STRASMORE/EXPLORE 2,170 QUERIES

GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pause

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 2026-08-22, from What Is the NBBO? National Best Bid and Offer.

as of series 15×3read in context →
GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pause — 15 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timenbbo_updatestrades
10:5718125690
10:5812754420
10:5914914068
11:00451112419
11:013461331
11:0200
11:0300
11:0410
11:0500
11:06415514007
11:07462713199
11:0829418985
11:0916136487
11:1017416222
11:1114475691
Rows × columns
15 × 3
Period covered
to
Computed
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

Column definitions for GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pause, derived from the stored result.
ColumnTypeRangeNotes
et_time date 10:57 to 11:11
nbbo_updates number 0 to 4,627
trades number 0 to 14,007 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.

the exact SQL behind every number 
WITH spine AS (
    SELECT toStartOfMinute(toTimeZone(window_start, 'America/New_York')) AS et_min
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'SPY'
      AND window_start >= toDateTime('2024-05-14 10:57:00', 'America/New_York')
      AND window_start < toDateTime('2024-05-14 11:12:00', 'America/New_York')
),
gme_trades AS (
    SELECT toStartOfMinute(toTimeZone(window_start, 'America/New_York')) AS et_min,
           sum(transactions) AS trades
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'GME'
      AND window_start >= toDateTime('2024-05-14 10:57:00', 'America/New_York')
      AND window_start < toDateTime('2024-05-14 11:12:00', 'America/New_York')
    GROUP BY et_min
),
gme_quotes AS (
    SELECT toStartOfMinute(toTimeZone(sip_timestamp, 'America/New_York')) AS et_min,
           count() AS nbbo_updates
    FROM global_markets.cache_stocks_quotes
    WHERE ticker = 'GME'
      AND sip_timestamp >= toDateTime('2024-05-14 10:57:00', 'America/New_York')
      AND sip_timestamp < toDateTime('2024-05-14 11:12:00', 'America/New_York')
    GROUP BY et_min
)
SELECT formatDateTime(spine.et_min, '%H:%i') AS et_time,
       ifNull(gme_quotes.nbbo_updates, 0) AS nbbo_updates,
       toUInt64(ifNull(gme_trades.trades, 0)) AS trades
FROM spine
LEFT JOIN gme_quotes ON gme_quotes.et_min = spine.et_min
LEFT JOIN gme_trades ON gme_trades.et_min = spine.et_min
ORDER BY spine.et_min

Run your own version of this

The same 22 years of US equities and 12 years of options data are queryable in SQL or plain English. A free account runs 100 queries a day and takes no card.

More from this analysisWhat Is the NBBO? National Best Bid and Offer
AAPL: average NBBO updates per minute by half-hour bucket (ET, 4 a.m. to 8 p.m.) series 32×3 → KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent session series 10×7 → NBBO updates per session: four heavily traded names vs. two thin small caps series 6×5 → The smallest size the NBBO will show: six names across the price tiers ranking 6×4 → Exchange stamp to SIP stamp: the consolidation step, in microseconds ranking 4×3 → AAPL median quoted spread by 30-minute bucket (ET, extended hours included) series 32×2 → See all 2,170 queries →