The same twelve prints, ranked by venue clock and by tape clock

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
    burst AS
    (
        SELECT intDiv(toUnixTimestamp64Nano(participant_timestamp), 10000000) AS slice_10ms
        FROM global_markets.stocks_trades
        WHERE ticker = 'AAPL'
          AND sip_timestamp >= '2026-06-10 14:30:00'
          AND sip_timestamp <  '2026-06-10 15:00:00'
          AND ifNull(toUnixTimestamp64Nano(trf_timestamp), 0) = 0
        GROUP BY slice_10ms
        ORDER BY count() DESC, slice_10ms ASC
        LIMIT 1
    ),
    sample AS
    (
        SELECT
            participant_timestamp,
            sip_timestamp,
            toUInt64(sequence_number) AS seq,
            toUnixTimestamp64Nano(sip_timestamp)
              - toUnixTimestamp64Nano(participant_timestamp) AS lag_ns
        FROM global_markets.stocks_trades
        WHERE ticker = 'AAPL'
          AND sip_timestamp >= '2026-06-10 14:30:00'
          AND sip_timestamp <  '2026-06-10 15:00:00'
          AND ifNull(toUnixTimestamp64Nano(trf_timestamp), 0) = 0
          AND intDiv(toUnixTimestamp64Nano(participant_timestamp), 10000000)
              IN (SELECT slice_10ms FROM burst)
        ORDER BY participant_timestamp ASC, seq ASC
        LIMIT 12
    ),
    ranked AS
    (
        SELECT
            participant_timestamp,
            sip_timestamp,
            lag_ns,
            row_number() OVER (ORDER BY participant_timestamp ASC, seq ASC) AS participant_rank,
            row_number() OVER (ORDER BY sip_timestamp ASC, seq ASC)         AS sip_rank
        FROM sample
    )
SELECT
    concat('P', leftPad(toString(participant_rank), 2, '0')) AS print_label,
    concat(formatDateTime(toTimeZone(participant_timestamp, 'America/New_York'), '%H:%i:%S'), '.',
           leftPad(toString(intDiv(toUnixTimestamp64Nano(participant_timestamp) % 1000000000, 1000)), 6, '0')) AS venue_clock_et,
    concat(formatDateTime(toTimeZone(sip_timestamp, 'America/New_York'), '%H:%i:%S'), '.',
           leftPad(toString(intDiv(toUnixTimestamp64Nano(sip_timestamp) % 1000000000, 1000)), 6, '0'))         AS tape_clock_et,
    participant_rank,
    sip_rank,
    abs(toInt32(sip_rank) - toInt32(participant_rank)) AS places_moved,
    round(lag_ns / 1000, 1)                            AS sip_lag_delta_us
FROM ranked
ORDER BY places_moved DESC, participant_rank ASC