quote_states

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 2026-09-17, from what-does-cross-mean-in-trading.

Rows × columns

3 × 4

Computed

2026-09-17

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

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 2026-09-17, and the query below is what returned them.

SELECT
    multiIf(bid_price > ask_price, 'crossed (bid above ask)',
            bid_price = ask_price, 'locked (bid equals ask)',
            'normal (bid below ask)')                       AS quote_state,
    count()                                                 AS quotes,
    round(100 * count() / sum(count()) OVER (), 3)          AS share_pct,
    round(sum(count()) OVER () / 1000, 1)                   AS all_quotes_thousands
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-06-18 13:30:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-06-18 13:35:00', 'UTC')
  AND bid_price > 0
  AND ask_price > 0
GROUP BY quote_state
ORDER BY quotes DESC