REST Polling vs WebSockets for Market Data
NVDA quote updates per second, grouped by how busy the second wasranking ·
2026-10-09 · 5×3
AAPL opening minute: quote updates and distinct prices, second by secondtable ·
2026-10-09 · 60×4
Quote messages per second, four names, 10:30 to 11:00 a.m. ETranking ·
2026-10-09 · 4×3
AAPL trades per second, fifteen minute buckets through the sessionseries ·
2026-10-09 · 26×2
Weekly Market Recap: The Week in Numbers
Where the volume went: most dollars traded over the past weekranking ·
2026-10-08 · 8×2
The eleven S&P 500 sectors over the past weekranking ·
2026-10-08 · 11×2
Biggest stock losers over the past weekranking ·
2026-10-08 · 7×3
The major index ETFs over the past weekranking ·
2026-10-08 · 4×4
Biggest stock gainers over the past weekranking ·
2026-10-08 · 7×3
Daily market breadth: advancers vs decliners each session (names trading $500M+)series ·
2026-10-08 · 5×3
Upcoming Stock Splits Calendar
Upcoming US stock splits: announced, with a future effective datetable ·
2026-10-08 · 27×5
Announced upcoming splits by directionranking ·
2026-10-08 · 2×2
Announced stock splits by effective month: forward vs reverseseries ·
2026-10-08 · 3×4
Recent Stock Splits (Forward and Reverse)
Forward vs reverse splits executed in the last 45 daysranking ·
2026-10-08 · 2×2
Recent reverse stock splits (shares consolidated), last 30 daysranking ·
2026-10-08 · 15×4
Recent forward stock splits (shares multiplied), last 60 days, ETFs excludedranking ·
2026-10-08 · 15×4
Highest IV Rank Stocks Right Now
Where IV percentile sits furthest above IV rank, latest sessiontable ·
2026-10-08 · 12×6
How the screened universe distributes across IV rank, latest sessiontable ·
2026-10-08 · 10×7
The top-ranked name's implied volatility by week, with its 52-week high and lowseries ·
2026-10-08 · 53×4
Highest IV rank, screened US underlyings, latest options sessionseries ·
2026-10-08 · 15×7
IV rank and IV percentile for twelve widely held tickers, latest sessionseries ·
2026-10-08 · 12×7
Highest Implied Volatility Stocks Right Now
SPY, the same measurement: the market's calm benchmarkscalar ·
2026-10-08 · 1×312.3
ATM implied volatility across every actively traded underlying, latest sessionscalar ·
2026-10-08 · 1×5959
Highest ATM implied volatility: liquid single names and funds, latest sessiontable ·
2026-10-08 · 12×5
Does OPRA Have Depth of Book? Feed Explained
Options trade prints by exchange count, five household names (Sep 16, 2026)ranking ·
2026-10-08 · 5×3
Traded volume across strikes, one AAPL expiry (Sep 16, 2026)table ·
2026-10-08 · 55×3
Distinct AAPL option contracts trading, by hour of the sessionranking ·
2026-10-08 · 8×2
One contract, one minute: displayed size at each exchange's best quoteranking ·
2026-10-08 · 8×4
Contracts in the chain versus contracts that traded (Sep 16, 2026)ranking ·
2026-10-08 · 12×3
Dividend Increases & Cuts This Week
Increases against cuts, by week of declaration (complete weeks only)series ·
2026-10-08 · 26×4
Payers across their own share split: the raw change against the split-adjusted changeseries ·
2026-10-08 · 9×7
Increases, cuts and the typical raise this calendar year, by company size (bands use today's market value)table ·
2026-10-08 · 4×6
Dividend increases declared in the last 7 days, largest companies first (capped at 12 rows)series ·
2026-10-08 · 7×8
Dividend cuts declared in the last 90 days, the deepest 14 first (one week is too thin for a table)series ·
2026-10-08 · 14×6
Biggest Stock Gainers and Losers This Week
Biggest stock losers this week (names trading $1B+, leveraged/inverse ETFs excluded)ranking ·
2026-10-08 · 10×4
The four major index ETFs this week, for contextranking ·
2026-10-08 · 4×2
Biggest stock gainers this week (names trading $1B+, leveraged/inverse ETFs excluded)ranking ·
2026-10-08 · 10×4
Biggest Stock Movers This Month
The window and the screened universe behind every board on this pagescalar ·
2026-10-08 · 1×521
Where every screened company landed: monthly returns by bucketranking ·
2026-10-08 · 6×2
Eight household mega-cap names over the same windowranking ·
2026-10-08 · 8×2
Biggest stock losers this month (companies trading $1B+ over the window)ranking ·
2026-10-08 · 10×3
The four major index trackers across the same window, rebased to the first openseries ·
2026-10-08 · 21×5
Biggest stock gainers this month (companies trading $1B+ over the window)ranking ·
2026-10-08 · 10×3
Average Dividend Yield by Sector: 2026 Data
Basket median dividend yield by month, with the 10-year Treasury yieldseries ·
2026-10-08 · 36×4
The universe choice: sector means with and without non-payerstable ·
2026-10-08 · 11×6
Dividend yield by sector: median payer, equal-weighted mean, cap-weightedtable ·
2026-10-08 · 11×5
Dividends paid as a share of operating cash flow, by sectorranking ·
2026-10-08 · 11×3
Stocks at 52-Week Highs and Lows
How far the whole screen sits below its 52-week highranking ·
2026-10-08 · 6×4
Stocks at 52-week lows, ordered by year-to-date returnranking ·
2026-10-08 · 12×3
Where five broad-market ETFs sit inside their own 52-week rangeranking ·
2026-10-08 · 5×4
Stocks at 52-week highs, ordered by year-to-date returnranking ·
2026-10-08 · 12×3
New 52-week highs against new lows, daily, over the past six weeksseries ·
2026-10-08 · 30×4
Market data quality checks that catch real bugs
Declared split ratio against the close ratio across the effective dateranking ·
2026-10-07 · 10×3
One symbol's quote messages against the sequence numbers they spanseries ·
2026-10-07 · 60×3
Condition codes on one hour of prints, named from the exchange reference listranking ·
2026-10-07 · 9×3
Venue stamp to consolidated stamp, minute by minuteseries ·
2026-10-07 · 60×3
Locked, crossed and one sided quote rates across six household namesranking ·
2026-10-07 · 6×4
Stock Correlation Matrix in One SQL Query
Daily bars per name against sessions shared with SPY, Oct 2025 to Sep 2026ranking ·
2026-10-06 · 6×3
AAPL and MSFT return correlation measured quarter by quarterranking ·
2026-10-06 · 7×3
Correlation of price levels against correlation of daily returns, same pairsranking ·
2026-10-06 · 15×4
Pairwise correlation of daily returns, six large caps, Oct 2025 to Sep 2026ranking ·
2026-10-06 · 15×2
Trading API vs Market Data API: Key Differences
Average quoted spread in basis points, 16 September 2026ranking ·
2026-10-05 · 5×3
September 2026 end of day summary, five household namesranking ·
2026-10-05 · 5×4
AAPL top of book message volume by ET hour, 16 September 2026ranking ·
2026-10-05 · 8×4
Why Ticker Symbols Break Your Dataset
When each symbol last printed a daily barranking ·
2026-10-04 · 6×3
New listings landing on a symbol that already had historyranking ·
2026-10-04 · 11×3
Which share-class spellings actually carry historyranking ·
2026-10-04 · 4×4
Trading sessions per year under FB and METAranking ·
2026-10-04 · 15×3
Why Odd Lots Don't Set the NBBO
Round lot size for a basket of familiar tickers, from the latest closeranking ·
2026-10-04 · 9×3
Listed names averaging above $250 a share, by monthseries ·
2026-10-04 · 24×2
How many listed names sit in each round lot tierranking ·
2026-10-04 · 4×3
AAPL trade sizes on the 27 April 2026 sessionranking ·
2026-10-04 · 4×3
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
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 · 32×4
US Stocks 23/5 Trading: The December 2026 Plan
Extended-hours sale conditions defined on the taperanking ·
2026-10-04 · 3×3
SPY daily bar volume vs. the regular-session slice (trailing month)series ·
2026-10-04 · 19×5
Where SPY volume prints today, by ET clock hour (trailing month)ranking ·
2026-10-04 · 16×4
Share of volume printed outside 9:30 to 4:00 ET, seven household names (trailing month)ranking ·
2026-10-04 · 7×4
The Low-Volatility Anomaly
Growth of $100: a calm name (KO), the market (SPY), a wild name (NVDA), weeklyseries ·
2026-10-04 · 114×4
Annualized volatility vs total return, 25 large caps, calmest to wildest (~2 years)ranking ·
2026-10-04 · 25×3
Volatility thirds: median return, and the range from worst to best name in eachtable ·
2026-10-04 · 3×6
Stock Split Calendar From a Free SQL API
Forward and reverse splits per month, last 36 monthsseries ·
2026-10-04 · 36×4
Most common split ratios, last three yearsranking ·
2026-10-04 · 12×2
Do the direction labels agree with the ratio columns?ranking ·
2026-10-04 · 2×4
The stock split calendar: recent and scheduledtable ·
2026-10-04 · 24×5
Relative Volume Screener in SQL: Free API
Share of a session's volume completed by each half hour: SPY and KOseries ·
2026-10-04 · 13×3
Relative volume screener: top 20 by time adjusted RVOL at 11:00 a.m. ETtable ·
2026-10-04 · 20×5
Cisco, September 22, 2026: naive RVOL against time adjusted RVOL through the sessionseries ·
2026-10-04 · 13×3
Share of the session completed by 11:00 a.m. ET, twelve household namesranking ·
2026-10-04 · 12×3
How Big Is the OPRA Options Quote Feed?
One session, two tapes: every options NBBO update vs. every stock NBBO updatescalar ·
2026-10-04 · 1×97.99
SPY's 2026-expiry option chain: one root's share of the quote firehosescalar ·
2026-10-04 · 1×13352.9
The five busiest SPY option contracts of the session, symbol unpackedseries ·
2026-10-04 · 5×7
Free Stock Market Data API, No Key Required
Highest large-cap dividend yields, latest sessionranking ·
2026-10-04 · 12×3
SPY vs QQQ, normalized return over the last 45 daysseries ·
2026-10-04 · 31×3
End-of-day implied-volatility leaders, liquid underlyingsranking ·
2026-10-04 · 12×2
Free SQL API for Stock Market Data
SPY implied volatility by days-to-expiry bucket, latest sessionranking ·
2026-10-04 · 11×2
P/E ratios of US companies above $500B market capranking ·
2026-10-04 · 12×2
Next 100 →
page 1 of 3
NVDA quote updates per second, grouped by how busy the second was
NVDA quote updates per second, grouped by how busy the second was
| updates_in_the_second | share_of_seconds_pct | share_of_messages_pct |
|---|---|---|
| 1 update | 0.2 | 0 |
| 2 to 5 | 1.7 | 0.1 |
| 6 to 20 | 8.1 | 1.3 |
| 21 to 100 | 62.4 | 42.9 |
| over 100 | 27.6 | 55.8 |
the exact SQL behind every number
WITH
per_second AS
(
SELECT
toDateTime(sip_timestamp) AS second_bucket,
count() AS messages
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'NVDA'
AND sip_timestamp >= '2026-09-15 13:30:00'
AND sip_timestamp < '2026-09-15 15:30:00'
GROUP BY second_bucket
),
totals AS
(
SELECT
count() AS second_count,
sum(messages) AS message_count
FROM per_second
)
SELECT
multiIf(messages = 1, '1 update',
messages <= 5, '2 to 5',
messages <= 20, '6 to 20',
messages <= 100, '21 to 100',
'over 100') AS updates_in_the_second,
round(100.0 * count() / (SELECT second_count FROM totals), 1) AS share_of_seconds_pct,
round(100.0 * sum(messages) / (SELECT message_count FROM totals), 1) AS share_of_messages_pct
FROM per_second
GROUP BY updates_in_the_second
ORDER BY min(messages)
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