The whole NBBO stream in one row: QQQ and NVDA pinned by name
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 Microstructure Deep-Dive: June 29, 2026.
- Rows × columns
- 1 × 5
- 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 |
|---|---|---|---|
updates_m |
number | every row is 505.38 | |
qqq_updates_m |
number | every row is 5.23 | |
nvda_updates_m |
number | every row is 1.8 | |
qqq_minus_nvda_updates_m |
number | every row is 3.43 | |
nvda_minus_next_single_m |
number | every row is 0.67 |
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.
WITH
(
SELECT (round(countIf(ticker = 'QQQ') / 1e6, 2), round(countIf(ticker = 'NVDA') / 1e6, 2),
round(countIf(ticker = 'AAPL') / 1e6, 2), round(countIf(ticker = 'TSLA') / 1e6, 2))
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('QQQ', 'NVDA', 'AAPL', 'TSLA')
AND sip_timestamp >= '2026-06-29 00:00:00' AND sip_timestamp < '2026-06-30 00:00:00'
) AS pinned
SELECT
round(count() / 1e6, 2) AS updates_m,
pinned.1 AS qqq_updates_m,
pinned.2 AS nvda_updates_m,
round(pinned.1 - pinned.2, 2) AS qqq_minus_nvda_updates_m,
round(pinned.2 - greatest(pinned.3, pinned.4), 2) AS nvda_minus_next_single_m
FROM global_markets.cache_stocks_quotes
WHERE sip_timestamp >= '2026-06-29 00:00:00' AND sip_timestamp < '2026-06-30 00:00:00'
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