One week of the US minute tape: symbols and bars per session, Jul 20-24, 2026

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 2026-08-05, from Local A-Share Data Lake for AI Agents.

Rows × columns

5 × 4

Period covered

2026-07-20 to 2026-07-24

Computed

2026-08-05

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

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 2026-08-05, and the query below is what returned them.

SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session,
       formatDateTime(toDate(toTimeZone(window_start, 'America/New_York')), '%b %e') AS session_label,
       uniqExact(ticker) AS tickers_count,
       round(count() / 1000000, 2) AS minute_bars_millions
FROM global_markets.delayed_stocks_minute_aggs
WHERE toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-07-20')
  AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-07-24')
GROUP BY session, session_label
ORDER BY session