{"slug":"agentic-trading-bots-on-retail-brokerages","qid":"quote_clock","label":"quote_clock","post_title":"agentic-trading-bots-on-retail-brokerages","post_url":"/blog/agentic-trading-bots-on-retail-brokerages#q-quote_clock","columns":["et_time","spread_bps","quote_count"],"rows":[{"et_time":"08:00","spread_bps":5.2,"quote_count":481},{"et_time":"08:20","spread_bps":3.3,"quote_count":396},{"et_time":"08:40","spread_bps":2.5,"quote_count":224},{"et_time":"09:00","spread_bps":2.9,"quote_count":575},{"et_time":"09:20","spread_bps":2.6,"quote_count":41701},{"et_time":"09:40","spread_bps":1.8,"quote_count":61032},{"et_time":"10:00","spread_bps":1.3,"quote_count":48942},{"et_time":"10:20","spread_bps":1.1,"quote_count":59095},{"et_time":"10:40","spread_bps":1,"quote_count":40204},{"et_time":"11:00","spread_bps":1,"quote_count":41381},{"et_time":"11:20","spread_bps":1,"quote_count":52970},{"et_time":"11:40","spread_bps":0.8,"quote_count":30145},{"et_time":"12:00","spread_bps":0.8,"quote_count":34270},{"et_time":"12:20","spread_bps":0.8,"quote_count":28980},{"et_time":"12:40","spread_bps":0.7,"quote_count":23918},{"et_time":"13:00","spread_bps":0.7,"quote_count":21450},{"et_time":"13:20","spread_bps":0.8,"quote_count":21990},{"et_time":"13:40","spread_bps":0.9,"quote_count":27665},{"et_time":"14:00","spread_bps":0.8,"quote_count":30567},{"et_time":"14:20","spread_bps":0.7,"quote_count":20024},{"et_time":"14:40","spread_bps":0.7,"quote_count":23978},{"et_time":"15:00","spread_bps":0.7,"quote_count":22386},{"et_time":"15:20","spread_bps":0.7,"quote_count":25430},{"et_time":"15:40","spread_bps":0.6,"quote_count":50124},{"et_time":"16:00","spread_bps":4.5,"quote_count":322},{"et_time":"16:20","spread_bps":1.7,"quote_count":92},{"et_time":"16:40","spread_bps":2.8,"quote_count":148},{"et_time":"17:00","spread_bps":1.4,"quote_count":61},{"et_time":"17:20","spread_bps":3.2,"quote_count":113},{"et_time":"17:40","spread_bps":2.7,"quote_count":60},{"et_time":"18:00","spread_bps":1.2,"quote_count":33},{"et_time":"18:20","spread_bps":2.9,"quote_count":72},{"et_time":"18:40","spread_bps":2.2,"quote_count":77},{"et_time":"19:00","spread_bps":1.1,"quote_count":54},{"et_time":"19:20","spread_bps":2.4,"quote_count":113},{"et_time":"19:40","spread_bps":1.8,"quote_count":110}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 20 MINUTE), '%H:%i') AS et_time,\n    round(avg(toFloat64(ask_price - bid_price) / toFloat64(bid_price) * 10000), 1)                                 AS spread_bps,\n    count()                                                                                                       AS quote_count\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2026-08-14 12:00:00'\n  AND sip_timestamp <  '2026-08-15 00:00:00'\n  AND bid_price > 0\n  AND ask_price > bid_price\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-09-26T15:33:36.003843+00:00","elapsed":0.002428231}