order-book — 3 answered market questions

AAPL quote updates per three second interval, by Eastern clock hour (16 September 2026)

most recentas of 2026-10-07 ranking 16×3read in context →

AAPL quote updates per three second interval, by Eastern clock hour (16 September 2026) — 16 rows by 3 columns, computed 2026-10-07 from US exchange, SIP and OPRA data.
et_hour	quote_updates_thousands	updates_per_3s_window
04:00	1.2	4.1
05:00	0.5	2.2
06:00	0.4	2.5
07:00	1.4	4
08:00	0.7	3
09:00	104.4	105.8
10:00	80.3	67.4
11:00	69.2	58.1
12:00	43.7	37
13:00	43.6	37
14:00	122.5	102.2
15:00	164.4	137
16:00	0.9	3.3
17:00	0.3	3.3
18:00	0.8	4
19:00	6.7	21.3

the exact SQL behind every number

SELECT
    formatDateTime(toStartOfHour(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_hour,
    round(count() / 1000.0, 1)                                                            AS quote_updates_thousands,
    round(count() / uniqExact(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 3 SECOND)), 1) AS updates_per_3s_window
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'AAPL'
  AND sip_timestamp >= '2026-09-16 08:00:00'
  AND sip_timestamp <  '2026-09-17 00:00:00'
GROUP BY et_hour
ORDER BY et_hour

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