{"slug":"market-data-quality-checks","qid":"book_integrity","label":"Locked, crossed and one sided quote rates across six household names","post_title":"Market data quality checks that catch real bugs","post_url":"/blog/market-data-quality-checks#q-book_integrity","columns":["symbol","locked_pct","crossed_pct","one_sided_pct"],"rows":[{"symbol":"XOM","locked_pct":0.4259,"crossed_pct":0.2154,"one_sided_pct":0},{"symbol":"MSFT","locked_pct":0.2245,"crossed_pct":0.0493,"one_sided_pct":0},{"symbol":"SPY","locked_pct":0.7235,"crossed_pct":0.0157,"one_sided_pct":0},{"symbol":"KO","locked_pct":9.8489,"crossed_pct":0.0054,"one_sided_pct":0},{"symbol":"AAPL","locked_pct":0.1307,"crossed_pct":0.005,"one_sided_pct":0},{"symbol":"NVDA","locked_pct":2.6359,"crossed_pct":0.0028,"one_sided_pct":0}],"shape":"ranking","sql":"SELECT\n    ticker                                                                     AS symbol,\n    round(100 * countIf(bid_price = ask_price AND bid_price > 0) / count(), 4) AS locked_pct,\n    round(100 * countIf(bid_price > ask_price AND ask_price > 0) / count(), 4) AS crossed_pct,\n    round(100 * countIf(bid_price = 0 OR ask_price = 0) / count(), 4)          AS one_sided_pct\nFROM global_markets.cache_stocks_quotes\nWHERE ticker IN ('AAPL', 'MSFT', 'NVDA', 'SPY', 'KO', 'XOM')\n  AND sip_timestamp >= '2026-03-10 14:00:00'\n  AND sip_timestamp <  '2026-03-10 15:00:00'\nGROUP BY symbol\nORDER BY crossed_pct DESC","computed_at":"2026-10-07T15:22:23.319186+00:00","elapsed":0.003200007}