STRASMORE/EXPLORE 2,170 QUERIES

Stocks NBBO update count: July 9 vs July 8, 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 9, 2026, The Day in Numbers.

as of scalar 1×8read in context →
jul9 updates m
383.44
jul8 updates m
530.55
day over day pct
-27.7
jul9 spy updates m
2.71
jul9 qqq updates m
4.35
jul9 nvda updates m
1.83
jul9 tsla updates m
0.46
jul9 mu updates m
0.72
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 9 vs July 8, with named-ticker updates (millions), derived from the stored result.
ColumnTypeRangeNotes
jul9_updates_m number every row is 383.44
jul8_updates_m number every row is 530.55
day_over_day_pct number every row is -27.7 percent
jul9_spy_updates_m number every row is 2.71
jul9_qqq_updates_m number every row is 4.35
jul9_nvda_updates_m number every row is 1.83
jul9_tsla_updates_m number every row is 0.46
jul9_mu_updates_m number every row is 0.72

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('2026-07-09')) / 1e6, 2) AS jul9_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-08')) / 1e6, 2) AS jul8_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / countIf(toDate(sip_timestamp) = toDate('2026-07-08')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'SPY') / 1e6, 2) AS jul9_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'QQQ') / 1e6, 2) AS jul9_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'NVDA') / 1e6, 2) AS jul9_nvda_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'TSLA') / 1e6, 2) AS jul9_tsla_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09') AND ticker = 'MU') / 1e6, 2) AS jul9_mu_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-08 00:00:00' AND sip_timestamp < '2026-07-10 00:00:00'

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