STRASMORE/EXPLORE 3,214 QUERIES

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.

as of scalar 1×8read in context →
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
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for Stocks NBBO update count: July 8 vs July 7, with named-ticker updates (millions), derived from the stored result.
ColumnTypeRangeNotes
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.

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.

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'
⌘/Ctrl + Enter

Work with this data in your AI assistant

Opens ready to query, with this page's data. Free, no account.

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 3,214 queries →