NVDA quote updates per second, grouped by how busy the second was
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.
| updates_in_the_second | share_of_seconds_pct | share_of_messages_pct |
|---|---|---|
| 1 update | 0.2 | 0 |
| 2 to 5 | 1.7 | 0.1 |
| 6 to 20 | 8.1 | 1.3 |
| 21 to 100 | 62.4 | 42.9 |
| over 100 | 27.6 | 55.8 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
updates_in_the_second |
text | 5 distinct values (1 update, 2 to 5, 21 to 100…) | |
share_of_seconds_pct |
number | 0.2 to 62.4 | percent |
share_of_messages_pct |
number | 0 to 55.8 | percent |
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
per_second AS
(
SELECT
toDateTime(sip_timestamp) AS second_bucket,
count() AS messages
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'NVDA'
AND sip_timestamp >= '2026-09-15 13:30:00'
AND sip_timestamp < '2026-09-15 15:30:00'
GROUP BY second_bucket
),
totals AS
(
SELECT
count() AS second_count,
sum(messages) AS message_count
FROM per_second
)
SELECT
multiIf(messages = 1, '1 update',
messages <= 5, '2 to 5',
messages <= 20, '6 to 20',
messages <= 100, '21 to 100',
'over 100') AS updates_in_the_second,
round(100.0 * count() / (SELECT second_count FROM totals), 1) AS share_of_seconds_pct,
round(100.0 * sum(messages) / (SELECT message_count FROM totals), 1) AS share_of_messages_pct
FROM per_second
GROUP BY updates_in_the_second
ORDER BY min(messages)
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