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What Real-Time Market Data Actually Costs
Where AAPL shares printed across venues, June 16 2026ranking · 2026-08-22 · 12×2Preview: 12 ranked values, largest first. US symbols that traded each month over the past yearseries · 2026-08-22 · 12×3Preview: a 12-point series, ending higher. AAPL quote updates by ET clock hour, June 16 2026ranking · 2026-08-22 · 16×3Preview: 16 ranked values, largest first. One ETF's daily record, year by yearranking · 2026-08-22 · 15×3Preview: 15 ranked values, largest first.
Maker-Taker Fees and Rebates Explained
Where one liquid name's shares printed, by venue (Jul 15, 2026)ranking · 2026-08-09 · 12×3Preview: 12 ranked values, largest first. Registered US stock exchanges and their participant codestable · 2026-08-09 · 18×5 One hour of NBBO spreads, measured in mils (Jul 15, 2026)ranking · 2026-08-09 · 4×3Preview: 4 ranked values, smallest first. A 30 mil per share fee as basis points of notional, by price band (Jul 15, 2026)ranking · 2026-08-09 · 6×3Preview: 6 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.
Why Stock Quotes Are Delayed 15 Minutes
How often the last price changes, minute by minute (June 2026)ranking · 2026-08-06 · 6×3Preview: 6 ranked values, largest first. The 15 minute gap across six household tickers (June 2026)ranking · 2026-08-06 · 6×3Preview: 6 ranked values, largest first. How far SPY travels in 15 minutes, by hour of the session (June 2026)series · 2026-08-06 · 7×4Preview: a 7-point series, ending higher. Live price against a 15 minute delayed view, one SPY sessionseries · 2026-08-06 · 37×5Preview: a 16-point series, ending lower.
Where AAPL shares printed across venues, June 16 2026

Where AAPL shares printed across venues, June 16 2026

most recentas of ranking 12×2read in context →
Where AAPL shares printed across venues, June 16 2026 — 12 rows by 2 columns, computed from US exchange, SIP and OPRA data.
venueshare_of_volume_pct
Nasdaq47.76
FINRA Alternative Display Facility32.33
NYSE Arca, Inc.6.43
Cboe BZX3.34
Investors Exchange2.57
Cboe EDGX2.28
NYSE Texas, Inc.1.77
Members Exchange1.29
New York Stock Exchange0.98
Cboe EDGA0.35
Cboe BYX0.25
MIAX Pearl0.22
the exact SQL behind every number
SELECT
    venue,
    round(100 * toFloat64(shares) / sum(toFloat64(shares)) OVER (), 2) AS share_of_volume_pct
FROM
(
    SELECT
        coalesce(nullIf(e.venue_name, ''), concat('Venue ', toString(t.exchange))) AS venue,
        sum(t.size)                                                                AS shares
    FROM global_markets.stocks_trades AS t
    LEFT JOIN
    (
        SELECT
            toString(id) AS exchange_id,
            any(name)    AS venue_name
        FROM global_markets.stocks_exchanges
        WHERE asset_class = 'stocks'
        GROUP BY exchange_id
    ) AS e ON e.exchange_id = toString(t.exchange)
    WHERE t.ticker = 'AAPL'
      AND t.sip_timestamp >= toDateTime('2026-06-16 08:00:00', 'UTC')
      AND t.sip_timestamp <  toDateTime('2026-06-17 01:00:00', 'UTC')
    GROUP BY venue
)
ORDER BY share_of_volume_pct DESC
LIMIT 12
$