AAPL: average NBBO updates per minute by half-hour bucket (ET, 4 a.m. to 8 p.m.)
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 2026-10-17, from What Is the NBBO? National Best Bid and Offer.
| et_time | avg_updates_per_minute | pct_of_opening_bucket |
|---|---|---|
| 04:00 | 36 | 1 |
| 04:30 | 13 | 0.4 |
| 05:00 | 16 | 0.5 |
| 05:30 | 13 | 0.4 |
| 06:00 | 9 | 0.3 |
| 06:30 | 16 | 0.5 |
| 07:00 | 37 | 1.1 |
| 07:30 | 32 | 0.9 |
| 08:00 | 44 | 1.3 |
| 08:30 | 39 | 1.1 |
| 09:00 | 58 | 1.7 |
| 09:30 | 3512 | 100 |
| 10:00 | 1651 | 47 |
| 10:30 | 1234 | 35.1 |
| 11:00 | 1209 | 34.4 |
| 11:30 | 1043 | 29.7 |
| 12:00 | 993 | 28.3 |
| 12:30 | 1060 | 30.2 |
| 13:00 | 1087 | 31 |
| 13:30 | 901 | 25.7 |
| 14:00 | 924 | 26.3 |
| 14:30 | 1022 | 29.1 |
| 15:00 | 1171 | 33.3 |
| 15:30 | 2536 | 72.2 |
| 16:00 | 15 | 0.4 |
| 16:30 | 6 | 0.2 |
| 17:00 | 3 | 0.1 |
| 17:30 | 4 | 0.1 |
| 18:00 | 9 | 0.3 |
| 18:30 | 4 | 0.1 |
| 19:00 | 7 | 0.2 |
| 19:30 | 9 | 0.3 |
- 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…) | |
avg_updates_per_minute |
number | 3 to 3,512 | |
pct_of_opening_bucket |
number | 0.1 to 100 | 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.
SELECT et_time,
avg_updates_per_minute,
round(100 * avg_updates_per_minute / maxIf(avg_updates_per_minute, et_time = '09:30') OVER (), 1) AS pct_of_opening_bucket
FROM (
SELECT formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
round(count() / (uniqExact(toDate(toTimeZone(sip_timestamp, 'America/New_York'))) * 30)) AS avg_updates_per_minute
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
AND sip_timestamp >= toDateTime(today() - 10)
AND sip_timestamp < toDateTime(today() - 3)
AND toDate(toTimeZone(sip_timestamp, 'America/New_York')) IN (
SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'SPY'
AND window_start >= toDateTime(today() - 10)
AND window_start < toDateTime(today() - 3)
GROUP BY session_date
HAVING countIf((toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) = 390
)
GROUP BY et_time
HAVING et_time >= '04:00' AND et_time < '20:00'
)
ORDER BY et_time
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