spread_ikut_jam
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 us-premarket-and-after-hours-malaysia-time.
| waktu_myt | spread_bps |
|---|---|
| 16:00 | 3.8 |
| 17:00 | 4.11 |
| 18:00 | 5.7 |
| 19:00 | 4.76 |
| 20:00 | 3.18 |
| 21:00 | 1.58 |
| 22:00 | 0.96 |
| 23:00 | 0.96 |
| 00:00 | 0.64 |
| 01:00 | 1.28 |
| 02:00 | 1.29 |
| 03:00 | 0.95 |
| 04:00 | 1.58 |
| 05:00 | 2.52 |
| 06:00 | 2.83 |
| 07:00 | 2.52 |
- Rows × columns
- 16 × 2
- 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 |
|---|---|---|---|
waktu_myt |
text | 16 distinct values (00:00, 01:00, 02:00…) | |
spread_bps |
number | 0.64 to 5.7 |
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
concat(if(jam_myt < 10, '0', ''), toString(jam_myt), ':00') AS waktu_myt,
round(quantileDeterministic(0.5)(spread_bps, penentu), 2) AS spread_bps
FROM
(
SELECT
toHour(toTimeZone(sip_timestamp, 'Asia/Kuala_Lumpur')) AS jam_myt,
toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60
+ toMinute(toTimeZone(sip_timestamp, 'America/New_York')) AS et_minit,
10000 * (toFloat64(ask_price) - toFloat64(bid_price))
/ ((toFloat64(ask_price) + toFloat64(bid_price)) / 2) AS spread_bps,
toUInt64(sequence_number) AS penentu
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= '2026-09-09 08:00:00'
AND sip_timestamp < '2026-09-10 00:05:00'
AND bid_price > 0
AND ask_price > bid_price
)
WHERE et_minit >= 240 AND et_minit < 1200
GROUP BY jam_myt
ORDER BY modulo(jam_myt + 8, 24)
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