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Trading API vs Market Data API: Key Differences
Average quoted spread in basis points, 16 September 2026ranking · 2026-10-05 · 5×3Preview: 5 ranked values, largest first. September 2026 end of day summary, five household namesranking · 2026-10-05 · 5×4Preview: 5 ranked values, largest first. AAPL top of book message volume by ET hour, 16 September 2026ranking · 2026-10-05 · 8×4Preview: 8 ranked values, largest first.
What Real-Time Market Data Actually Costs
Where AAPL shares printed across venues, June 16 2026ranking · 2026-10-04 · 12×2Preview: 12 ranked values, largest first. US symbols that traded each month over the past yearseries · 2026-10-04 · 12×3Preview: a 12-point series, ending higher. AAPL quote updates by ET clock hour, June 16 2026ranking · 2026-10-04 · 16×3Preview: 16 ranked values, largest first. One ETF's daily record, year by yearranking · 2026-10-04 · 15×3Preview: 15 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.
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
Average quoted spread in basis points, 16 September 2026

Average quoted spread in basis points, 16 September 2026

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Average quoted spread in basis points, 16 September 2026 — 5 rows by 3 columns, computed from US exchange, SIP and OPRA data.
symbolavg_spread_bpsquote_count
MSFT2.51226336
KO1.48238945
AAPL1.34624488
NVDA0.872165073
SPY0.332958765
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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