distinct_price |
|---|---|---|
| NVDA | 22709 | 88 |
| KO | 5963 | 40 |
| AAPL | 19272 | 36 |
| SPY | 19530 | 25 |
| MSFT | 33101 | 12 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
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
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