quote_gap
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.
| symbol | quote_message_count | avg_ms_between_quotes |
|---|---|---|
| SPY | 1338401 | 2.69 |
| NVDA | 806802 | 4.462 |
| AAPL | 307855 | 11.694 |
| KO | 117738 | 30.576 |
| MSFT | 77282 | 46.583 |
- 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 |
|---|---|---|---|
symbol |
text | 5 distinct values (AAPL, KO, MSFT…) | |
quote_message_count |
number | 77,282 to 1,338,401 | count |
avg_ms_between_quotes |
number | 2.69 to 46.583 |
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 AS symbol,
count() AS quote_message_count,
round(3600000.0 / count(), 3) AS avg_ms_between_quotes
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO')
AND sip_timestamp >= '2026-06-10 15:00:00'
AND sip_timestamp < '2026-06-10 16:00:00'
GROUP BY symbol
ORDER BY avg_ms_between_quotes ASC
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