locked_clock

Name: locked_clock
Creator: Strasmore
Published: 2026-09-30
License: https://www.strasmore.com/terms/

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 2026-09-30, from self-help-declarations-in-reg-nms.

as of 2026-09-30 table 16×5read in context →

locked_clock — 16 rows by 5 columns, computed 2026-09-30 from US exchange, SIP and OPRA data.
et_hour	nbbo_updates	updates_label	locked_pct	crossed_pct
04:00	1478	1.48 thousand	0	0
05:00	2070	2.07 thousand	0	0.0483
06:00	528	528.00	0.947	0.947
07:00	2207	2.21 thousand	0.0906	0.0453
08:00	3490	3.49 thousand	0.086	0.0287
09:00	221819	221.82 thousand	0.2912	0.0329
10:00	279898	279.90 thousand	0.3373	0.0857
11:00	307855	307.86 thousand	0.1709	0.0403
12:00	268815	268.81 thousand	0.2053	0.0275
13:00	251012	251.01 thousand	0.3486	0.0805
14:00	174920	174.92 thousand	0.5025	0.0303
15:00	233433	233.43 thousand	0.6966	0.0934
16:00	1335	1.33 thousand	0.5243	0.5243
17:00	341	341.00	0.2933	0
18:00	1107	1.11 thousand	0.0903	0
19:00	1101	1.10 thousand	0.0908	0.0908

Rows × columns: 16 × 5
Computed: 2026-09-30
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 locked_clock, derived from the stored result.
Column	Type	Range	Notes
`et_hour`	text	16 distinct values (04:00, 05:00, 06:00…)
`nbbo_updates`	number	341 to 307,855
`updates_label`	text	16 distinct values
`locked_pct`	number	0 to 0.947	percent
`crossed_pct`	number	0 to 0.947	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 2026-09-30, 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
    formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_hour,
    count()                                                     AS nbbo_updates,
    formatReadableQuantity(count())                             AS updates_label,
    round(100 * countIf(bid_price = ask_price) / count(), 4)    AS locked_pct,
    round(100 * countIf(bid_price > ask_price) / count(), 4)    AS crossed_pct
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-06-10 08:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-06-11 00:00:00', 'UTC')
  AND bid_price > 0
  AND ask_price > 0
GROUP BY et_hour
ORDER BY et_hour

SQL to run

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