STRASMORE/EXPLORE 3,171 QUERIES

Venue stamp to consolidated stamp, minute by minute

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 2026-10-07, from Market data quality checks that catch real bugs.

as of series 60×3read in context →
Venue stamp to consolidated stamp, minute by minute — 60 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timemedian_skew_msp95_skew_ms
10:000.1950.34
10:010.2230.341
10:020.2380.341
10:030.2290.34
10:040.2240.342
10:050.2180.339
10:060.2190.343
10:070.2230.34
10:080.2190.339
10:090.2210.341
10:100.2130.341
10:110.2090.341
10:120.220.343
10:130.2140.342
10:140.2070.339
10:150.230.343
10:160.2230.342
10:170.2370.343
10:180.230.344
10:190.2220.343
10:200.2110.34
10:210.2110.341
10:220.2110.339
10:230.2170.339
10:240.2140.341
10:250.210.341
10:260.2070.34
10:270.2160.34
10:280.2070.343
10:290.2180.342
10:300.2410.341
10:310.2450.34
10:320.2280.34
10:330.2520.34
10:340.2260.34
10:350.2870.34
10:360.2340.34
10:370.2370.34
10:380.2470.339
10:390.2520.339
10:400.3310.339
10:410.1990.339
10:420.1970.339
10:430.1950.338
10:440.1970.338
10:450.1970.339
10:460.1970.339
10:470.1970.338
10:480.20.338
10:490.1990.338
10:500.1960.339
10:510.1950.338
10:520.1950.338
10:530.2010.338
10:540.1950.338
10:550.1990.338
10:560.1970.338
10:570.1930.338
10:580.1940.338
10:590.1950.339
Rows × columns
60 × 3
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 Venue stamp to consolidated stamp, minute by minute, derived from the stored result.
ColumnTypeRangeNotes
et_time text 60 distinct values (10:00, 10:01, 10:02…)
median_skew_ms number 0.193 to 0.331
p95_skew_ms number 0.338 to 0.344

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(toStartOfMinute(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
    round(quantileDeterministic(0.5)(toFloat64(toUnixTimestamp64Nano(sip_timestamp) - toUnixTimestamp64Nano(participant_timestamp)) / 1e6, toUInt64(sequence_number)), 3)  AS median_skew_ms,
    round(quantileDeterministic(0.95)(toFloat64(toUnixTimestamp64Nano(sip_timestamp) - toUnixTimestamp64Nano(participant_timestamp)) / 1e6, toUInt64(sequence_number)), 3) AS p95_skew_ms
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
  AND sip_timestamp >= '2026-03-10 14:00:00'
  AND sip_timestamp <  '2026-03-10 15:00:00'
  AND participant_timestamp >= '2026-03-10 13:00:00'
GROUP BY et_time
ORDER BY et_time
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