coverage
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 2026-09-26, from the-10-am-rule-in-stocks.
| symbol | sample_size | avg_bar_count | min_bar_count |
|---|---|---|---|
| KO | 752 | 388.1 | 211 |
| MSFT | 752 | 388.1 | 211 |
| SPY | 752 | 388.1 | 211 |
| AAPL | 752 | 388.1 | 211 |
| QQQ | 752 | 388.1 | 211 |
| NVDA | 752 | 388.1 | 211 |
- Rows × columns
- 6 × 4
- 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 | 6 distinct values (AAPL, KO, MSFT…) | |
sample_size |
number | every row is 752 | |
avg_bar_count |
number | every row is 388.1 | count |
min_bar_count |
number | every row is 211 | count |
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 bars AS (
SELECT
ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS trade_day,
toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York')) AS et_minute
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'QQQ', 'AAPL', 'MSFT', 'NVDA', 'KO')
AND window_start >= '2023-01-01'
AND window_start < '2026-01-01'
),
per_day AS (
SELECT
ticker,
trade_day,
count() AS bar_count
FROM bars
WHERE et_minute >= 570 AND et_minute < 960
GROUP BY ticker, trade_day
)
SELECT
ticker AS symbol,
count() AS sample_size,
round(avg(bar_count), 1) AS avg_bar_count,
min(bar_count) AS min_bar_count
FROM per_day
GROUP BY ticker
ORDER BY sample_size DESC
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