STRASMORE/EXPLORE 3,171 QUERIES

One symbol's quote messages against the sequence numbers they span

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 →
One symbol's quote messages against the sequence numbers they span — 60 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timequote_countcontiguity_pct
10:0039910.928
10:0143390.9027
10:0249820.95
10:0347010.9568
10:0441000.8446
10:0544730.7932
10:0653950.9995
10:0755680.9573
10:0847770.9867
10:0945720.953
10:1051960.9829
10:1135520.8337
10:1250050.9664
10:1342830.9063
10:1446921.1505
10:1552681.0285
10:1650220.9299
10:1752861.0564
10:1840780.9567
10:1961361.2365
10:2046931.0514
10:2137660.8902
10:2235991.0199
10:2341081.1477
10:2435110.9644
10:2539601.0388
10:2632900.933
10:2735690.962
10:2831000.8715
10:2932541.0156
10:3055611.1597
10:3142411.2002
10:3233100.9886
10:3330320.9473
10:3446611.2683
10:3538570.9373
10:3630350.9648
10:3732481.0884
10:3832101.2065
10:3936281.1889
10:4043641.2022
10:4144041.279
10:4248361.4374
10:4343421.3245
10:4443531.5708
10:4550471.3701
10:4636431.1156
10:4740421.2045
10:4830210.9317
10:4935661.1568
10:5036931.1455
10:5126570.9069
10:5228640.9122
10:5324890.8334
10:5421300.8955
10:5524890.9705
10:5623740.9365
10:5721850.8907
10:5824140.9347
10:5930381.1978
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 One symbol's quote messages against the sequence numbers they span, derived from the stored result.
ColumnTypeRangeNotes
et_time text 60 distinct values (10:00, 10:01, 10:02…)
quote_count number 2,130 to 6,136 count
contiguity_pct number 0.7932 to 1.5708 percent

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,
    count()                                                                     AS quote_count,
    round(100 * count() / (max(sequence_number) - min(sequence_number) + 1), 4) AS contiguity_pct
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'
GROUP BY et_time
ORDER BY et_time
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