The options NBBO stream: July 7 against July 6, and against the same session's equity quotes

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
    (
        SELECT count()
        FROM global_markets.cache_options_quotes
        WHERE toYYYYMMDD(sip_timestamp) = 20260707
    ) AS jul7_option_rows,
    (
        SELECT count()
        FROM global_markets.cache_options_quotes
        WHERE toYYYYMMDD(sip_timestamp) = 20260706
    ) AS jul6_option_rows,
    (
        SELECT count()
        FROM global_markets.cache_stocks_quotes
        WHERE toYYYYMMDD(sip_timestamp) = 20260707
    ) AS jul7_stock_quote_rows
SELECT
    jul7_option_rows AS jul7_option_quote_rows,
    round(jul7_option_rows / 1e9, 2) AS jul7_option_quote_updates_bn,
    round(jul6_option_rows / 1e9, 2) AS jul6_option_quote_updates_bn,
    round((jul7_option_rows / jul6_option_rows - 1) * 100, 1) AS day_over_day_pct,
    round(jul7_stock_quote_rows / 1e6, 2) AS jul7_stock_quote_updates_m,
    round(jul7_option_rows / jul7_stock_quote_rows, 1) AS jul7_option_to_stock_ratio