liquidity_and_print_gaps
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 2026-10-02, from how-long-a-market-order-takes-to-fill.
| print_count_bucket | names | median_seconds_between_prints |
|---|---|---|
| 1. under 100 prints | 3357 | 731.2 |
| 2. 100 to 999 prints | 3472 | 79.3 |
| 3. 1,000 to 9,999 prints | 3008 | 6.8 |
| 4. 10,000 to 99,999 prints | 2529 | 1.1 |
| 5. 100,000 prints or more | 185 | 0.2 |
- 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 |
|---|---|---|---|
print_count_bucket |
text | 5 distinct values | |
names |
number | 185 to 3,472 | |
median_seconds_between_prints |
number | 0.2 to 731.2 |
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
multiIf(session_prints < 100, '1. under 100 prints',
session_prints < 1000, '2. 100 to 999 prints',
session_prints < 10000, '3. 1,000 to 9,999 prints',
session_prints < 100000, '4. 10,000 to 99,999 prints',
'5. 100,000 prints or more') AS print_count_bucket,
count() AS names,
round(23400.0 / quantileDeterministic(0.5)(
toFloat64(session_prints), cityHash64(ticker)), 1) AS median_seconds_between_prints
FROM
(
SELECT
ticker,
max(transactions) AS session_prints
FROM global_markets.stocks_daily_aggs
WHERE date = '2026-09-16'
AND transactions > 0
AND ifNull(otc, 0) = 0
AND ticker NOT IN ('SPCX')
GROUP BY ticker
)
GROUP BY print_count_bucket
ORDER BY print_count_bucket
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