STRASMORE/EXPLORE 3,256 QUERIES 22Y EQUITIES · 12Y OPTIONS

3,256 answered market questions

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Free SQL API for Stock Market Data
KO: total cash dividends per share by yearranking · 2026-10-04 · 22×2Preview: 16 ranked values, smallest first.
FINRA Margin Debt Statistics, Explained
Largest month-over-month declines in SPY month-end closesranking · 2026-10-04 · 10×2Preview: 10 ranked values, smallest first. What the market does between the month-end as-of date and a third-week releaseseries · 2026-10-04 · 22×5Preview: a 16-point series, ending lower. Month-end closes that set a new high for the window, by year (SPY)ranking · 2026-10-04 · 21×4Preview: 16 ranked values, largest first. How far SPY travels between month end and the third-week release windowranking · 2026-10-04 · 6×3Preview: 6 ranked values, largest first.
Market Data Licensing for App Developers
Top-of-book quote messages for one name, one session (16 Jun 2026)ranking · 2026-10-03 · 7×4Preview: 7 ranked values, smallest first. US equity venues grouped by operating MICranking · 2026-10-03 · 11×4Preview: 11 ranked values, largest first. A derived value: monthly annualised realised volatility, SPYseries · 2026-10-03 · 12×3Preview: a 12-point series, ending higher. What a 15-minute delay can hide, by time of session (June 2026)series · 2026-10-03 · 26×3Preview: a 16-point series, ending lower.
When Historical Market Data Gets Revised
Symbols carried by more than one issuer, by the year of the later listingranking · 2026-10-02 · 9×3Preview: 9 ranked values, smallest first. Stock splits taking effect each month, with reverse splits separatedseries · 2026-10-02 · 24×4Preview: a 16-point series, ending lower. Where the trading day's volume sits, hour by hour (AAPL, January 2026)ranking · 2026-10-02 · 16×3Preview: 16 ranked values, largest first. First bar of each session in UTC and Eastern time, across the November 2025 clock change (AAPL)series · 2026-10-02 · 10×5Preview: a 10-point series, ending lower. Share of AAPL volume and minute bars outside the regular session, by monthseries · 2026-10-02 · 24×4Preview: a 16-point series, ending higher.
Do NYSE and Nasdaq Have Public APIs?
Where AAPL shares printed during a single session, September 15, 2026ranking · 2026-10-02 · 12×3Preview: 12 ranked values, largest first. AAPL median quoted spread by New York clock time, September 15, 2026series · 2026-10-02 · 61×3Preview: a 16-point series, ending higher. Quote updates per second, one hour of the September 15, 2026 sessionranking · 2026-10-02 · 5×2Preview: 5 ranked values, largest first. US equity exchange operators and the venues each one runsranking · 2026-10-02 · 9×3Preview: 9 ranked values, largest first.
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 · 16×4Preview: a 16-point series, ending higher. The tape carried by a basket of household symbols, one September 2026 sessionranking · 2026-10-01 · 12×4Preview: 12 ranked values, smallest first. 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 · 10×4Preview: 10 ranked values, smallest first.
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 · 5×3Preview: 5 ranked values, largest first. SPY quote updates per millisecond, 10:00 to 10:05 ET on 10 June 2026ranking · 2026-09-30 · 5×3Preview: 5 ranked values, largest first. SPY trade messages per second by half hour, 10 June 2026series · 2026-09-30 · 32×3Preview: a 16-point series, roughly flat.
Free Stock API With curl and jq: No Key
KO daily closes, last 30 sessions returned by the free SQL endpointseries · 2026-09-30 · 30×2Preview: a 16-point series, ending lower.
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 · 6×3Preview: 6 ranked values, largest first. How often the close finished above the 3:50 p.m. price, July 2026 sessionsranking · 2026-09-28 · 6×3Preview: 6 ranked values, largest first. Coca-Cola average volume per five-minute bucket from 3:00 p.m. ET, then the closing auction print, July 2026series · 2026-09-28 · 13×2Preview: a 13-point series, ending higher. Share of regular-session volume in the opening and closing auction prints, July 2026ranking · 2026-09-28 · 6×3Preview: 6 ranked values, largest first.
Compressing Market Data: zstd vs gzip
Distinct prices per name, and how often each one repeatsranking · 2026-09-28 · 5×3Preview: 5 ranked values, smallest first. One session of trade prints, five household namesranking · 2026-09-28 · 5×3Preview: 5 ranked values, largest first. Uncompressed footprint of five names as retention growsranking · 2026-09-28 · 6×2Preview: 6 ranked values, smallest first. AAPL trade counts and distinct prices per quarter hourseries · 2026-09-28 · 64×3Preview: a 16-point series, roughly flat.
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 · 14×4Preview: 14 ranked values, largest first. AT&T's annual dividend per share, before and after its 2022 resetranking · 2026-09-26 · 8×2Preview: 8 ranked values, largest first.
Why Open Interest Updates Only Once a Day
Busiest AAPL option contracts on Jun 16, 2026, by contract volumeranking · 2026-09-24 · 12×3Preview: 12 ranked values, largest first. AAPL reported short interest by settlement date, first half of 2026series · 2026-09-24 · 12×3Preview: a 12-point series, ending higher. How AAPL option volume accumulated through one session (Jun 16, 2026)series · 2026-09-24 · 13×3Preview: a 13-point series, ending higher. AAPL daily option contract volume, June 2026series · 2026-09-24 · 21×4Preview: a 16-point series, ending lower.
What Does Historical Tick Data Cost?
Where SPY trades printed, by reporting venue, Aug 19 2026ranking · 2026-09-24 · 12×3Preview: 12 ranked values, largest first. Trade messages vs quote messages, one session, five stocksranking · 2026-09-24 · 5×4Preview: 5 ranked values, largest first. SPY trade records by ET hour, Aug 19 2026ranking · 2026-09-24 · 16×2Preview: 16 ranked values, largest first. Daily trade-record counts, SPY and AAPL, August 2026series · 2026-09-24 · 21×3Preview: a 16-point series, ending lower. Contracts in the chain vs contracts that traded, Aug 19 2026ranking · 2026-09-24 · 6×4Preview: 6 ranked values, largest first.
How to Download FINRA Daily Short Volume Data
Short volume ratio on June 12, 2026 for six household namesranking · 2026-09-19 · 6×4Preview: 6 ranked values, smallest first. Symbols carried in each June 2026 daily short volume fileseries · 2026-09-19 · 21×5Preview: a 16-point series, ending lower. Where AAPL's off-exchange short volume was reported on June 12, 2026ranking · 2026-09-19 · 5×3Preview: 5 ranked values, largest first.
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 · 3×4Preview: a 3-point series, ending lower.
How Block Trades Print on the Tape
Which venues reported AAPL's largest prints, June 10, 2026ranking · 2026-08-20 · 12×3Preview: 12 ranked values, largest first. Execution-to-tape lag by print size, AAPL, June 10, 2026ranking · 2026-08-20 · 4×3Preview: 4 ranked values, smallest first. How AAPL's prints and volume split by trade size, June 10, 2026ranking · 2026-08-20 · 5×3Preview: 5 ranked values, largest first. AAPL volume minute by minute, 3:00 to 4:00 p.m. ET, June 10, 2026series · 2026-08-20 · 60×4Preview: a 16-point series, roughly flat. 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 · 10×3Preview: 10 ranked values, largest first. Where the minute bars actually are, by ET hourranking · 2026-08-17 · 16×3Preview: 16 ranked values, smallest first. RSI(14) on identical closes: Wilder's smoothing against a simple averageseries · 2026-08-17 · 60×4Preview: a 16-point series, ending lower. Two definitions of one daily close, side by sideseries · 2026-08-17 · 21×4Preview: a 16-point series, roughly flat.
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 · 53×6Preview: a 16-point series, ending higher. 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 · 8×3Preview: 8 ranked values, largest first. 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 · 5×3Preview: 5 ranked values, largest first. 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 · 11×4Preview: 11 ranked values, largest first. Prints that change bar when you switch clocks, by bar lengthranking · 2026-08-14 · 4×3Preview: 4 ranked values, largest first.
PCAP Market Data: How Market Replay Works
Trade prints per second across the electronic day, June 10 2026series · 2026-08-12 · 64×3Preview: a 16-point series, roughly flat. One minute of AAPL quotes, second by second, 09:30 ET on June 10 2026series · 2026-08-12 · 60×3Preview: a 16-point series, roughly flat. Quote messages per trade, 09:30 to 10:00 ET on June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. AAPL quote clocks, SIP stamp minus exchange stamp, 09:30 to 11:00 ET on June 10 2026series · 2026-08-12 · 9×4Preview: a 9-point series, ending higher.
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 · 5×4Preview: 5 ranked values, largest first. What changed between consecutive top-of-book messages (AAPL, 10:00 to 10:30 a.m. ET, June 16, 2026)ranking · 2026-08-12 · 4×3Preview: 4 ranked values, smallest first. Top-of-book messages against prints, 10:00 to 10:30 a.m. ET, June 16, 2026ranking · 2026-08-12 · 5×4Preview: 5 ranked values, largest first.
How to Estimate Queue Position From L2 Data
How AAPL prints break down by trade size, June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. Average quoted spread and time at a one cent spread, midday June 10 2026ranking · 2026-08-12 · 6×3Preview: 6 ranked values, smallest first. Top of book messages against prints on the tape, AAPL, June 10 2026series · 2026-08-12 · 8×4Preview: a 8-point series, ending higher. The best bid and the price levels it visited, AAPL, 15 minute bucketsseries · 2026-08-12 · 24×3Preview: a 16-point series, ending lower.
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 · 11×5Preview: a 11-point series, ending lower. Odd lots, round lots and sub-one-share prints across six names, July 8 to 10, 2026ranking · 2026-08-12 · 6×4Preview: 6 ranked values, largest first. AAPL average print size across the February 2026 boundaryseries · 2026-08-12 · 19×4Preview: a 16-point series, roughly flat.
The Vendor Display Rule: SEC Rule 603(c)
Consolidated spread vs single venue spread, AAPL, June 17 2026series · 2026-08-10 · 90×4Preview: a 16-point series, ending lower. Where AAPL trades printed, June 17 2026, 10:00 to 11:30 ETranking · 2026-08-10 · 17×3Preview: 16 ranked values, largest first. Which venue held the national best bid in AAPL, June 17 2026, 10:00 to 11:30 ETranking · 2026-08-10 · 16×3Preview: 16 ranked values, largest first.
How Continuous Futures Contracts Are Built
Options volume by time left to expiry, AAPL, April to June 2026ranking · 2026-08-10 · 5×2Preview: 5 ranked values, largest first. KO quarterly dividend in cents and as a percent of the share price, 2016 to 2026series · 2026-08-10 · 42×4Preview: a 16-point series, roughly flat.
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 · 17×3Preview: 16 ranked values, largest first. 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 · 15×4Preview: a 15-point series, roughly flat.
How to Read a Futures Symbol (ESZ6, CLF27)
Volume around one quarterly expiry: SPY June 19 vs September 18, 2026series · 2026-08-09 · 38×3Preview: a 16-point series, ending higher. Delivery years live at the same time on one option calendar (SPY, July 2026)ranking · 2026-08-09 · 3×4Preview: 3 ranked values, smallest first. Where long-dated option volume lands, by expiry month coderanking · 2026-08-09 · 11×3Preview: 11 ranked values, largest first.
Professional vs Non-Professional Market Data
US equity and options venues in the exchange reference listranking · 2026-08-08 · 6×3Preview: 6 ranked values, largest first. AAPL quote messages per 15 minutes, pinned session of Jun 16, 2026series · 2026-08-08 · 36×2Preview: a 16-point series, ending higher. Listed option contracts that traded on Jun 16, 2026, by underlyingranking · 2026-08-08 · 5×4Preview: 5 ranked values, largest first. Quote message rate by symbol, 10:00 to 11:00 a.m. ET on Jun 16, 2026ranking · 2026-08-08 · 5×3Preview: 5 ranked values, largest first.
How OHLCV Bars Are Built From Ticks
Odd lot share of prints and of volume, minute by minuteseries · 2026-08-08 · 15×4Preview: a 15-point series, ending lower. How many of the 390 session minutes each US symbol traded inranking · 2026-08-08 · 10×2Preview: 10 ranked values, largest first. Trade condition codes that restrict high, low, and lastranking · 2026-08-08 · 7×3Preview: 7 ranked values, smallest first.
NVDA quote updates per second, grouped by how busy the second was

NVDA quote updates per second, grouped by how busy the second was

most recentas of ranking 5×3read in context →
NVDA quote updates per second, grouped by how busy the second was — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
updates_in_the_secondshare_of_seconds_pctshare_of_messages_pct
1 update0.20
2 to 51.70.1
6 to 208.11.3
21 to 10062.442.9
over 10027.655.8
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)
$