Two versions of the same AAPL session high, fifteen minutes at a time
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 2026-08-07, from Trade Condition Codes Explained.
| et_time | tape_high | eligible_high |
|---|---|---|
| 09:30 | 302.07 | 302.07 |
| 09:45 | 301.54 | 301.32 |
| 10:00 | 300.54 | 300.52 |
| 10:15 | 300.99 | 300.99 |
| 10:30 | 300.7 | 300.54 |
| 10:45 | 299.85 | 299.85 |
| 11:00 | 298.77 | 298.69 |
| 11:15 | 298.15 | 298.14 |
| 11:30 | 297.63 | 297.46 |
| 11:45 | 298.78 | 298.77 |
| 12:00 | 299.16 | 299.16 |
| 12:15 | 298.88 | 298.88 |
| 12:30 | 301.02 | 298.74 |
| 12:45 | 298.53 | 298.53 |
| 13:00 | 298.31 | 298.22 |
| 13:15 | 297.24 | 297.24 |
| 13:30 | 297.13 | 297.11 |
| 13:45 | 297.62 | 297.6 |
| 14:00 | 311.79 | 297.54 |
| 14:15 | 296.53 | 296.53 |
| 14:30 | 296.43 | 296.42 |
| 14:45 | 296.32 | 296.32 |
| 15:00 | 299.24 | 295.84 |
| 15:15 | 295.66 | 295.65 |
| 15:30 | 295.45 | 295.44 |
| 15:45 | 296.22 | 296.22 |
- Rows × columns
- 26 × 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 |
|---|---|---|---|
et_time |
text | 26 distinct values (09:30, 09:45, 10:00…) | |
tape_high |
number | 295.45 to 311.79 | US dollars |
eligible_high |
number | 295.44 to 302.07 | US dollars |
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
(SELECT groupArray(toInt32(id))
FROM global_markets.stocks_condition_codes
WHERE asset_class = 'stocks'
AND type = 'sale_condition'
AND multiSearchAnyCaseInsensitive(name,
['odd lot', 'form t', 'extended trading hours', 'out of sequence',
'prior reference', 'derivatively priced', 'average price',
'price variation', 'seller'])) AS not_high_low_codes
SELECT
formatDateTime(toStartOfFifteenMinutes(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
round(toFloat64(max(price)), 2) AS tape_high,
round(toFloat64(maxIf(price, NOT hasAny(conditions, not_high_low_codes))), 2) AS eligible_high
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')
AND sip_timestamp < toDateTime('2026-06-18 00:00:00', 'UTC')
AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60
+ toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60
+ toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 960
GROUP BY et_time
HAVING countIf(NOT hasAny(conditions, not_high_low_codes)) > 0
ORDER BY et_time
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.