STRASMORE/EXPLORE 2,830 QUERIES

quote_traffic

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 2026-09-30, from mass-cancel-and-purge-ports.

as of series 54×4read in context →
quote_traffic — 54 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_timebusy_day_quotes_per_secquiet_day_quotes_per_secbusy_to_quiet_ratio
08:00416.4
08:10207.6
08:20414.7
08:30306.6
08:404010.6
08:50314.1
09:00314.2
09:10416.6
09:201328.3
09:30193593.3
09:40174642.7
09:50145602.4
10:00157542.9
10:10239475
10:20150334.6
10:30150275.6
10:40117313.7
10:5089352.6
11:00101362.8
11:10138275.1
11:2093204.7
11:3098482
11:4069262.6
11:5055222.5
12:0047242
12:1060212.8
12:2054192.9
12:3055134.1
12:4047153.1
12:5051134
13:0074164.6
13:1055272
13:2056163.5
13:3050192.6
13:4058193
13:5049192.5
14:0046291.6
14:1071193.8
14:2066164.2
14:3056153.8
14:4047133.6
14:5046321.5
15:0062232.7
15:1054222.5
15:2058173.4
15:3064203.2
15:4068252.7
15:50117711.6
16:00103.8
16:10103.3
16:20107.3
16:30004
16:40009.2
16:501017.6
Rows × columns
54 × 4
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 quote_traffic, derived from the stored result.
ColumnTypeRangeNotes
et_time text 54 distinct values (08:00, 08:10, 08:20…)
busy_day_quotes_per_sec number 0 to 239
quiet_day_quotes_per_sec number 0 to 71
busy_to_quiet_ratio number 1.5 to 17.6 ratio or rate

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
    concat(leftPad(toString(intDiv(et_minute, 60)), 2, '0'), ':',
           leftPad(toString(et_minute % 60), 2, '0'))                        AS et_time,
    toUInt32(round(countIf(session_date = '2025-04-07') / 600))              AS busy_day_quotes_per_sec,
    toUInt32(round(countIf(session_date = '2025-06-10') / 600))              AS quiet_day_quotes_per_sec,
    round(countIf(session_date = '2025-04-07')
          / greatest(countIf(session_date = '2025-06-10'), 1), 1)            AS busy_to_quiet_ratio
FROM
(
    SELECT
        toDate(toTimeZone(sip_timestamp, 'America/New_York')) AS session_date,
        intDiv(toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60
             + toMinute(toTimeZone(sip_timestamp, 'America/New_York')), 10) * 10 AS et_minute
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'AAPL'
      AND (
              (sip_timestamp >= '2025-04-07 12:00:00' AND sip_timestamp < '2025-04-07 21:00:00')
           OR (sip_timestamp >= '2025-06-10 12:00:00' AND sip_timestamp < '2025-06-10 21:00:00')
          )
)
GROUP BY et_minute
ORDER BY et_minute
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