message_clock
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 what-exchange-colocation-costs.
| et_time | message_count | trades_per_second |
|---|---|---|
| 04:00 | 3186 | 1.8 |
| 04:30 | 827 | 0.5 |
| 05:00 | 1103 | 0.6 |
| 05:30 | 852 | 0.5 |
| 06:00 | 670 | 0.4 |
| 06:30 | 686 | 0.4 |
| 07:00 | 11365 | 6.3 |
| 07:30 | 3112 | 1.7 |
| 08:00 | 2975 | 1.7 |
| 08:30 | 11853 | 6.6 |
| 09:00 | 3584 | 2 |
| 09:30 | 91473 | 50.8 |
| 10:00 | 68070 | 37.8 |
| 10:30 | 78502 | 43.6 |
| 11:00 | 78248 | 43.5 |
| 11:30 | 86866 | 48.3 |
| 12:00 | 45417 | 25.2 |
| 12:30 | 34053 | 18.9 |
| 13:00 | 44331 | 24.6 |
| 13:30 | 51684 | 28.7 |
| 14:00 | 49082 | 27.3 |
| 14:30 | 57776 | 32.1 |
| 15:00 | 67671 | 37.6 |
| 15:30 | 134732 | 74.9 |
| 16:00 | 9917 | 5.5 |
| 16:30 | 2873 | 1.6 |
| 17:00 | 1252 | 0.7 |
| 17:30 | 2004 | 1.1 |
| 18:00 | 2747 | 1.5 |
| 18:30 | 1710 | 1 |
| 19:00 | 3199 | 1.8 |
| 19:30 | 1518 | 0.8 |
- Rows × columns
- 32 × 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 | 32 distinct values (04:00, 04:30, 05:00…) | |
message_count |
number | 670 to 134,732 | count |
trades_per_second |
number | 0.4 to 74.9 | count |
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(
toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 30 minute),
'%H:%i') AS et_time,
sum(transactions) AS message_count,
round(sum(transactions) / 1800, 1) AS trades_per_second
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= '2026-06-10 08:00:00'
AND window_start < '2026-06-11 00:00:00'
GROUP BY et_time
ORDER BY et_time
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