quote_clock

Name: quote_clock
Creator: Strasmore
Published: 2026-09-28
License: https://www.strasmore.com/terms/

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 2026-09-28 series 60×3read in context →

quote_clock — 60 rows by 3 columns, computed 2026-09-28 from US exchange, SIP and OPRA data.
et_time	quote_message_count	distinct_bid_level_count
11:00	18468	65
11:01	19971	92
11:02	13215	30
11:03	15333	39
11:04	14899	76
11:05	12453	37
11:06	11949	48
11:07	13210	34
11:08	15926	42
11:09	13282	24
11:10	16884	42
11:11	12708	30
11:12	14211	35
11:13	14458	58
11:14	13557	55
11:15	13968	49
11:16	16461	58
11:17	15461	32
11:18	13277	47
11:19	18140	57
11:20	19208	38
11:21	16634	43
11:22	16629	41
11:23	14428	56
11:24	13259	43
11:25	14843	55
11:26	13448	52
11:27	14553	29
11:28	13572	48
11:29	14917	47
11:30	15895	54
11:31	12750	57
11:32	12162	28
11:33	13577	42
11:34	14961	52
11:35	13208	38
11:36	14116	47
11:37	12555	43
11:38	10781	42
11:39	14147	58
11:40	13125	52
11:41	14463	52
11:42	12590	56
11:43	11590	47
11:44	14432	58
11:45	13089	42
11:46	9814	40
11:47	19628	78
11:48	16324	88
11:49	10416	53
11:50	13095	57
11:51	10030	51
11:52	8550	42
11:53	10901	56
11:54	10440	82
11:55	8686	39
11:56	6787	38
11:57	8038	64
11:58	6149	29
11:59	5181	27

Rows × columns: 60 × 3
Computed: 2026-09-28
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 quote_clock, derived from the stored result.
Column	Type	Range	Notes
`et_time`	text	60 distinct values (11:00, 11:01, 11:02…)
`quote_message_count`	number	5,181 to 19,971	count
`distinct_bid_level_count`	number	24 to 92	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 2026-09-28, 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(toStartOfMinute(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
    count()                  AS quote_message_count,
    countDistinct(bid_price) AS distinct_bid_level_count
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'NVDA'
  AND sip_timestamp >= '2026-06-10 15:00:00'
  AND sip_timestamp <  '2026-06-10 16:00:00'
GROUP BY et_time
ORDER BY et_time

SQL to run

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