{"slug":"what-historical-tick-data-costs","qid":"intraday_shape","label":"intraday_shape","post_title":"what-historical-tick-data-costs","post_url":"/blog/what-historical-tick-data-costs#q-intraday_shape","columns":["et_hour","spy_trade_thousands"],"rows":[{"et_hour":"04:00","spy_trade_thousands":2.4},{"et_hour":"05:00","spy_trade_thousands":0.5},{"et_hour":"06:00","spy_trade_thousands":0.4},{"et_hour":"07:00","spy_trade_thousands":1.2},{"et_hour":"08:00","spy_trade_thousands":11.8},{"et_hour":"09:00","spy_trade_thousands":67.8},{"et_hour":"10:00","spy_trade_thousands":93.2},{"et_hour":"11:00","spy_trade_thousands":70.4},{"et_hour":"12:00","spy_trade_thousands":53.4},{"et_hour":"13:00","spy_trade_thousands":49.6},{"et_hour":"14:00","spy_trade_thousands":50.6},{"et_hour":"15:00","spy_trade_thousands":107.7},{"et_hour":"16:00","spy_trade_thousands":5.3},{"et_hour":"17:00","spy_trade_thousands":1.3},{"et_hour":"18:00","spy_trade_thousands":1.2},{"et_hour":"19:00","spy_trade_thousands":0.7}],"shape":"ranking","sql":"SELECT\n    formatDateTime(toStartOfHour(toTimeZone(window_start, 'America/New_York')), '%H:00') AS et_hour,\n    round(sum(transactions) / 1000, 1)                                                   AS spy_trade_thousands\nFROM global_markets.delayed_stocks_minute_aggs\nWHERE ticker = 'SPY'\n  AND window_start >= toDateTime('2026-08-19 08:00:00')\n  AND window_start <  toDateTime('2026-08-20 08:00:00')\nGROUP BY et_hour\nORDER BY et_hour","computed_at":"2026-09-24T15:31:36.510059+00:00","elapsed":0.001958262}