STRASMORE/EXPLORE 2,170 QUERIES

Distinct venues printing AAPL inside the same second, minute by minute

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 2026-08-20, from What Is a Trade-Through? ISO Orders Explained.

as of series 30×3read in context →
Distinct venues printing AAPL inside the same second, minute by minute — 30 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timemax_venues_in_a_secondavg_venues_in_a_second
10:00136.9
10:01127
10:02137.3
10:03138
10:04135.9
10:05116.6
10:06136.3
10:07116.6
10:08105.6
10:09106.1
10:10116.5
10:11126.8
10:12127.2
10:13156.8
10:14116.7
10:15126.7
10:16136.9
10:17136.2
10:18105.8
10:19135.7
10:20125.8
10:21135.3
10:22105.7
10:2395.7
10:24106.4
10:25166.5
10:26126.8
10:2795.9
10:28105.7
10:29146
Rows × columns
30 × 3
Period covered
to
Computed
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 Distinct venues printing AAPL inside the same second, minute by minute, derived from the stored result.
ColumnTypeRangeNotes
et_time date 10:00 to 10:29
max_venues_in_a_second number 9 to 16
avg_venues_in_a_second number 5.3 to 8

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.

the exact SQL behind every number 
SELECT
    formatDateTime(toTimeZone(minute_utc, 'America/New_York'), '%H:%i') AS et_time,
    max(venues_printing)                                               AS max_venues_in_a_second,
    round(avg(venues_printing), 1)                                     AS avg_venues_in_a_second
FROM
(
    SELECT
        toStartOfMinute(toDateTime(sip_timestamp)) AS minute_utc,
        toDateTime(sip_timestamp)                  AS second_utc,
        uniqExact(exchange)                        AS venues_printing
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= '2026-06-10 14:00:00'
      AND sip_timestamp <  '2026-06-10 14:30:00'
    GROUP BY minute_utc, second_utc
)
GROUP BY minute_utc
ORDER BY minute_utc

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