quote_staleness
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 2026-09-24, from latency-models-in-hft-backtests.
| latency_budget | pct_replaced_within |
|---|---|
| 1 ms | 73.67 |
| 2 ms | 75.13 |
| 5 ms | 77.45 |
| 10 ms | 79.91 |
| 25 ms | 83.36 |
| 50 ms | 88.13 |
| 100 ms | 92.07 |
| 250 ms | 96.87 |
| 1000 ms | 99.93 |
- Rows × columns
- 9 × 2
- 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 |
|---|---|---|---|
latency_budget |
text | 9 distinct values (1 ms, 10 ms, 100 ms…) | |
pct_replaced_within |
number | 73.67 to 99.93 | percent |
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.
WITH gaps AS
(
SELECT
dateDiff('millisecond',
lagInFrame(sip_timestamp) OVER (ORDER BY sip_timestamp, sequence_number
ROWS BETWEEN 1 PRECEDING AND CURRENT ROW),
sip_timestamp) AS gap_ms
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= '2026-09-15 14:00:00'
AND sip_timestamp < '2026-09-15 15:00:00'
AND bid_price > 0
AND ask_price > bid_price
)
SELECT
concat(toString(budget_ms), ' ms') AS latency_budget,
round(100 * countIf(gap_ms BETWEEN 0 AND budget_ms) / count(), 2) AS pct_replaced_within
FROM gaps
ARRAY JOIN [1, 2, 5, 10, 25, 50, 100, 250, 1000] AS budget_ms
GROUP BY budget_ms
ORDER BY budget_ms
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