Off exchange AAPL prints by reporting delay, 10 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 2026-08-14, from Market Data Timestamps: SIP vs Exchange Clocks.
| reporting_delay | print_count | share_pct |
|---|---|---|
| under 1 ms | 14449 | 24.8 |
| 1 to 10 ms | 11243 | 19.3 |
| 10 to 100 ms | 6668 | 11.44 |
| 100 ms to 1 s | 25831 | 44.33 |
| 1 s to 10 s | 74 | 0.13 |
- Rows × columns
- 5 × 3
- 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 |
|---|---|---|---|
reporting_delay |
text | 5 distinct values (1 s to 10 s, 1 to 10 ms, 10 to 100 ms…) | |
print_count |
number | 74 to 25,831 | count |
share_pct |
number | 0.13 to 44.33 | 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 off_exchange AS
(
SELECT
(toUnixTimestamp64Nano(sip_timestamp)
- toUnixTimestamp64Nano(participant_timestamp)) / 1000000.0 AS delay_ms
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'
AND ifNull(toUnixTimestamp64Nano(trf_timestamp), 0) > 0
)
SELECT
multiIf(delay_ms < 1, 'under 1 ms',
delay_ms < 10, '1 to 10 ms',
delay_ms < 100, '10 to 100 ms',
delay_ms < 1000, '100 ms to 1 s',
delay_ms < 10000, '1 s to 10 s',
'over 10 s') AS reporting_delay,
count() AS print_count,
round(100 * count() / (SELECT count() FROM off_exchange), 2) AS share_pct
FROM off_exchange
GROUP BY reporting_delay
ORDER BY min(delay_ms) ASC
Run your own version of this
The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.
More from this analysisMarket Data Timestamps: SIP vs Exchange Clocks
SIP receive lag by venue, AAPL, 10 June 2026 (microseconds)
ranking 11×4
→
Prints that change bar when you switch clocks, by bar length
ranking 4×3
→
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 →