sip_reporting_lag
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.
| symbol | median_report_microseconds | p95_report_microseconds |
|---|---|---|
| AAPL | 458 | 464971 |
| MSFT | 558 | 442909 |
| SPY | 608 | 357114 |
| NVDA | 7392 | 487876 |
| KO | 94509 | 501996 |
- 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…) | |
median_report_microseconds |
number | 458 to 94,509 | |
p95_report_microseconds |
number | 357,114 to 501,996 |
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,
round(quantileDeterministic(0.5)(
toFloat64(dateDiff('microsecond', participant_timestamp, sip_timestamp)),
cityHash64(ticker, sequence_number)), 0) AS median_report_microseconds,
round(quantileDeterministic(0.95)(
toFloat64(dateDiff('microsecond', participant_timestamp, sip_timestamp)),
cityHash64(ticker, sequence_number)), 0) AS p95_report_microseconds
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')
AND participant_timestamp > toDateTime('2026-09-16 00:00:00', 'UTC')
AND participant_timestamp <= sip_timestamp
GROUP BY ticker
HAVING count() > 100
ORDER BY median_report_microseconds
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