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The census by name: eight liquid tickers and two thin small caps, recent completed sessions

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 2026-08-22, from Locked and Crossed Markets, Explained With Data.

as of table 10×7read in context →
The census by name: eight liquid tickers and two thin small caps, recent completed sessions — 10 rows by 7 columns, computed from US exchange, SIP and OPRA data.
tickerupdates_kmedian_spread_centslocked_recordscrossed_recordslocked_or_crossed_per_10kone_sided_per_10k
AAPL3987.3318658215952.20
AMD1801.2249298269.70.1
KO1686.2125928134154.60.2
MSFT1404.79200953618.10.1
NATH11.96900077.4
NVDA7669.5253709265473.50
QQQ19065.2373747358740.60
SENEA25.416400030.3
SPY10286.1263469426065.80
TSLA2981.878455281937.80
Rows × columns
10 × 7
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 The census by name: eight liquid tickers and two thin small caps, recent completed sessions, derived from the stored result.
ColumnTypeRangeNotes
ticker text 10 distinct values (AAPL, AMD, KO…)
updates_k number 11.9 to 19,065.2
median_spread_cents number 1 to 164
locked_records number 0 to 73,747
crossed_records number 0 to 4,260
locked_or_crossed_per_10k number 0 to 154.6
one_sided_per_10k number 0 to 77.4

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.

the exact SQL behind every number 
SELECT ticker,
       round(count() / 1e3, 1) AS updates_k,
       round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price), bid_price > 0 AND ask_price >= bid_price) * 100, 1) AS median_spread_cents,
       countIf(bid_price = ask_price AND bid_price > 0) AS locked_records,
       countIf(bid_price > ask_price AND ask_price > 0) AS crossed_records,
       round(countIf(bid_price >= ask_price AND ask_price > 0 AND bid_price > 0) / toFloat64(count()) * 1e4, 1) AS locked_or_crossed_per_10k,
       round(countIf(bid_price <= 0 OR ask_price <= 0) / toFloat64(count()) * 1e4, 1) AS one_sided_per_10k
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'NVDA', 'MSFT', 'TSLA', 'KO', 'AMD', 'NATH', 'SENEA')
  AND sip_timestamp >= toDateTime(today() - 10)
  AND sip_timestamp < toDateTime(today() - 3)
GROUP BY ticker
ORDER BY ticker

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More from this analysisLocked and Crossed Markets, Explained With Data
Locked-or-crossed records per 10,000 updates by 30-minute ET bucket, checked set, extended hours included series 32×3 → Whole-tape census: locked, crossed, and one-sided records across every NBBO update of the session scalar 1×7 → The receipts: locked vs crossed totals, and the rate by session stretch (premarket, open, noon, close, ET) scalar 1×10 → AAPL: average NBBO updates per minute by half-hour bucket (ET, 4 a.m. to 8 p.m.) series 32×3 → AAPL median quoted spread by 30-minute bucket (ET, extended hours included) series 32×2 → GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pause series 15×3 → See all 2,170 queries →