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KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent session

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 10×7read in context →
KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent session — 10 rows by 7 columns, computed from US exchange, SIP and OPRA data.
et_timeelapsed_msbid_sharesbest_bidbest_askask_sharesspread_cents
13:30:00.057010088.7488.753001
13:30:00.057010088.7488.754001
13:30:00.057010088.7488.754001
13:30:00.0570.0310088.7488.754001
13:30:00.0570.0420088.7488.754001
13:30:00.0570.2420088.7488.753001
13:30:00.0570.3320088.7488.753001
13:30:00.0570.3420088.7488.753001
13:30:00.0580.8120088.7488.754001
13:30:00.0580.8320088.7488.758001
Rows × columns
10 × 7
Period covered
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 KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent session, derived from the stored result.
ColumnTypeRangeNotes
et_time date 13:30:00.0
elapsed_ms number 0 to 0.83
bid_shares number 100 to 200 count
best_bid number every row is 88.74
best_ask number every row is 88.75
ask_shares number 300 to 800 count
spread_cents number every row is 1

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 (
    SELECT max(session_date)
    FROM (
        SELECT toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
               countIf((toHour(toTimeZone(window_start, 'America/New_York')) * 60 + toMinute(toTimeZone(window_start, 'America/New_York'))) BETWEEN 570 AND 959) AS regular_bars
        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 regular_bars = 390
    )
) AS last_session
SELECT substring(toString(toTimeZone(sip_timestamp, 'America/New_York')), 12, 12) AS et_time,
       round((toUnixTimestamp64Nano(sip_timestamp) - min(toUnixTimestamp64Nano(sip_timestamp)) OVER ()) / 1e6, 2) AS elapsed_ms,
       bid_size AS bid_shares,
       toFloat64(bid_price) AS best_bid,
       toFloat64(ask_price) AS best_ask,
       ask_size AS ask_shares,
       round((toFloat64(ask_price) - toFloat64(bid_price)) * 100, 1) AS spread_cents
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'KO'
  AND sip_timestamp >= toDateTime(last_session, 'America/New_York') + INTERVAL 13 HOUR + INTERVAL 30 MINUTE
  AND sip_timestamp < toDateTime(last_session, 'America/New_York') + INTERVAL 14 HOUR
  AND bid_price > 0
  AND ask_price > bid_price
ORDER BY sip_timestamp, sequence_number
LIMIT 10

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