{"slug":"what-historical-tick-data-costs","qid":"trades_vs_quotes","label":"trades_vs_quotes","post_title":"what-historical-tick-data-costs","post_url":"/blog/what-historical-tick-data-costs#q-trades_vs_quotes","columns":["symbol","trade_millions","quote_millions","quotes_per_trade"],"rows":[{"symbol":"NVDA","trade_millions":2.05,"quote_millions":2.11,"quotes_per_trade":1},{"symbol":"AAPL","trade_millions":0.9,"quote_millions":1.2,"quotes_per_trade":1.3},{"symbol":"SPY","trade_millions":0.52,"quote_millions":3.05,"quotes_per_trade":5.9},{"symbol":"MSFT","trade_millions":0.41,"quote_millions":0.31,"quotes_per_trade":0.8},{"symbol":"KO","trade_millions":0.29,"quote_millions":0.47,"quotes_per_trade":1.6}],"shape":"ranking","sql":"SELECT\n    t.symbol                      AS symbol,\n    round(t.trades / 1e6, 2)      AS trade_millions,\n    round(q.quotes / 1e6, 2)      AS quote_millions,\n    round(q.quotes / t.trades, 1) AS quotes_per_trade\nFROM\n(\n    SELECT\n        ticker  AS symbol,\n        count() AS trades\n    FROM global_markets.stocks_trades\n    WHERE ticker IN ('SPY', 'AAPL', 'NVDA', 'MSFT', 'KO')\n      AND sip_timestamp >= toDateTime('2026-08-19 08:00:00')\n      AND sip_timestamp <  toDateTime('2026-08-20 08:00:00')\n    GROUP BY ticker\n) AS t\nINNER JOIN\n(\n    SELECT\n        ticker  AS symbol,\n        count() AS quotes\n    FROM global_markets.cache_stocks_quotes\n    WHERE ticker IN ('SPY', 'AAPL', 'NVDA', 'MSFT', 'KO')\n      AND sip_timestamp >= toDateTime('2026-08-19 08:00:00')\n      AND sip_timestamp <  toDateTime('2026-08-20 08:00:00')\n    GROUP BY ticker\n) AS q ON q.symbol = t.symbol\nORDER BY trade_millions DESC","computed_at":"2026-09-24T15:31:36.212382+00:00","elapsed":0.00337865}