Trading API vs Market Data API: Key Differences
Average quoted spread in basis points, 16 September 2026ranking ·
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September 2026 end of day summary, five household namesranking ·
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AAPL top of book message volume by ET hour, 16 September 2026ranking ·
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What Real-Time Market Data Actually Costs
Where AAPL shares printed across venues, June 16 2026ranking ·
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US symbols that traded each month over the past yearseries ·
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AAPL quote updates by ET clock hour, June 16 2026ranking ·
2026-10-04 · 16×3
One ETF's daily record, year by yearranking ·
2026-10-04 · 15×3
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
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
Average quoted spread in basis points, 16 September 2026
Average quoted spread in basis points, 16 September 2026
| symbol | avg_spread_bps | quote_count |
|---|---|---|
| MSFT | 2.51 | 226336 |
| KO | 1.48 | 238945 |
| AAPL | 1.34 | 624488 |
| NVDA | 0.87 | 2165073 |
| SPY | 0.33 | 2958765 |
the exact SQL behind every number
SELECT
ticker AS symbol,
round(10000 * avg(
toFloat64(ask_price - bid_price)
/ toFloat64((ask_price + bid_price) / 2)), 2) AS avg_spread_bps,
count() AS quote_count
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA', 'SPY')
AND sip_timestamp >= '2026-09-16 13:00:00'
AND sip_timestamp < '2026-09-16 21:00:00'
AND bid_price > 0
AND ask_price > bid_price
GROUP BY ticker
ORDER BY avg_spread_bps DESC
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