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
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
Where SPY trades printed, by reporting venue, Aug 19 2026
Where SPY trades printed, by reporting venue, Aug 19 2026
| venue | trade_thousands | share_pct |
|---|---|---|
| FINRA Alternative Display Facility | 237.6 | 45.8 |
| NYSE Arca, Inc. | 78.8 | 15.2 |
| Nasdaq | 77.8 | 15 |
| Cboe BZX | 38.4 | 7.4 |
| Cboe EDGX | 21.9 | 4.2 |
| Investors Exchange | 19 | 3.7 |
| New York Stock Exchange | 17.5 | 3.4 |
| Members Exchange | 10.8 | 2.1 |
| Cboe EDGA | 4.6 | 0.9 |
| Cboe BYX | 4 | 0.8 |
| Nasdaq Philadelphia Exchange LLC | 2.5 | 0.5 |
| MIAX Pearl | 1.9 | 0.4 |
the exact SQL behind every number
SELECT
if(ex.name = '', concat('Venue ', toString(d.exchange)), ex.name) AS venue,
round(d.trades / 1000, 1) AS trade_thousands,
round(100 * d.trades / sum(d.trades) OVER (), 1) AS share_pct
FROM
(
SELECT
toInt32(exchange) AS exchange,
count() AS trades
FROM global_markets.stocks_trades
WHERE ticker = 'SPY'
AND sip_timestamp >= toDateTime('2026-08-19 08:00:00')
AND sip_timestamp < toDateTime('2026-08-20 08:00:00')
GROUP BY exchange
) AS d
LEFT JOIN
(
SELECT
toInt32(id) AS id,
any(name) AS name
FROM global_markets.stocks_exchanges
WHERE asset_class = 'stocks'
GROUP BY id
) AS ex ON ex.id = d.exchange
ORDER BY d.trades DESC
LIMIT 12
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