{"slug":"market-data-licensing-for-app-developers","qid":"quote_firehose","label":"quote_firehose","post_title":"market-data-licensing-for-app-developers","post_url":"/blog/market-data-licensing-for-app-developers#q-quote_firehose","columns":["et_hour","quote_message_count","messages_readable","avg_spread"],"rows":[{"et_hour":"09:00","quote_message_count":115568,"messages_readable":"115.57 thousand","avg_spread":0.0391},{"et_hour":"10:00","quote_message_count":213956,"messages_readable":"213.96 thousand","avg_spread":0.0294},{"et_hour":"11:00","quote_message_count":183386,"messages_readable":"183.39 thousand","avg_spread":0.0251},{"et_hour":"12:00","quote_message_count":162777,"messages_readable":"162.78 thousand","avg_spread":0.0241},{"et_hour":"13:00","quote_message_count":115644,"messages_readable":"115.64 thousand","avg_spread":0.0211},{"et_hour":"14:00","quote_message_count":89692,"messages_readable":"89.69 thousand","avg_spread":0.0191},{"et_hour":"15:00","quote_message_count":197483,"messages_readable":"197.48 thousand","avg_spread":0.0187}],"shape":"ranking","sql":"SELECT\n    formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_hour,\n    count()                                                    AS quote_message_count,\n    formatReadableQuantity(count())                            AS messages_readable,\n    round(avg(toFloat64(ask_price) - toFloat64(bid_price)), 4)  AS avg_spread\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2026-06-16 13:30:00'\n  AND sip_timestamp <  '2026-06-16 20:00:00'\n  AND ask_price > 0\n  AND bid_price > 0\nGROUP BY et_hour\nORDER BY et_hour","computed_at":"2026-10-03T15:11:42.811942+00:00","elapsed":0.002065571}