What Real-Time Market Data Actually Costs
Where AAPL shares printed across venues, June 16 2026ranking ·
2026-10-04 · 12×2
US symbols that traded each month over the past yearseries ·
2026-10-04 · 12×3
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
Do NYSE and Nasdaq Have Public APIs?
Where AAPL shares printed during a single session, September 15, 2026ranking ·
2026-10-02 · 12×3
AAPL median quoted spread by New York clock time, September 15, 2026series ·
2026-10-02 · 61×3
Quote updates per second, one hour of the September 15, 2026 sessionranking ·
2026-10-02 · 5×2
US equity exchange operators and the venues each one runsranking ·
2026-10-02 · 9×3
Where AAPL shares printed across venues, June 16 2026
Where AAPL shares printed across venues, June 16 2026
| venue | share_of_volume_pct |
|---|---|
| Nasdaq | 47.76 |
| FINRA Alternative Display Facility | 32.33 |
| NYSE Arca, Inc. | 6.43 |
| Cboe BZX | 3.34 |
| Investors Exchange | 2.57 |
| Cboe EDGX | 2.28 |
| NYSE Texas, Inc. | 1.77 |
| Members Exchange | 1.29 |
| New York Stock Exchange | 0.98 |
| Cboe EDGA | 0.35 |
| Cboe BYX | 0.25 |
| MIAX Pearl | 0.22 |
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
More from this analysisWhat Real-Time Market Data Actually Costs
AAPL quote updates by ET clock hour, June 16 2026
ranking 16×3
→
One ETF's daily record, year by year
ranking 15×3
→
US symbols that traded each month over the past year
series 12×3
→
US equity venues grouped by operating MIC
ranking 11×4
→
See all 3,256 queries →