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

Name: KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent session
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 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 2026-10-04 from US exchange, SIP and OPRA data.
et_time	elapsed_ms	bid_shares	best_bid	best_ask	ask_shares	spread_cents
13:30:00.007	0	200	86.8	86.81	300	1
13:30:00.309	301.41	200	86.8	86.81	500	1
13:30:00.310	302.7	200	86.8	86.81	500	1
13:30:00.901	893.89	200	86.8	86.81	300	1
13:30:00.918	910.47	400	86.8	86.81	300	1
13:30:01.192	1185.18	200	86.8	86.81	300	1
13:30:01.285	1278.09	400	86.8	86.81	300	1
13:30:02.113	2105.48	1200	86.8	86.81	300	1
13:30:02.113	2105.56	1300	86.8	86.81	300	1
13:30:02.117	2109.76	1400	86.8	86.81	300	1

Rows × columns: 10 × 7
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 KO: ten consecutive NBBO updates from 1:30 p.m. ET on a recent session, derived from the stored result.
Column	Type	Range	Notes
`et_time`	text	9 distinct values (13:30:00.007, 13:30:00.309, 13:30:00.310…)
`elapsed_ms`	number	0 to 2,109.76
`bid_shares`	number	200 to 1,400	count
`best_bid`	number	every row is 86.8
`best_ask`	number	every row is 86.81
`ask_shares`	number	300 to 500	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 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 (
    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

SQL to run

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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