Quote messages per second, four names, 10:30 to 11:00 a.m. ET
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 2026-10-09, from REST Polling vs WebSockets for Market Data.
| symbol | messages_per_second | busiest_second_messages |
|---|---|---|
| SPY | 132.3 | 1356 |
| NVDA | 73.7 | 1018 |
| AAPL | 35.8 | 427 |
| KO | 18.8 | 317 |
- Rows × columns
- 4 × 3
- 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 |
|---|---|---|---|
symbol |
text | 4 distinct values (AAPL, KO, NVDA…) | |
messages_per_second |
number | 18.8 to 132.3 | |
busiest_second_messages |
number | 317 to 1,356 |
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
symbol,
round(sum(messages) / 1800.0, 1) AS messages_per_second,
max(messages) AS busiest_second_messages
FROM
(
SELECT
ticker AS symbol,
toDateTime(sip_timestamp) AS second_bucket,
count() AS messages
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'NVDA', 'SPY', 'KO')
AND sip_timestamp >= '2026-09-15 14:30:00'
AND sip_timestamp < '2026-09-15 15:00:00'
GROUP BY symbol, second_bucket
)
GROUP BY symbol
ORDER BY messages_per_second DESC
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