{"slug":"what-real-time-market-data-costs","qid":"history_depth","label":"One ETF's daily record, year by year","post_title":"What Real-Time Market Data Actually Costs","post_url":"/blog/what-real-time-market-data-costs#q-history_depth","columns":["year","sessions","avg_daily_volume_millions"],"rows":[{"year":"2011","sessions":252,"avg_daily_volume_millions":218.3},{"year":"2012","sessions":250,"avg_daily_volume_millions":143.5},{"year":"2013","sessions":252,"avg_daily_volume_millions":121.8},{"year":"2014","sessions":252,"avg_daily_volume_millions":110},{"year":"2015","sessions":252,"avg_daily_volume_millions":123.7},{"year":"2016","sessions":252,"avg_daily_volume_millions":105},{"year":"2017","sessions":251,"avg_daily_volume_millions":70.7},{"year":"2018","sessions":251,"avg_daily_volume_millions":97.5},{"year":"2019","sessions":252,"avg_daily_volume_millions":70.5},{"year":"2020","sessions":253,"avg_daily_volume_millions":100.5},{"year":"2021","sessions":252,"avg_daily_volume_millions":73.7},{"year":"2022","sessions":251,"avg_daily_volume_millions":94.6},{"year":"2023","sessions":250,"avg_daily_volume_millions":81.8},{"year":"2024","sessions":252,"avg_daily_volume_millions":57.3},{"year":"2025","sessions":250,"avg_daily_volume_millions":72.4}],"shape":"ranking","sql":"SELECT\n    toString(toYear(date))                 AS year,\n    count()                                AS sessions,\n    round(avg(toFloat64(volume)) / 1e6, 1) AS avg_daily_volume_millions\nFROM global_markets.stocks_daily_aggs\nWHERE ticker = 'SPY'\n  AND date >= toDate('2011-01-01')\n  AND date <  toStartOfYear(today())\nGROUP BY year\nORDER BY year","computed_at":"2026-08-22T04:35:52.814447+00:00","elapsed":0.028631607}