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.
| et_time | busy_day_quotes_per_sec | quiet_day_quotes_per_sec | busy_to_quiet_ratio |
|---|---|---|---|
| 08:00 | 4 | 1 | 6.4 |
| 08:10 | 2 | 0 | 7.6 |
| 08:20 | 4 | 1 | 4.7 |
| 08:30 | 3 | 0 | 6.6 |
| 08:40 | 4 | 0 | 10.6 |
| 08:50 | 3 | 1 | 4.1 |
| 09:00 | 3 | 1 | 4.2 |
| 09:10 | 4 | 1 | 6.6 |
| 09:20 | 13 | 2 | 8.3 |
| 09:30 | 193 | 59 | 3.3 |
| 09:40 | 174 | 64 | 2.7 |
| 09:50 | 145 | 60 | 2.4 |
| 10:00 | 157 | 54 | 2.9 |
| 10:10 | 239 | 47 | 5 |
| 10:20 | 150 | 33 | 4.6 |
| 10:30 | 150 | 27 | 5.6 |
| 10:40 | 117 | 31 | 3.7 |
| 10:50 | 89 | 35 | 2.6 |
| 11:00 | 101 | 36 | 2.8 |
| 11:10 | 138 | 27 | 5.1 |
| 11:20 | 93 | 20 | 4.7 |
| 11:30 | 98 | 48 | 2 |
| 11:40 | 69 | 26 | 2.6 |
| 11:50 | 55 | 22 | 2.5 |
| 12:00 | 47 | 24 | 2 |
| 12:10 | 60 | 21 | 2.8 |
| 12:20 | 54 | 19 | 2.9 |
| 12:30 | 55 | 13 | 4.1 |
| 12:40 | 47 | 15 | 3.1 |
| 12:50 | 51 | 13 | 4 |
| 13:00 | 74 | 16 | 4.6 |
| 13:10 | 55 | 27 | 2 |
| 13:20 | 56 | 16 | 3.5 |
| 13:30 | 50 | 19 | 2.6 |
| 13:40 | 58 | 19 | 3 |
| 13:50 | 49 | 19 | 2.5 |
| 14:00 | 46 | 29 | 1.6 |
| 14:10 | 71 | 19 | 3.8 |
| 14:20 | 66 | 16 | 4.2 |
| 14:30 | 56 | 15 | 3.8 |
| 14:40 | 47 | 13 | 3.6 |
| 14:50 | 46 | 32 | 1.5 |
| 15:00 | 62 | 23 | 2.7 |
| 15:10 | 54 | 22 | 2.5 |
| 15:20 | 58 | 17 | 3.4 |
| 15:30 | 64 | 20 | 3.2 |
| 15:40 | 68 | 25 | 2.7 |
| 15:50 | 117 | 71 | 1.6 |
| 16:00 | 1 | 0 | 3.8 |
| 16:10 | 1 | 0 | 3.3 |
| 16:20 | 1 | 0 | 7.3 |
| 16:30 | 0 | 0 | 4 |
| 16:40 | 0 | 0 | 9.2 |
| 16:50 | 1 | 0 | 17.6 |
- Rows × columns
- 54 × 4
- 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 |
|---|---|---|---|
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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