cancels — 4 answered market questions

How often the best quote changed, fifteen minute buckets, Sep 15 2026

most recentas of 2026-10-05 series 26×3read in context →

How often the best quote changed, fifteen minute buckets, Sep 15 2026 — 26 rows by 3 columns, computed 2026-10-05 from US exchange, SIP and OPRA data.
et_time	aapl_quote_updates_per_sec	ko_quote_updates_per_sec
09:30	65.5	19.3
09:45	44.4	24.2
10:00	45.6	25.2
10:15	33.7	22.3
10:30	34	17.2
10:45	37.5	20.3
11:00	38.7	18.2
11:15	25	13.9
11:30	25.4	11.2
11:45	27.8	12.9
12:00	25.1	12.1
12:15	24.2	14.5
12:30	21.4	9.5
12:45	20.9	11.1
13:00	18.8	10.2
13:15	17.6	8.8
13:30	19	6.5
13:45	18.1	6.4
14:00	19.4	8.4
14:15	19.8	6.2
14:30	20.3	6.2
14:45	20.4	5.9
15:00	17.1	5.5
15:15	20.8	5.4
15:30	23.6	7.2
15:45	66	16

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfFifteenMinutes(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,
    round(countIf(ticker = 'AAPL') / 900, 1) AS aapl_quote_updates_per_sec,
    round(countIf(ticker = 'KO')   / 900, 1) AS ko_quote_updates_per_sec
FROM global_markets.cache_stocks_quotes
WHERE ticker IN ('AAPL', 'KO')
  AND sip_timestamp >= '2026-09-15 13:30:00'
  AND sip_timestamp <  '2026-09-15 20:00:00'
GROUP BY et_time
ORDER BY et_time

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