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

Name: GME, 2024-05-14: NBBO updates and trades per minute across a five-minute LULD pause
Creator: Strasmore
Published: 2026-10-04
License: https://www.strasmore.com/terms/

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 2026-10-04, from What Is the NBBO? National Best Bid and Offer.

as of 2026-10-04 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 2026-10-04 from US exchange, SIP and OPRA data.
et_time	nbbo_updates	trades
10:57	1812	5690
10:58	1275	4420
10:59	1491	4068
11:00	4511	12419
11:01	346	1331
11:02	0	0
11:03	0	0
11:04	1	0
11:05	0	0
11:06	4155	14007
11:07	4627	13199
11:08	2941	8985
11:09	1613	6487
11:10	1741	6222
11:11	1447	5691

Rows × columns: 15 × 3
Computed: 2026-10-04
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.
Column	Type	Range	Notes
`et_time`	text	15 distinct values (10:57, 10:58, 10:59…)
`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 2026-10-04, 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 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

SQL to run

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

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