STRASMORE/EXPLORE 2,749 QUERIES

best_bid_venues

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 how-exchange-speed-bumps-work.

as of ranking 16×4read in context →
best_bid_venues — 16 rows by 4 columns, computed from US exchange, SIP and OPRA data.
venuemicbest_bid_update_countpct_of_best_bid_updates
NasdaqXNAS5142636.17
Investors ExchangeIEXG3680925.89
NYSE Arca, Inc.ARCX3543924.93
Cboe BZXBATS84435.94
Members ExchangeMEMX43633.07
Cboe EDGXEDGX20901.47
New York Stock ExchangeXNYS9850.69
NYSE Texas, Inc.XCHI6600.46
Cboe EDGAEDGA4320.3
Cboe BYXBATY4270.3
MIAX PearlEPRL3440.24
Nasdaq Philadelphia Exchange LLCXPHL2040.14
24X National Exchange LLC24EQ1740.12
Nasdaq Texas, Inc.XBOS1730.12
NYSE National, Inc.XCIS1320.09
NYSE American, LLCXASE580.04
Rows × columns
16 × 4
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 best_bid_venues, derived from the stored result.
ColumnTypeRangeNotes
venue text 16 distinct values
mic text 16 distinct values (24EQ, ARCX, BATS…)
best_bid_update_count number 58 to 51,426 count
pct_of_best_bid_updates number 0.04 to 36.17 percent

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
    e.name                                           AS venue,
    e.mic                                            AS mic,
    count()                                          AS best_bid_update_count,
    round(100.0 * count() / sum(count()) OVER (), 2) AS pct_of_best_bid_updates
FROM global_markets.cache_stocks_quotes AS q
INNER JOIN
(
    SELECT
        toUInt32(id) AS exchange_id,
        any(name)    AS name,
        any(mic)     AS mic
    FROM global_markets.stocks_exchanges
    WHERE asset_class = 'stocks'
    GROUP BY exchange_id
) AS e ON toUInt32(q.bid_exchange) = e.exchange_id
WHERE q.ticker = 'AAPL'
  AND q.sip_timestamp >= '2026-06-10 15:00:00'
  AND q.sip_timestamp <  '2026-06-10 15:30:00'
GROUP BY venue, mic
ORDER BY best_bid_update_count DESC
⌘/Ctrl + Enter

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