How often the last price changes, minute by minute (June 2026)
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 2026-08-06, from Why Stock Quotes Are Delayed 15 Minutes.
| ticker | minutes_price_moved_pct | median_move_bps |
|---|---|---|
| AMD | 99.8 | 9.6 |
| MSFT | 99.3 | 4 |
| AAPL | 98.7 | 3.8 |
| NVDA | 98.7 | 5.3 |
| SPY | 98.5 | 1.9 |
| KO | 94.1 | 2.5 |
- Rows × columns
- 6 × 3
- Computed
- Completeness
- No missing values
- Source
- US exchange, SIP and OPRA market data
- Licence
- Strasmore terms · free, no signup
What each column holds
| Column | Type | Range | Notes |
|---|---|---|---|
ticker |
text | 6 distinct values (AAPL, AMD, KO…) | |
minutes_price_moved_pct |
number | 94.1 to 99.8 | percent |
median_move_bps |
number | 1.9 to 9.6 |
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.
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 regular_bars AS
(
SELECT
ticker,
toDate(toTimeZone(window_start, 'America/New_York')) AS session_date,
toTimeZone(window_start, 'America/New_York') AS et,
toFloat64(close) AS px
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('SPY', 'KO', 'AAPL', 'MSFT', 'NVDA', 'AMD')
AND close > 0
AND window_start >= '2026-06-01 00:00:00'
AND window_start < '2026-07-01 00:00:00'
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) >= 570
AND (toHour(toTimeZone(window_start, 'America/New_York')) * 60
+ toMinute(toTimeZone(window_start, 'America/New_York'))) < 960
),
stepped AS
(
SELECT
ticker,
et,
px,
lagInFrame(px) OVER (PARTITION BY ticker, session_date ORDER BY et
ROWS BETWEEN 1 PRECEDING AND CURRENT ROW) AS prev_px
FROM regular_bars
)
SELECT
ticker,
round(100 * countIf(px != prev_px) / count(), 1) AS minutes_price_moved_pct,
round(quantileDeterministic(0.5)(abs(px / prev_px - 1) * 10000, toUInt64(toUnixTimestamp(et))), 1) AS median_move_bps
FROM stepped
WHERE prev_px > 0
GROUP BY ticker
HAVING count() > 0
ORDER BY minutes_price_moved_pct DESC