SIP receive lag by venue, AAPL, 10 June 2026 (microseconds)
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.
| venue | print_count | median_lag_us | p99_lag_us |
|---|---|---|---|
| NYSE Arca, Inc. | 10809 | 346.2 | 420.8 |
| NSX | 229 | 345.3 | 350.5 |
| New York Stock Exchange | 1468 | 343.6 | 358.4 |
| Investors Exchange | 2765 | 224.9 | 1097.5 |
| Members Exchange | 1539 | 196.3 | 1198.3 |
| Cboe EDGA | 415 | 187.6 | 196.8 |
| Cboe EDGX | 2498 | 187.6 | 320.1 |
| Cboe BYX | 543 | 186.6 | 192.6 |
| Cboe BZX | 3905 | 185.8 | 203.2 |
| Nasdaq | 16442 | 14.7 | 54.5 |
| Nasdaq Texas, Inc. | 449 | 13.7 | 17.8 |
- Rows × columns
- 11 × 4
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
venue |
text | 11 distinct values (Cboe BYX, Cboe BZX, Cboe EDGA…) | |
print_count |
number | 229 to 16,442 | count |
median_lag_us |
number | 13.7 to 346.2 | |
p99_lag_us |
number | 17.8 to 1,198.3 |
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.
WITH venues AS
(
SELECT
toUInt32(id) AS exchange_id,
any(coalesce(nullIf(acronym, ''), name)) AS venue_name
FROM global_markets.stocks_exchanges
WHERE asset_class = 'stocks'
GROUP BY exchange_id
)
SELECT
if(v.venue_name = '', concat('Venue ', toString(t.exchange)), v.venue_name) AS venue,
count() AS print_count,
round(quantileDeterministic(0.5)(
toFloat64(toUnixTimestamp64Nano(t.sip_timestamp)
- toUnixTimestamp64Nano(t.participant_timestamp)) / 1000,
toUInt64(t.sequence_number)), 1) AS median_lag_us,
round(quantileDeterministic(0.99)(
toFloat64(toUnixTimestamp64Nano(t.sip_timestamp)
- toUnixTimestamp64Nano(t.participant_timestamp)) / 1000,
toUInt64(t.sequence_number)), 1) AS p99_lag_us
FROM global_markets.stocks_trades AS t
LEFT JOIN venues AS v ON v.exchange_id = toUInt32(t.exchange)
WHERE t.ticker = 'AAPL'
AND t.sip_timestamp >= '2026-06-10 14:30:00'
AND t.sip_timestamp < '2026-06-10 15:00:00'
AND ifNull(toUnixTimestamp64Nano(t.trf_timestamp), 0) = 0
GROUP BY venue
HAVING count() >= 200
ORDER BY median_lag_us DESC
LIMIT 15
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