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AAPL quote messages per 15 minutes, pinned session of Jun 16, 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 2026-08-08, from Professional vs Non-Professional Market Data.

as of series 36×2read in context →
AAPL quote messages per 15 minutes, pinned session of Jun 16, 2026 — 36 rows by 2 columns, computed from US exchange, SIP and OPRA data.
et_timequote_messages
08:00171
08:15426
08:30154
08:45210
09:00314
09:15951
09:3067153
09:4548415
10:0052977
10:1561814
10:3059267
10:4539898
11:0037117
11:1544813
11:3043218
11:4558238
12:0050132
12:1536652
12:3042269
12:4533724
13:0030110
13:1531388
13:3029549
13:4524597
14:0023689
14:1522354
14:3023217
14:4520432
15:0025888
15:1532490
15:3029913
15:45109192
16:00273
16:1588
16:3090
16:45110
Rows × columns
36 × 2
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 AAPL quote messages per 15 minutes, pinned session of Jun 16, 2026, derived from the stored result.
ColumnTypeRangeNotes
et_time date 08:00 to 16:45
quote_messages number 88 to 109,192

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(toStartOfFifteenMinutes(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
    count() AS quote_messages
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-06-16 12:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-06-16 21:00:00', 'UTC')
GROUP BY et_time
ORDER BY et_time

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