The busiest price and size pairing, half hour by half hour

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH top_level AS
(
    SELECT
        price,
        size
    FROM global_markets.stocks_trades
    WHERE ticker = 'AAPL'
      AND sip_timestamp >= toDateTime('2026-06-17 04:00:00', 'UTC')
      AND sip_timestamp <  toDateTime('2026-06-18 04:00:00', 'UTC')
      AND size >= 200
    GROUP BY price, size
    ORDER BY count() DESC, size DESC, price DESC
    LIMIT 1
)
SELECT
    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
    count()                                    AS prints,
    sum(count()) OVER (ORDER BY et_time)       AS cum_prints
FROM global_markets.stocks_trades
WHERE ticker = 'AAPL'
  AND sip_timestamp >= toDateTime('2026-06-17 04:00:00', 'UTC')
  AND sip_timestamp <  toDateTime('2026-06-18 04:00:00', 'UTC')
  AND (price, size) IN (SELECT price, size FROM top_level)
GROUP BY et_time
ORDER BY et_time