STRASMORE/EXPLORE 3,214 QUERIES

Stocks NBBO update count: July 10 vs July 9, 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 10, 2026, The Day in Numbers.

as of scalar 1×6read in context →
jul10 updates m
402.21
jul9 updates m
383.44
day over day pct
4.9
jul10 spy updates m
2.48
jul10 qqq updates m
4.28
jul10 nvda updates m
2.24
Rows × columns
1 × 6
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 10 vs July 9, with named-ticker updates (millions), derived from the stored result.
ColumnTypeRangeNotes
jul10_updates_m number every row is 402.21
jul9_updates_m number every row is 383.44
day_over_day_pct number every row is 4.9 percent
jul10_spy_updates_m number every row is 2.48
jul10_qqq_updates_m number every row is 4.28
jul10_nvda_updates_m number every row is 2.24

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('2026-07-10')) / 1e6, 2) AS jul10_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-09')) / 1e6, 2) AS jul9_updates_m,
    round((countIf(toDate(sip_timestamp) = toDate('2026-07-10')) / countIf(toDate(sip_timestamp) = toDate('2026-07-09')) - 1) * 100, 1) AS day_over_day_pct,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-10') AND ticker = 'SPY') / 1e6, 2) AS jul10_spy_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-10') AND ticker = 'QQQ') / 1e6, 2) AS jul10_qqq_updates_m,
    round(countIf(toDate(sip_timestamp) = toDate('2026-07-10') AND ticker = 'NVDA') / 1e6, 2) AS jul10_nvda_updates_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-07-09 00:00:00' AND sip_timestamp < '2026-07-11 00:00:00'
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More from this analysisMarket Recap: July 10, 2026, The Day in Numbers
SK Hynix's first session: the listing record vs the tape, July 10, 2026 scalar 1×8 → Session verification: first/last SPY bar ET, regular-bar count, holiday receipts, next closure scalar 1×7 → The week of July 13–17: closures, ex-dividends, splits, the monthly expiry, and the short-interest lag scalar 1×8 → Ex-divs, splits, news, and the July 10 SEC filing mix scalar 1×16 → Treasury print status: July 9 and July 10 rows on record, and the July 8 curve (latest at authoring) scalar 1×6 → SPY day move in trailing context (~22 sessions, open-to-close) scalar 1×4 → See all 3,214 queries →