quote_firehose
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 2026-10-03, from market-data-licensing-for-app-developers.
| et_hour | quote_message_count | messages_readable | avg_spread |
|---|---|---|---|
| 09:00 | 115568 | 115.57 thousand | 0.0391 |
| 10:00 | 213956 | 213.96 thousand | 0.0294 |
| 11:00 | 183386 | 183.39 thousand | 0.0251 |
| 12:00 | 162777 | 162.78 thousand | 0.0241 |
| 13:00 | 115644 | 115.64 thousand | 0.0211 |
| 14:00 | 89692 | 89.69 thousand | 0.0191 |
| 15:00 | 197483 | 197.48 thousand | 0.0187 |
- Rows × columns
- 7 × 4
- 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 |
|---|---|---|---|
et_hour |
text | 7 distinct values (09:00, 10:00, 11:00…) | |
quote_message_count |
number | 89,692 to 213,956 | count |
messages_readable |
text | 7 distinct values | |
avg_spread |
number | 0.0187 to 0.0391 |
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
formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_hour,
count() AS quote_message_count,
formatReadableQuantity(count()) AS messages_readable,
round(avg(toFloat64(ask_price) - toFloat64(bid_price)), 4) AS avg_spread
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= '2026-06-16 13:30:00'
AND sip_timestamp < '2026-06-16 20:00:00'
AND ask_price > 0
AND bid_price > 0
GROUP BY et_hour
ORDER BY et_hour
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