STRASMORE/EXPLORE 2,948 QUERIES

print_cadence

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.

as of ranking 5×4read in context →
print_cadence — 5 rows by 4 columns, computed from US exchange, SIP and OPRA data.
symbolet_windowprintsavg_seconds_between_prints
NVDASep 16, 2026 at 10:00 ET1908350.0094
AAPLSep 16, 2026 at 10:00 ET567690.0317
SPYSep 16, 2026 at 10:00 ET340320.0529
MSFTSep 16, 2026 at 10:00 ET311030.0579
KOSep 16, 2026 at 10:00 ET230360.0781
Rows × columns
5 × 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 print_cadence, derived from the stored result.
ColumnTypeRangeNotes
symbol text 5 distinct values (AAPL, KO, MSFT…)
et_window text 1 distinct value (Sep 16, 2026 at 10:00 ET)
prints number 23,036 to 190,835
avg_seconds_between_prints number 0.0094 to 0.0781

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,
    concat(formatDateTime(min(toTimeZone(sip_timestamp, 'America/New_York')),
                          '%b %e, %Y at %H:%i'), ' ET')                     AS et_window,
    count()                                                                 AS prints,
    round(1800.0 / count(), 4)                                              AS avg_seconds_between_prints
FROM global_markets.stocks_trades
WHERE ticker IN ('SPY', 'NVDA', 'AAPL', 'MSFT', 'KO')
  AND sip_timestamp >= toDateTime('2026-09-16 14:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-09-16 14:30:00', 'UTC')
GROUP BY ticker
ORDER BY prints DESC
⌘/Ctrl + Enter

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