AAPL top of book message volume by ET hour, 16 September 2026
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 2026-10-05, from Trading API vs Market Data API: Key Differences.
| et_hour | quote_count | distinct_quote_count | updates_per_second |
|---|---|---|---|
| 09:00 | 104377 | 5955 | 29 |
| 10:00 | 80296 | 1546 | 22.3 |
| 11:00 | 69167 | 1337 | 19.2 |
| 12:00 | 43725 | 794 | 12.1 |
| 13:00 | 43605 | 627 | 12.1 |
| 14:00 | 122503 | 2377 | 34 |
| 15:00 | 164419 | 1735 | 45.7 |
| 16:00 | 936 | 240 | 0.3 |
- Rows × columns
- 8 × 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 |
|---|---|---|---|
et_hour |
text | 8 distinct values (09:00, 10:00, 11:00…) | |
quote_count |
number | 936 to 164,419 | count |
distinct_quote_count |
number | 240 to 5,955 | count |
updates_per_second |
number | 0.3 to 45.7 |
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.
SELECT
formatDateTime(
toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')),
'%H:%i') AS et_hour,
count() AS quote_count,
uniqExact(bid_price, ask_price) AS distinct_quote_count,
round(count() / 3600, 1) AS updates_per_second
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= '2026-09-16 13:00:00'
AND sip_timestamp < '2026-09-16 21:00:00'
GROUP BY et_hour
ORDER BY et_hour
Work with this data in your AI assistant
Opens ready to query, with this page's data. Free, no account.