{"slug":"when-historical-market-data-is-revised","qid":"session_clock","label":"session_clock","post_title":"when-historical-market-data-is-revised","post_url":"/blog/when-historical-market-data-is-revised#q-session_clock","columns":["et_hour","minute_bars","pct_of_shares"],"rows":[{"et_hour":"04:00","minute_bars":629,"pct_of_shares":0.11},{"et_hour":"05:00","minute_bars":490,"pct_of_shares":0.08},{"et_hour":"06:00","minute_bars":631,"pct_of_shares":0.13},{"et_hour":"07:00","minute_bars":835,"pct_of_shares":0.22},{"et_hour":"08:00","minute_bars":1069,"pct_of_shares":1.44},{"et_hour":"09:00","minute_bars":1181,"pct_of_shares":17.65},{"et_hour":"10:00","minute_bars":1200,"pct_of_shares":15.49},{"et_hour":"11:00","minute_bars":1200,"pct_of_shares":11.31},{"et_hour":"12:00","minute_bars":1200,"pct_of_shares":8.7},{"et_hour":"13:00","minute_bars":1200,"pct_of_shares":7.62},{"et_hour":"14:00","minute_bars":1200,"pct_of_shares":9.67},{"et_hour":"15:00","minute_bars":1200,"pct_of_shares":20.51},{"et_hour":"16:00","minute_bars":1030,"pct_of_shares":5.57},{"et_hour":"17:00","minute_bars":771,"pct_of_shares":1.11},{"et_hour":"18:00","minute_bars":741,"pct_of_shares":0.29},{"et_hour":"19:00","minute_bars":591,"pct_of_shares":0.1}],"shape":"ranking","sql":"WITH tape AS\n(\n    SELECT\n        toTimeZone(window_start, 'America/New_York') AS et,\n        volume\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'AAPL'\n      AND window_start >= '2026-01-01 05:00:00'\n      AND window_start <  '2026-02-01 05:00:00'\n)\nSELECT\n    formatDateTime(et, '%H:00')                                  AS et_hour,\n    count()                                                      AS minute_bars,\n    round(100 * sum(volume) / (SELECT sum(volume) FROM tape), 2) AS pct_of_shares\nFROM tape\nGROUP BY et_hour\nORDER BY et_hour","computed_at":"2026-10-02T15:08:09.328647+00:00","elapsed":0.002370525}