{"slug":"trade-condition-codes-explained","qid":"high_watermark","label":"Two versions of the same AAPL session high, fifteen minutes at a time","post_title":"Trade Condition Codes Explained","post_url":"/blog/trade-condition-codes-explained#q-high_watermark","columns":["et_time","tape_high","eligible_high"],"rows":[{"et_time":"09:30","tape_high":302.07,"eligible_high":302.07},{"et_time":"09:45","tape_high":301.54,"eligible_high":301.32},{"et_time":"10:00","tape_high":300.54,"eligible_high":300.52},{"et_time":"10:15","tape_high":300.99,"eligible_high":300.99},{"et_time":"10:30","tape_high":300.7,"eligible_high":300.54},{"et_time":"10:45","tape_high":299.85,"eligible_high":299.85},{"et_time":"11:00","tape_high":298.77,"eligible_high":298.69},{"et_time":"11:15","tape_high":298.15,"eligible_high":298.14},{"et_time":"11:30","tape_high":297.63,"eligible_high":297.46},{"et_time":"11:45","tape_high":298.78,"eligible_high":298.77},{"et_time":"12:00","tape_high":299.16,"eligible_high":299.16},{"et_time":"12:15","tape_high":298.88,"eligible_high":298.88},{"et_time":"12:30","tape_high":301.02,"eligible_high":298.74},{"et_time":"12:45","tape_high":298.53,"eligible_high":298.53},{"et_time":"13:00","tape_high":298.31,"eligible_high":298.22},{"et_time":"13:15","tape_high":297.24,"eligible_high":297.24},{"et_time":"13:30","tape_high":297.13,"eligible_high":297.11},{"et_time":"13:45","tape_high":297.62,"eligible_high":297.6},{"et_time":"14:00","tape_high":311.79,"eligible_high":297.54},{"et_time":"14:15","tape_high":296.53,"eligible_high":296.53},{"et_time":"14:30","tape_high":296.43,"eligible_high":296.42},{"et_time":"14:45","tape_high":296.32,"eligible_high":296.32},{"et_time":"15:00","tape_high":299.24,"eligible_high":295.84},{"et_time":"15:15","tape_high":295.66,"eligible_high":295.65},{"et_time":"15:30","tape_high":295.45,"eligible_high":295.44},{"et_time":"15:45","tape_high":296.22,"eligible_high":296.22}],"shape":"series","sql":"WITH\n    (SELECT groupArray(toInt32(id))\n       FROM global_markets.stocks_condition_codes\n      WHERE asset_class = 'stocks'\n        AND type = 'sale_condition'\n        AND multiSearchAnyCaseInsensitive(name,\n              ['odd lot', 'form t', 'extended trading hours', 'out of sequence',\n               'prior reference', 'derivatively priced', 'average price',\n               'price variation', 'seller'])) AS not_high_low_codes\nSELECT\n    formatDateTime(toStartOfFifteenMinutes(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,\n    round(toFloat64(max(price)), 2)                                              AS tape_high,\n    round(toFloat64(maxIf(price, NOT hasAny(conditions, not_high_low_codes))), 2) AS eligible_high\nFROM global_markets.stocks_trades\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= toDateTime('2026-06-17 08:00:00', 'UTC')\n  AND sip_timestamp <  toDateTime('2026-06-18 00:00:00', 'UTC')\n  AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60\n       + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) >= 570\n  AND (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60\n       + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) < 960\nGROUP BY et_time\nHAVING countIf(NOT hasAny(conditions, not_high_low_codes)) > 0\nORDER BY et_time","computed_at":"2026-08-07T15:25:48.966798+00:00","elapsed":0.003462188}