Minute bars per session: nine widely held names, June 2026

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 2026-08-01, from Market Data Skills for AI Agents.

Rows × columns

9 × 4

Computed

2026-08-01

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

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 2026-08-01, and the query below is what returned them.

WITH daily AS (
    SELECT ticker,
           toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
           count() AS bars
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker IN ('SPY', 'QQQ', 'NVDA', 'AAPL', 'MSFT', 'XOM', 'JNJ', 'KO', 'PG')
      AND toDate(toTimeZone(window_start, 'America/New_York')) >= toDate('2026-06-01')
      AND toDate(toTimeZone(window_start, 'America/New_York')) <= toDate('2026-06-30')
    GROUP BY ticker, session_date
)
SELECT ticker,
       count() AS sessions_with_data,
       round(quantileDeterministic(0.5)(bars, cityHash64(session_date)), 0) AS median_bars_per_session,
       min(bars) AS quietest_session_bars
FROM daily
GROUP BY ticker
ORDER BY median_bars_per_session DESC