STRASMORE/EXPLORE 2,170 QUERIES

Trade prints per second across the electronic day, June 10 2026

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 2026-08-12, from PCAP Market Data: How Market Replay Works.

as of series 64×3read in context →
Trade prints per second across the electronic day, June 10 2026 — 64 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timeaapl_prints_per_secspy_prints_per_sec
04:0010.453.12
04:150.250.42
04:300.60.36
04:450.710.55
05:000.380.62
05:150.50.6
05:300.440.31
05:450.240.64
06:000.30.26
06:150.340.49
06:300.270.34
06:450.390.42
07:001.069.08
07:150.753.54
07:300.861.96
07:451.061.5
08:000.691.06
08:150.672.25
08:302.0910.79
08:451.262.38
09:001.41.92
09:151.392.06
09:3098.6453.71
09:4555.6747.92
10:0052.9135.23
10:1553.2240.4
10:3062.8441.78
10:454845.44
11:0044.9746.03
11:1543.4840.91
11:3041.5832.51
11:4550.3964.01
12:0041.2430.28
12:1529.8820.18
12:3026.9218.41
12:4526.5519.42
13:0022.3525.52
13:1523.8723.73
13:3024.8624.06
13:4535.1233.37
14:0029.8629.61
14:1525.7724.93
14:3024.3827.96
14:4525.936.23
15:0026.9329.06
15:1533.7246.13
15:3029.748.94
15:4575.53100.76
16:002.298.43
16:151.142.59
16:301.061.5
16:451.231.69
17:001.60.87
17:150.90.52
17:300.851.19
17:450.891.04
18:001.522.49
18:151.090.56
18:301.020.92
18:451.010.98
19:000.891.37
19:151.212.18
19:301.450.89
19:451.230.79
Rows × columns
64 × 3
Period covered
to
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 Trade prints per second across the electronic day, June 10 2026, derived from the stored result.
ColumnTypeRangeNotes
et_time date 04:00 to 19:45
aapl_prints_per_sec number 0.24 to 98.64
spy_prints_per_sec number 0.26 to 100.76

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
    formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 15 MINUTE), '%H:%i') AS et_time,
    round(sumIf(transactions, ticker = 'AAPL') / 900, 2) AS aapl_prints_per_sec,
    round(sumIf(transactions, ticker = 'SPY') / 900, 2)  AS spy_prints_per_sec
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'SPY')
  AND window_start >= '2026-06-10 08:00:00'
  AND window_start <  '2026-06-11 00:00:00'
GROUP BY et_time
ORDER BY et_time

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisPCAP Market Data: How Market Replay Works
One minute of AAPL quotes, second by second, 09:30 ET on June 10 2026 series 60×3 → AAPL quote clocks, SIP stamp minus exchange stamp, 09:30 to 11:00 ET on June 10 2026 series 9×4 → Quote messages per trade, 09:30 to 10:00 ET on June 10 2026 ranking 5×3 → Venue clock to consolidated tape clock, KO quotes on June 16, 2026 series 15×4 → US equity exchanges that feed the consolidated tape table 18×4 → Which venues sat on the bid side of the quote record, KO on June 16, 2026 ranking 17×3 → See all 2,170 queries →