{"slug":"us-premarket-and-after-hours-india-time","qid":"spread_by_session","label":"spread_by_session","post_title":"us-premarket-and-after-hours-india-time","post_url":"/blog/lang/mr/us-premarket-and-after-hours-india-time#q-spread_by_session","columns":["ticker","premarket_spread_bps","regular_spread_bps","afterhours_spread_bps"],"rows":[{"ticker":"AAPL","premarket_spread_bps":7.54,"regular_spread_bps":1.2,"afterhours_spread_bps":6.31},{"ticker":"KO","premarket_spread_bps":13.58,"regular_spread_bps":1.13,"afterhours_spread_bps":18.19},{"ticker":"MSFT","premarket_spread_bps":8.7,"regular_spread_bps":2.23,"afterhours_spread_bps":7.34},{"ticker":"NVDA","premarket_spread_bps":3.29,"regular_spread_bps":0.93,"afterhours_spread_bps":2.34}],"shape":"ranking","sql":"WITH q AS\n(\n    SELECT\n        ticker,\n        toUInt64(sequence_number) AS seq_w,\n        (toHour(toTimeZone(sip_timestamp, 'America/New_York')) * 60\n         + toMinute(toTimeZone(sip_timestamp, 'America/New_York'))) AS et_min,\n        10000 * (toFloat64(ask_price) - toFloat64(bid_price))\n              / ((toFloat64(ask_price) + toFloat64(bid_price)) / 2)  AS spread_bps\n    FROM global_markets.cache_stocks_quotes\n    WHERE ticker IN ('AAPL', 'KO', 'MSFT', 'NVDA')\n      AND sip_timestamp >= '2026-09-16 08:00:00'\n      AND sip_timestamp <  '2026-09-17 01:00:00'\n      AND bid_price > 0\n      AND ask_price > bid_price\n)\nSELECT\n    ticker,\n    round(quantileDeterministicIf(0.5)(spread_bps, seq_w, et_min >= 240 AND et_min <  570), 2) AS premarket_spread_bps,\n    round(quantileDeterministicIf(0.5)(spread_bps, seq_w, et_min >= 570 AND et_min <  960), 2) AS regular_spread_bps,\n    round(quantileDeterministicIf(0.5)(spread_bps, seq_w, et_min >= 960 AND et_min < 1200), 2) AS afterhours_spread_bps\nFROM q\nGROUP BY ticker\nHAVING countIf(et_min >= 240 AND et_min <  570) > 0\n   AND countIf(et_min >= 960 AND et_min < 1200) > 0\nORDER BY ticker","computed_at":"2026-10-08T15:51:49.663286+00:00","elapsed":0.004922956}