Free SQL API for Stock Market Data
KO: total cash dividends per share by yearranking ·
2026-10-04 · 22×2
FINRA Margin Debt Statistics, Explained
Largest month-over-month declines in SPY month-end closesranking ·
2026-10-04 · 10×2
What the market does between the month-end as-of date and a third-week releaseseries ·
2026-10-04 · 22×5
Month-end closes that set a new high for the window, by year (SPY)ranking ·
2026-10-04 · 21×4
How far SPY travels between month end and the third-week release windowranking ·
2026-10-04 · 6×3
Market Data Licensing for App Developers
Top-of-book quote messages for one name, one session (16 Jun 2026)ranking ·
2026-10-03 · 7×4
US equity venues grouped by operating MICranking ·
2026-10-03 · 11×4
A derived value: monthly annualised realised volatility, SPYseries ·
2026-10-03 · 12×3
What a 15-minute delay can hide, by time of session (June 2026)series ·
2026-10-03 · 26×3
When Historical Market Data Gets Revised
Symbols carried by more than one issuer, by the year of the later listingranking ·
2026-10-02 · 9×3
Stock splits taking effect each month, with reverse splits separatedseries ·
2026-10-02 · 24×4
Where the trading day's volume sits, hour by hour (AAPL, January 2026)ranking ·
2026-10-02 · 16×3
First bar of each session in UTC and Eastern time, across the November 2025 clock change (AAPL)series ·
2026-10-02 · 10×5
Share of AAPL volume and minute bars outside the regular session, by monthseries ·
2026-10-02 · 24×4
Do NYSE and Nasdaq Have Public APIs?
Where AAPL shares printed during a single session, September 15, 2026ranking ·
2026-10-02 · 12×3
AAPL median quoted spread by New York clock time, September 15, 2026series ·
2026-10-02 · 61×3
Quote updates per second, one hour of the September 15, 2026 sessionranking ·
2026-10-02 · 5×2
US equity exchange operators and the venues each one runsranking ·
2026-10-02 · 9×3
Tape A, B, and C Explained: CTA and UTP
Share of prints on each tape, by ET clock hour, across the same basketseries ·
2026-10-01 · 16×4
The tape carried by a basket of household symbols, one September 2026 sessionranking ·
2026-10-01 · 12×4
US listing exchanges and the tape each one assignstable ·
2026-10-01 · 7×5
Class-share symbols and the notation each tape usesranking ·
2026-10-01 · 10×4
What Exchange Colocation Costs Per Month
Quote updates in one hour, five names, 10:00 to 11:00 ET on 10 June 2026ranking ·
2026-09-30 · 5×3
SPY quote updates per millisecond, 10:00 to 10:05 ET on 10 June 2026ranking ·
2026-09-30 · 5×3
SPY trade messages per second by half hour, 10 June 2026series ·
2026-09-30 · 32×3
Free Stock API With curl and jq: No Key
KO daily closes, last 30 sessions returned by the free SQL endpointseries ·
2026-09-30 · 30×2
NYSE Imbalance Messages: How to Read Them
Gap between the 3:50 p.m. price and the official close, July 2026 sessionsranking ·
2026-09-28 · 6×3
How often the close finished above the 3:50 p.m. price, July 2026 sessionsranking ·
2026-09-28 · 6×3
Coca-Cola average volume per five-minute bucket from 3:00 p.m. ET, then the closing auction print, July 2026series ·
2026-09-28 · 13×2
Share of regular-session volume in the opening and closing auction prints, July 2026ranking ·
2026-09-28 · 6×3
Compressing Market Data: zstd vs gzip
Distinct prices per name, and how often each one repeatsranking ·
2026-09-28 · 5×3
One session of trade prints, five household namesranking ·
2026-09-28 · 5×3
Uncompressed footprint of five names as retention growsranking ·
2026-09-28 · 6×2
AAPL trade counts and distinct prices per quarter hourseries ·
2026-09-28 · 64×3
Which Companies Cut Their Dividends?
Dividend cuts at major US companies, ranked by the size of the drop (last 6 years)ranking ·
2026-09-26 · 14×4
AT&T's annual dividend per share, before and after its 2022 resetranking ·
2026-09-26 · 8×2
Why Open Interest Updates Only Once a Day
Busiest AAPL option contracts on Jun 16, 2026, by contract volumeranking ·
2026-09-24 · 12×3
AAPL reported short interest by settlement date, first half of 2026series ·
2026-09-24 · 12×3
How AAPL option volume accumulated through one session (Jun 16, 2026)series ·
2026-09-24 · 13×3
AAPL daily option contract volume, June 2026series ·
2026-09-24 · 21×4
What Does Historical Tick Data Cost?
Where SPY trades printed, by reporting venue, Aug 19 2026ranking ·
2026-09-24 · 12×3
Trade messages vs quote messages, one session, five stocksranking ·
2026-09-24 · 5×4
SPY trade records by ET hour, Aug 19 2026ranking ·
2026-09-24 · 16×2
Daily trade-record counts, SPY and AAPL, August 2026series ·
2026-09-24 · 21×3
Contracts in the chain vs contracts that traded, Aug 19 2026ranking ·
2026-09-24 · 6×4
How to Download FINRA Daily Short Volume Data
Short volume ratio on June 12, 2026 for six household namesranking ·
2026-09-19 · 6×4
Symbols carried in each June 2026 daily short volume fileseries ·
2026-09-19 · 21×5
Where AAPL's off-exchange short volume was reported on June 12, 2026ranking ·
2026-09-19 · 5×3
How to Store Market Data PCAPs: Split, Compress
Retention arithmetic for a 2 TB per day feed at three compression ratios (illustrative inputs)series ·
2026-09-17 · 3×4
How Block Trades Print on the Tape
Which venues reported AAPL's largest prints, June 10, 2026ranking ·
2026-08-20 · 12×3
Execution-to-tape lag by print size, AAPL, June 10, 2026ranking ·
2026-08-20 · 4×3
How AAPL's prints and volume split by trade size, June 10, 2026ranking ·
2026-08-20 · 5×3
AAPL volume minute by minute, 3:00 to 4:00 p.m. ET, June 10, 2026series ·
2026-08-20 · 60×4
Sale conditions that flag a specially priced or out-of-sequence printtable ·
2026-08-20 · 17×4
Why Your RSI Differs Between Platforms
One session, one formula, different amounts of warm-upranking ·
2026-08-17 · 10×3
Where the minute bars actually are, by ET hourranking ·
2026-08-17 · 16×3
RSI(14) on identical closes: Wilder's smoothing against a simple averageseries ·
2026-08-17 · 60×4
Two definitions of one daily close, side by sideseries ·
2026-08-17 · 21×4
Where to Get Historical Implied Volatility Data
Three ways to build a 30-day IV for SPY, from one set of rowsseries ·
2026-08-15 · 53×6
One name, one month: implied volatility by time to expiry (AAPL, June 2026)table ·
2026-08-15 · 6×5
Median near-the-money IV, 20 to 45 days to expiry (June 2026)ranking ·
2026-08-15 · 8×3
Underlying names with converged daily IV, by quartertable ·
2026-08-15 · 49×2
Market Data Timestamps: SIP vs Exchange Clocks
Off exchange AAPL prints by reporting delay, 10 June 2026ranking ·
2026-08-14 · 5×3
The same twelve prints, ranked by venue clock and by tape clocktable ·
2026-08-14 · 12×7
SIP receive lag by venue, AAPL, 10 June 2026 (microseconds)ranking ·
2026-08-14 · 11×4
Prints that change bar when you switch clocks, by bar lengthranking ·
2026-08-14 · 4×3
PCAP Market Data: How Market Replay Works
Trade prints per second across the electronic day, June 10 2026series ·
2026-08-12 · 64×3
One minute of AAPL quotes, second by second, 09:30 ET on June 10 2026series ·
2026-08-12 · 60×3
Quote messages per trade, 09:30 to 10:00 ET on June 10 2026ranking ·
2026-08-12 · 5×3
AAPL quote clocks, SIP stamp minus exchange stamp, 09:30 to 11:00 ET on June 10 2026series ·
2026-08-12 · 9×4
MBO vs MBP Order Book Data Explained
Trade size mix in the same window (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking ·
2026-08-12 · 5×4
What changed between consecutive top-of-book messages (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking ·
2026-08-12 · 4×3
Top-of-book messages against prints, 10:00 to 10:30 a.m. ET, June 16, 2026ranking ·
2026-08-12 · 5×4
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking ·
2026-08-12 · 5×3
Average quoted spread and time at a one cent spread, midday June 10 2026ranking ·
2026-08-12 · 6×3
Top of book messages against prints on the tape, AAPL, June 10 2026series ·
2026-08-12 · 8×4
The best bid and the price levels it visited, AAPL, 15 minute bucketsseries ·
2026-08-12 · 24×3
How Fractional Shares Hit the Tape
Small AAPL print sizes: five sessions in January 2026 against five in July 2026table ·
2026-08-12 · 26×3
Average shares per print by month, September 2025 through July 2026series ·
2026-08-12 · 11×5
Odd lots, round lots and sub-one-share prints across six names, July 8 to 10, 2026ranking ·
2026-08-12 · 6×4
AAPL average print size across the February 2026 boundaryseries ·
2026-08-12 · 19×4
The Vendor Display Rule: SEC Rule 603(c)
Consolidated spread vs single venue spread, AAPL, June 17 2026series ·
2026-08-10 · 90×4
Where AAPL trades printed, June 17 2026, 10:00 to 11:30 ETranking ·
2026-08-10 · 17×3
Which venue held the national best bid in AAPL, June 17 2026, 10:00 to 11:30 ETranking ·
2026-08-10 · 16×3
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking ·
2026-08-10 · 5×2
KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series ·
2026-08-10 · 42×4
SIP Feeds vs Direct Exchange Feeds
Which venues sat on the bid side of the quote record, KO on June 16, 2026ranking ·
2026-08-09 · 17×3
Quote update traffic across five household tickers, 10:00 to 11:00 a.m. ET on June 16, 2026table ·
2026-08-09 · 5×5
US equity exchanges that feed the consolidated tapetable ·
2026-08-09 · 18×4
Venue clock to consolidated tape clock, KO quotes on June 16, 2026series ·
2026-08-09 · 15×4
How to Read a Futures Symbol (ESZ6, CLF27)
Volume around one quarterly expiry: SPY June 19 vs September 18, 2026series ·
2026-08-09 · 38×3
Delivery years live at the same time on one option calendar (SPY, July 2026)ranking ·
2026-08-09 · 3×4
Where long-dated option volume lands, by expiry month coderanking ·
2026-08-09 · 11×3
Professional vs Non-Professional Market Data
US equity and options venues in the exchange reference listranking ·
2026-08-08 · 6×3
AAPL quote messages per 15 minutes, pinned session of Jun 16, 2026series ·
2026-08-08 · 36×2
Listed option contracts that traded on Jun 16, 2026, by underlyingranking ·
2026-08-08 · 5×4
Quote message rate by symbol, 10:00 to 11:00 a.m. ET on Jun 16, 2026ranking ·
2026-08-08 · 5×3
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries ·
2026-08-08 · 15×4
How many of the 390 session minutes each US symbol traded inranking ·
2026-08-08 · 10×2
Trade condition codes that restrict high, low, and lastranking ·
2026-08-08 · 7×3
NVDA quote updates per second, grouped by how busy the second was
NVDA quote updates per second, grouped by how busy the second was
| updates_in_the_second | share_of_seconds_pct | share_of_messages_pct |
|---|---|---|
| 1 update | 0.2 | 0 |
| 2 to 5 | 1.7 | 0.1 |
| 6 to 20 | 8.1 | 1.3 |
| 21 to 100 | 62.4 | 42.9 |
| over 100 | 27.6 | 55.8 |
the exact SQL behind every number
WITH
per_second AS
(
SELECT
toDateTime(sip_timestamp) AS second_bucket,
count() AS messages
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'NVDA'
AND sip_timestamp >= '2026-09-15 13:30:00'
AND sip_timestamp < '2026-09-15 15:30:00'
GROUP BY second_bucket
),
totals AS
(
SELECT
count() AS second_count,
sum(messages) AS message_count
FROM per_second
)
SELECT
multiIf(messages = 1, '1 update',
messages <= 5, '2 to 5',
messages <= 20, '6 to 20',
messages <= 100, '21 to 100',
'over 100') AS updates_in_the_second,
round(100.0 * count() / (SELECT second_count FROM totals), 1) AS share_of_seconds_pct,
round(100.0 * sum(messages) / (SELECT message_count FROM totals), 1) AS share_of_messages_pct
FROM per_second
GROUP BY updates_in_the_second
ORDER BY min(messages)
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