{"slug":"level-1-vs-level-2-market-data","qid":"traded_ladder","label":"Executed volume by price level: the traded ladder (KO, 30 minutes)","post_title":"Level 1 vs Level 2 vs Level 3 Market Data","post_url":"/blog/level-1-vs-level-2-market-data#q-traded_ladder","columns":["price_level","shares_thousands","prints"],"rows":[{"price_level":"79.42","shares_thousands":0.1,"prints":3},{"price_level":"79.43","shares_thousands":0.1,"prints":4},{"price_level":"79.44","shares_thousands":0.4,"prints":8},{"price_level":"79.45","shares_thousands":1.1,"prints":19},{"price_level":"79.46","shares_thousands":1.2,"prints":20},{"price_level":"79.47","shares_thousands":1.9,"prints":115},{"price_level":"79.48","shares_thousands":2.4,"prints":105},{"price_level":"79.49","shares_thousands":12.6,"prints":189},{"price_level":"79.5","shares_thousands":16.6,"prints":497},{"price_level":"79.51","shares_thousands":12.1,"prints":880},{"price_level":"79.52","shares_thousands":20.7,"prints":1016},{"price_level":"79.53","shares_thousands":36.6,"prints":395},{"price_level":"79.54","shares_thousands":16.8,"prints":735},{"price_level":"79.55","shares_thousands":12.4,"prints":612},{"price_level":"79.56","shares_thousands":16.5,"prints":855},{"price_level":"79.57","shares_thousands":8.3,"prints":743},{"price_level":"79.58","shares_thousands":16.5,"prints":816},{"price_level":"79.59","shares_thousands":8.6,"prints":1060},{"price_level":"79.6","shares_thousands":5.8,"prints":660},{"price_level":"79.61","shares_thousands":0.7,"prints":25},{"price_level":"79.62","shares_thousands":1.5,"prints":15},{"price_level":"79.63","shares_thousands":0.8,"prints":65},{"price_level":"79.64","shares_thousands":0.4,"prints":74},{"price_level":"79.65","shares_thousands":1.9,"prints":55},{"price_level":"79.66","shares_thousands":10,"prints":434},{"price_level":"79.67","shares_thousands":1.9,"prints":281},{"price_level":"79.68","shares_thousands":1.2,"prints":119},{"price_level":"79.69","shares_thousands":0.2,"prints":32},{"price_level":"79.7","shares_thousands":6.2,"prints":42},{"price_level":"79.71","shares_thousands":1.8,"prints":74},{"price_level":"79.72","shares_thousands":5.3,"prints":248},{"price_level":"79.73","shares_thousands":5.5,"prints":253},{"price_level":"79.74","shares_thousands":7.3,"prints":377},{"price_level":"79.75","shares_thousands":4.6,"prints":395},{"price_level":"79.76","shares_thousands":7.2,"prints":358},{"price_level":"79.77","shares_thousands":3.1,"prints":80},{"price_level":"79.78","shares_thousands":1.1,"prints":90},{"price_level":"79.79","shares_thousands":1.3,"prints":59},{"price_level":"79.8","shares_thousands":8.8,"prints":301},{"price_level":"79.81","shares_thousands":0.1,"prints":2},{"price_level":"79.82","shares_thousands":4.7,"prints":73},{"price_level":"79.83","shares_thousands":8.2,"prints":300},{"price_level":"79.84","shares_thousands":18.7,"prints":587},{"price_level":"79.85","shares_thousands":14.8,"prints":866},{"price_level":"79.86","shares_thousands":23.9,"prints":1430},{"price_level":"79.87","shares_thousands":11.4,"prints":953},{"price_level":"79.88","shares_thousands":23.4,"prints":1097},{"price_level":"79.89","shares_thousands":23.4,"prints":1058},{"price_level":"79.9","shares_thousands":29.3,"prints":1404},{"price_level":"79.91","shares_thousands":24.3,"prints":1743},{"price_level":"79.92","shares_thousands":28.9,"prints":1964},{"price_level":"79.93","shares_thousands":18.8,"prints":1693},{"price_level":"79.94","shares_thousands":100.8,"prints":1856},{"price_level":"79.95","shares_thousands":23.1,"prints":1577},{"price_level":"79.96","shares_thousands":20.8,"prints":1948},{"price_level":"79.97","shares_thousands":17.1,"prints":687},{"price_level":"79.98","shares_thousands":4.1,"prints":307},{"price_level":"79.99","shares_thousands":0.7,"prints":39},{"price_level":"80","shares_thousands":6.5,"prints":198},{"price_level":"80.01","shares_thousands":2.1,"prints":35},{"price_level":"80.02","shares_thousands":6.8,"prints":78},{"price_level":"80.03","shares_thousands":8.2,"prints":96},{"price_level":"80.04","shares_thousands":0.8,"prints":10}],"shape":"table","sql":"SELECT\n    toString(px)             AS price_level,\n    round(sum(sz) / 1000, 1) AS shares_thousands,\n    count()                  AS prints\nFROM\n(\n    SELECT\n        round(toFloat64(price), 2) AS px,\n        toFloat64(size)            AS sz\n    FROM global_markets.stocks_trades\n    WHERE ticker = 'KO'\n      AND sip_timestamp >= '2026-06-17 14:30:00'\n      AND sip_timestamp <  '2026-06-17 15:00:00'\n      AND price > 0\n      AND size > 0\n)\nGROUP BY px\nORDER BY px","computed_at":"2026-08-07T15:34:40.967017+00:00","elapsed":0.002186171}