STRASMORE/EXPLORE 2,170 QUERIES

Prints that change bar when you switch clocks, by bar length

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 2026-08-14, from Market Data Timestamps: SIP vs Exchange Clocks.

as of ranking 4×3read in context →
Prints that change bar when you switch clocks, by bar length — 4 rows by 3 columns, computed from US exchange, SIP and OPRA data.
bar_lengthmoved_print_countmoved_pct
1 second89448.966
10 seconds9170.919
1 minute1300.13
5 minutes240.024
Rows × columns
4 × 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 Prints that change bar when you switch clocks, by bar length, derived from the stored result.
ColumnTypeRangeNotes
bar_length text 4 distinct values (1 minute, 1 second, 10 seconds…)
moved_print_count number 24 to 8,944 count
moved_pct number 0.024 to 8.966 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.

the exact SQL behind every number 
WITH
    prints AS
    (
        SELECT
            toUnixTimestamp64Nano(participant_timestamp) AS venue_ns,
            toUnixTimestamp64Nano(sip_timestamp)         AS tape_ns
        FROM global_markets.stocks_trades
        WHERE ticker = 'AAPL'
          AND sip_timestamp >= '2026-06-10 14:30:00'
          AND sip_timestamp <  '2026-06-10 15:00:00'
    ),
    grids AS
    (
        SELECT arrayJoin([1, 10, 60, 300]) AS bar_seconds
    )
SELECT
    multiIf(bar_seconds =  1, '1 second',
            bar_seconds = 10, '10 seconds',
            bar_seconds = 60, '1 minute',
                              '5 minutes') AS bar_length,
    countIf(intDiv(venue_ns, toInt64(bar_seconds) * 1000000000)
         != intDiv(tape_ns,  toInt64(bar_seconds) * 1000000000)) AS moved_print_count,
    round(100 * countIf(intDiv(venue_ns, toInt64(bar_seconds) * 1000000000)
                     != intDiv(tape_ns,  toInt64(bar_seconds) * 1000000000)) / count(), 3) AS moved_pct
FROM prints
CROSS JOIN grids
GROUP BY bar_seconds
ORDER BY bar_seconds ASC

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More from this analysisMarket Data Timestamps: SIP vs Exchange Clocks
SIP receive lag by venue, AAPL, 10 June 2026 (microseconds) ranking 11×4 → Off exchange AAPL prints by reporting delay, 10 June 2026 ranking 5×3 → The same twelve prints, ranked by venue clock and by tape clock table 12×7 → Which venues sat on the bid side of the quote record, KO on June 16, 2026 ranking 17×3 → Odd lots, round lots and sub-one-share prints across six names, July 8 to 10, 2026 ranking 6×4 → Small AAPL print sizes: five sessions in January 2026 against five in July 2026 table 26×3 → See all 2,170 queries →