quote_burst
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.
| updates_in_one_millisecond | millisecond_count | pct_of_active_ms |
|---|---|---|
| 1 update | 28479 | 41.3 |
| 2 updates | 14759 | 21.4 |
| 3 updates | 8880 | 12.9 |
| 4 updates | 5605 | 8.1 |
| 5 or more updates | 11293 | 16.4 |
- Rows × columns
- 5 × 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 |
|---|---|---|---|
updates_in_one_millisecond |
text | 5 distinct values (1 update, 2 updates, 3 updates…) | |
millisecond_count |
number | 5,605 to 28,479 | count |
pct_of_active_ms |
number | 8.1 to 41.3 | percent |
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.
WITH active_ms AS
(
SELECT
toUnixTimestamp64Milli(sip_timestamp) AS ms,
count() AS updates
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'SPY'
AND sip_timestamp >= '2026-06-10 14:00:00'
AND sip_timestamp < '2026-06-10 14:05:00'
GROUP BY ms
)
SELECT
multiIf(updates = 1, '1 update',
updates = 2, '2 updates',
updates = 3, '3 updates',
updates = 4, '4 updates',
'5 or more updates') AS updates_in_one_millisecond,
count() AS millisecond_count,
round(100 * count() / (SELECT count() FROM active_ms), 1) AS pct_of_active_ms
FROM active_ms
GROUP BY updates_in_one_millisecond
ORDER BY updates_in_one_millisecond
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