{"slug":"a-share-level-2-market-data","qid":"quote_rate","label":"AAPL quote updates per three second interval, by Eastern clock hour (16 September 2026)","post_title":"What A-share Level 2 Data Actually Contains","post_url":"/blog/a-share-level-2-market-data#q-quote_rate","columns":["et_hour","quote_updates_thousands","updates_per_3s_window"],"rows":[{"et_hour":"04:00","quote_updates_thousands":1.2,"updates_per_3s_window":4.1},{"et_hour":"05:00","quote_updates_thousands":0.5,"updates_per_3s_window":2.2},{"et_hour":"06:00","quote_updates_thousands":0.4,"updates_per_3s_window":2.5},{"et_hour":"07:00","quote_updates_thousands":1.4,"updates_per_3s_window":4},{"et_hour":"08:00","quote_updates_thousands":0.7,"updates_per_3s_window":3},{"et_hour":"09:00","quote_updates_thousands":104.4,"updates_per_3s_window":105.8},{"et_hour":"10:00","quote_updates_thousands":80.3,"updates_per_3s_window":67.4},{"et_hour":"11:00","quote_updates_thousands":69.2,"updates_per_3s_window":58.1},{"et_hour":"12:00","quote_updates_thousands":43.7,"updates_per_3s_window":37},{"et_hour":"13:00","quote_updates_thousands":43.6,"updates_per_3s_window":37},{"et_hour":"14:00","quote_updates_thousands":122.5,"updates_per_3s_window":102.2},{"et_hour":"15:00","quote_updates_thousands":164.4,"updates_per_3s_window":137},{"et_hour":"16:00","quote_updates_thousands":0.9,"updates_per_3s_window":3.3},{"et_hour":"17:00","quote_updates_thousands":0.3,"updates_per_3s_window":3.3},{"et_hour":"18:00","quote_updates_thousands":0.8,"updates_per_3s_window":4},{"et_hour":"19:00","quote_updates_thousands":6.7,"updates_per_3s_window":21.3}],"shape":"ranking","sql":"SELECT\n    formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_hour,\n    round(count() / 1000.0, 1)                                                            AS quote_updates_thousands,\n    round(count() / uniqExact(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 3 SECOND)), 1) AS updates_per_3s_window\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2026-09-16 08:00:00'\n  AND sip_timestamp <  '2026-09-17 00:00:00'\nGROUP BY et_hour\nORDER BY et_hour","computed_at":"2026-10-07T15:17:10.599186+00:00","elapsed":0.002293696}