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Trade prints per second through one full session, ET clock

most recentas of 2026-09-24 series 78×2read in context →

Trade prints per second through one full session, ET clock — 78 rows by 2 columns, computed 2026-09-24 from US exchange, SIP and OPRA data.
et_time	trades_per_second
09:30	109.5
09:35	48.6
09:40	37.5
09:45	38.7
09:50	31.7
09:55	37.2
10:00	45.4
10:05	42.2
10:10	41.1
10:15	36.9
10:20	41.2
10:25	38.7
10:30	44.7
10:35	39.4
10:40	45.6
10:45	35.7
10:50	38.9
10:55	44.6
11:00	38.2
11:05	36.6
11:10	39.8
11:15	37
11:20	36.4
11:25	34.7
11:30	34.9
11:35	32.3
11:40	34.8
11:45	31.6
11:50	36.3
11:55	33.9
12:00	31.6
12:05	35.8
12:10	31.6
12:15	16.2
12:20	21.6
12:25	16.4
12:30	17.1
12:35	19.1
12:40	19.1
12:45	17.7
12:50	17.2
12:55	17.8
13:00	14.3
13:05	14.2
13:10	11.8
13:15	10.7
13:20	11.5
13:25	12.8
13:30	15.1
13:35	12.5
13:40	11.8
13:45	14.5
13:50	12.6
13:55	18.5
14:00	15.2
14:05	15
14:10	14.3
14:15	14.3
14:20	14
14:25	15.1
14:30	12.8
14:35	14.9
14:40	16.8
14:45	15
14:50	14.9
14:55	16.3
15:00	14.7
15:05	14.2
15:10	15.3
15:15	20.7
15:20	18.1
15:25	18.3
15:30	22.9
15:35	21.7
15:40	25.6
15:45	29.3
15:50	72.7
15:55	112

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfFiveMinute(toTimeZone(window_start, 'America/New_York')), '%H:%i') AS et_time,
    round(sum(transactions) / 300, 1)                                                          AS trades_per_second
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker = 'AAPL'
  AND window_start >= '2026-09-15 13:30:00'
  AND window_start <  '2026-09-15 20:00:00'
GROUP BY et_time
ORDER BY et_time

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