{"slug":"latency-models-in-hft-backtests","qid":"session_speed","label":"session_speed","post_title":"latency-models-in-hft-backtests","post_url":"/blog/latency-models-in-hft-backtests#q-session_speed","columns":["et_time","trades_per_second"],"rows":[{"et_time":"09:30","trades_per_second":109.5},{"et_time":"09:35","trades_per_second":48.6},{"et_time":"09:40","trades_per_second":37.5},{"et_time":"09:45","trades_per_second":38.7},{"et_time":"09:50","trades_per_second":31.7},{"et_time":"09:55","trades_per_second":37.2},{"et_time":"10:00","trades_per_second":45.4},{"et_time":"10:05","trades_per_second":42.2},{"et_time":"10:10","trades_per_second":41.1},{"et_time":"10:15","trades_per_second":36.9},{"et_time":"10:20","trades_per_second":41.2},{"et_time":"10:25","trades_per_second":38.7},{"et_time":"10:30","trades_per_second":44.7},{"et_time":"10:35","trades_per_second":39.4},{"et_time":"10:40","trades_per_second":45.6},{"et_time":"10:45","trades_per_second":35.7},{"et_time":"10:50","trades_per_second":38.9},{"et_time":"10:55","trades_per_second":44.6},{"et_time":"11:00","trades_per_second":38.2},{"et_time":"11:05","trades_per_second":36.6},{"et_time":"11:10","trades_per_second":39.8},{"et_time":"11:15","trades_per_second":37},{"et_time":"11:20","trades_per_second":36.4},{"et_time":"11:25","trades_per_second":34.7},{"et_time":"11:30","trades_per_second":34.9},{"et_time":"11:35","trades_per_second":32.3},{"et_time":"11:40","trades_per_second":34.8},{"et_time":"11:45","trades_per_second":31.6},{"et_time":"11:50","trades_per_second":36.3},{"et_time":"11:55","trades_per_second":33.9},{"et_time":"12:00","trades_per_second":31.6},{"et_time":"12:05","trades_per_second":35.8},{"et_time":"12:10","trades_per_second":31.6},{"et_time":"12:15","trades_per_second":16.2},{"et_time":"12:20","trades_per_second":21.6},{"et_time":"12:25","trades_per_second":16.4},{"et_time":"12:30","trades_per_second":17.1},{"et_time":"12:35","trades_per_second":19.1},{"et_time":"12:40","trades_per_second":19.1},{"et_time":"12:45","trades_per_second":17.7},{"et_time":"12:50","trades_per_second":17.2},{"et_time":"12:55","trades_per_second":17.8},{"et_time":"13:00","trades_per_second":14.3},{"et_time":"13:05","trades_per_second":14.2},{"et_time":"13:10","trades_per_second":11.8},{"et_time":"13:15","trades_per_second":10.7},{"et_time":"13:20","trades_per_second":11.5},{"et_time":"13:25","trades_per_second":12.8},{"et_time":"13:30","trades_per_second":15.1},{"et_time":"13:35","trades_per_second":12.5},{"et_time":"13:40","trades_per_second":11.8},{"et_time":"13:45","trades_per_second":14.5},{"et_time":"13:50","trades_per_second":12.6},{"et_time":"13:55","trades_per_second":18.5},{"et_time":"14:00","trades_per_second":15.2},{"et_time":"14:05","trades_per_second":15},{"et_time":"14:10","trades_per_second":14.3},{"et_time":"14:15","trades_per_second":14.3},{"et_time":"14:20","trades_per_second":14},{"et_time":"14:25","trades_per_second":15.1},{"et_time":"14:30","trades_per_second":12.8},{"et_time":"14:35","trades_per_second":14.9},{"et_time":"14:40","trades_per_second":16.8},{"et_time":"14:45","trades_per_second":15},{"et_time":"14:50","trades_per_second":14.9},{"et_time":"14:55","trades_per_second":16.3},{"et_time":"15:00","trades_per_second":14.7},{"et_time":"15:05","trades_per_second":14.2},{"et_time":"15:10","trades_per_second":15.3},{"et_time":"15:15","trades_per_second":20.7},{"et_time":"15:20","trades_per_second":18.1},{"et_time":"15:25","trades_per_second":18.3},{"et_time":"15:30","trades_per_second":22.9},{"et_time":"15:35","trades_per_second":21.7},{"et_time":"15:40","trades_per_second":25.6},{"et_time":"15:45","trades_per_second":29.3},{"et_time":"15:50","trades_per_second":72.7},{"et_time":"15:55","trades_per_second":112}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfFiveMinute(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS et_time,\n    round(sum(transactions) / 300, 1)                                                          AS trades_per_second\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker = 'AAPL'\n  AND window_start >= '2026-09-15 13:30:00'\n  AND window_start <  '2026-09-15 20:00:00'\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-09-24T15:00:47.986226+00:00","elapsed":0.002199404}