{"slug":"compressing-market-data-zstd-vs-gzip","qid":"intraday_shape","label":"intraday_shape","post_title":"compressing-market-data-zstd-vs-gzip","post_url":"/blog/compressing-market-data-zstd-vs-gzip#q-intraday_shape","columns":["et_time","trade_count","distinct_prices"],"rows":[{"et_time":"04:00","trade_count":6417,"distinct_prices":540},{"et_time":"04:15","trade_count":500,"distinct_prices":117},{"et_time":"04:30","trade_count":128,"distinct_prices":48},{"et_time":"04:45","trade_count":208,"distinct_prices":71},{"et_time":"05:00","trade_count":410,"distinct_prices":78},{"et_time":"05:15","trade_count":305,"distinct_prices":65},{"et_time":"05:30","trade_count":291,"distinct_prices":70},{"et_time":"05:45","trade_count":289,"distinct_prices":52},{"et_time":"06:00","trade_count":289,"distinct_prices":66},{"et_time":"06:15","trade_count":427,"distinct_prices":106},{"et_time":"06:30","trade_count":256,"distinct_prices":48},{"et_time":"06:45","trade_count":448,"distinct_prices":97},{"et_time":"07:00","trade_count":744,"distinct_prices":167},{"et_time":"07:15","trade_count":433,"distinct_prices":124},{"et_time":"07:30","trade_count":581,"distinct_prices":99},{"et_time":"07:45","trade_count":570,"distinct_prices":144},{"et_time":"08:00","trade_count":591,"distinct_prices":165},{"et_time":"08:15","trade_count":706,"distinct_prices":177},{"et_time":"08:30","trade_count":458,"distinct_prices":102},{"et_time":"08:45","trade_count":574,"distinct_prices":133},{"et_time":"09:00","trade_count":713,"distinct_prices":161},{"et_time":"09:15","trade_count":5320,"distinct_prices":376},{"et_time":"09:30","trade_count":58754,"distinct_prices":4989},{"et_time":"09:45","trade_count":32280,"distinct_prices":3340},{"et_time":"10:00","trade_count":38626,"distinct_prices":3725},{"et_time":"10:15","trade_count":35009,"distinct_prices":2749},{"et_time":"10:30","trade_count":38942,"distinct_prices":3031},{"et_time":"10:45","trade_count":35771,"distinct_prices":2670},{"et_time":"11:00","trade_count":34398,"distinct_prices":2789},{"et_time":"11:15","trade_count":32430,"distinct_prices":2552},{"et_time":"11:30","trade_count":30617,"distinct_prices":2024},{"et_time":"11:45","trade_count":30539,"distinct_prices":2114},{"et_time":"12:00","trade_count":29672,"distinct_prices":2281},{"et_time":"12:15","trade_count":16263,"distinct_prices":2161},{"et_time":"12:30","trade_count":16563,"distinct_prices":2158},{"et_time":"12:45","trade_count":15799,"distinct_prices":1970},{"et_time":"13:00","trade_count":12095,"distinct_prices":1426},{"et_time":"13:15","trade_count":10501,"distinct_prices":1137},{"et_time":"13:30","trade_count":11820,"distinct_prices":1531},{"et_time":"13:45","trade_count":13647,"distinct_prices":1286},{"et_time":"14:00","trade_count":13354,"distinct_prices":1393},{"et_time":"14:15","trade_count":13019,"distinct_prices":1488},{"et_time":"14:30","trade_count":13360,"distinct_prices":1248},{"et_time":"14:45","trade_count":13843,"distinct_prices":1293},{"et_time":"15:00","trade_count":13301,"distinct_prices":1515},{"et_time":"15:15","trade_count":17132,"distinct_prices":1686},{"et_time":"15:30","trade_count":21036,"distinct_prices":1802},{"et_time":"15:45","trade_count":64164,"distinct_prices":3439},{"et_time":"16:00","trade_count":1181,"distinct_prices":172},{"et_time":"16:15","trade_count":352,"distinct_prices":86},{"et_time":"16:30","trade_count":289,"distinct_prices":73},{"et_time":"16:45","trade_count":254,"distinct_prices":45},{"et_time":"17:00","trade_count":296,"distinct_prices":31},{"et_time":"17:15","trade_count":174,"distinct_prices":49},{"et_time":"17:30","trade_count":151,"distinct_prices":28},{"et_time":"17:45","trade_count":163,"distinct_prices":40},{"et_time":"18:00","trade_count":355,"distinct_prices":57},{"et_time":"18:15","trade_count":173,"distinct_prices":52},{"et_time":"18:30","trade_count":237,"distinct_prices":52},{"et_time":"18:45","trade_count":202,"distinct_prices":41},{"et_time":"19:00","trade_count":172,"distinct_prices":44},{"et_time":"19:15","trade_count":161,"distinct_prices":37},{"et_time":"19:30","trade_count":425,"distinct_prices":66},{"et_time":"19:45","trade_count":188,"distinct_prices":58}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfFifteenMinutes(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,\n    count()                AS trade_count,\n    countDistinct(price)   AS distinct_prices\nFROM global_markets.stocks_trades\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= toDateTime64('2026-09-15 04:00:00', 9, 'UTC')\n  AND sip_timestamp <  toDateTime64('2026-09-16 04:00:00', 9, 'UTC')\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-09-28T15:16:07.243322+00:00","elapsed":0.002127547}