Stocks NBBO update count: July 8 vs July 7, with named-ticker updates (millions)
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 2026-07-26, from Market Recap: July 8, 2026, The Day in Numbers.
jul8 updates m
530.55
jul7 updates m
492.76
day over day pct
7.7
jul8 spy updates m
4.93
jul8 qqq updates m
6.53
jul8 nvda updates m
1.8
jul8 tsla updates m
0.72
jul8 mu updates m
0.6
- Rows × columns
- 1 × 8
- 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 |
|---|---|---|---|
jul8_updates_m |
number | every row is 530.55 | |
jul7_updates_m |
number | every row is 492.76 | |
day_over_day_pct |
number | every row is 7.7 | percent |
jul8_spy_updates_m |
number | every row is 4.93 | |
jul8_qqq_updates_m |
number | every row is 6.53 | |
jul8_nvda_updates_m |
number | every row is 1.8 | |
jul8_tsla_updates_m |
number | every row is 0.72 | |
jul8_mu_updates_m |
number | every row is 0.6 |
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
SELECT
round(countIf(toDate(sip_timestamp) = toDate('2026-07-08')) / 1e6, 2) AS jul8_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-07')) / 1e6, 2) AS jul7_updates_m,
round((countIf(toDate(sip_timestamp) = toDate('2026-07-08')) / countIf(toDate(sip_timestamp) = toDate('2026-07-07')) - 1) * 100, 1) AS day_over_day_pct,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'SPY') / 1e6, 2) AS jul8_spy_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'QQQ') / 1e6, 2) AS jul8_qqq_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'NVDA') / 1e6, 2) AS jul8_nvda_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'TSLA') / 1e6, 2) AS jul8_tsla_updates_m,
round(countIf(toDate(sip_timestamp) = toDate('2026-07-08') AND ticker = 'MU') / 1e6, 2) AS jul8_mu_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-07 00:00:00' AND sip_timestamp < '2026-07-09 00:00:00'
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 Recap: July 8, 2026, The Day in Numbers
Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure
scalar 1×8
→
Ex-divs, splits, SEC filings, news attention
scalar 1×13
→
SPY / QQQ day move in trailing context (close-over-close, ~22 sessions)
scalar 1×7
→
SPY's RTH average quoted spread in trailing-month context
scalar 1×7
→
Options NBBO tape: total updates vs the stock tape, plus the SPY root slice
scalar 1×3
→
Options tape: prints, contracts, call %, 0DTE share vs Tuesday, top contract
scalar 1×14
→
See all 2,170 queries →