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

3,256 answered market questions

every one with its exact SQL, its result and the date it was computed · free, no signup

What Is a Liquidity Heatmap? How to Read One
AAPL top of book by half hour (ET), latest session: NBBO updates and displayed size at the best bid and ask as a share of the peak bucketseries · 2026-10-04 · 32×4Preview: a 16-point series, ending higher.
Level 1 vs Level 2 vs Level 3 Market Data
Executed volume by price level: the traded ladder (KO, 30 minutes)table · 2026-08-07 · 63×3 Level 1 top of book: quoted spread across a full session (AAPL, June 17 2026)series · 2026-08-07 · 32×3Preview: a 16-point series, ending lower. Top-of-book message rate, minute by minute (NVDA, one hour)series · 2026-08-07 · 60×3Preview: a 16-point series, roughly flat. Top-of-book spread and quote message count by name (10:00 to 11:00 a.m. ET)ranking · 2026-08-07 · 5×3Preview: 5 ranked values, smallest first.
AAPL top of book by half hour (ET), latest session: NBBO updates and displayed size at the best bid and ask as a share of the peak bucket

AAPL top of book by half hour (ET), latest session: NBBO updates and displayed size at the best bid and ask as a share of the peak bucket

most recentas of series 32×4read in context →
AAPL top of book by half hour (ET), latest session: NBBO updates and displayed size at the best bid and ask as a share of the peak bucket — 32 rows by 4 columns, computed from US exchange, SIP and OPRA data.
et_timequote_update_countdisplayed_bid_pct_of_peakdisplayed_ask_pct_of_peak
04:001153103
04:301167202
05:00689102
05:30322203
06:001042102
06:302015102
07:00939203
07:301262152
08:001692203
08:301018203
09:002015202
09:30112378202
10:0088584203
10:3057424202
11:0045178203
11:3057903203
12:0042497203
12:3035233203
13:0035140203
13:3039415103
14:0038360203
14:3029468203
15:0028280203
15:3089635203
16:00574203
16:30272203
17:0015110011
17:3050109
18:00168205
18:30263208
19:0027020100
19:303061022
the exact SQL behind every number
WITH (
  SELECT max(toDate(sip_timestamp))
  FROM global_markets.cache_stocks_quotes
  WHERE ticker = 'AAPL' AND sip_timestamp >= now() - INTERVAL 7 DAY
) AS last_session
SELECT
  et_time,
  quote_update_count,
  round(100 * median_bid_size / max(median_bid_size) OVER (), 0) AS displayed_bid_pct_of_peak,
  round(100 * median_ask_size / max(median_ask_size) OVER (), 0) AS displayed_ask_pct_of_peak
FROM (
  SELECT
    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    count() AS quote_update_count,
    quantileDeterministic(0.5)(toFloat64(bid_size), toUInt64(sip_timestamp)) AS median_bid_size,
    quantileDeterministic(0.5)(toFloat64(ask_size), toUInt64(sip_timestamp)) AS median_ask_size
  FROM global_markets.cache_stocks_quotes
  WHERE ticker = 'AAPL'
    AND sip_timestamp >= now() - INTERVAL 7 DAY
    AND toDate(sip_timestamp) = last_session
    AND bid_price > 0
    AND ask_price > bid_price
    AND bid_size > 0
    AND ask_size > 0
  GROUP BY et_time
)
ORDER BY et_time
$