PCAP Market Data: How Market Replay Works
Trade prints per second across the electronic day, June 10 2026series ·
2026-08-12 · 64×3
One minute of AAPL quotes, second by second, 09:30 ET on June 10 2026series ·
2026-08-12 · 60×3
Quote messages per trade, 09:30 to 10:00 ET on June 10 2026ranking ·
2026-08-12 · 5×3
AAPL quote clocks, SIP stamp minus exchange stamp, 09:30 to 11:00 ET on June 10 2026series ·
2026-08-12 · 9×4
Trade prints per second across the electronic day, June 10 2026
Trade prints per second across the electronic day, June 10 2026
| et_time | aapl_prints_per_sec | spy_prints_per_sec |
|---|---|---|
| 04:00 | 10.45 | 3.12 |
| 04:15 | 0.25 | 0.42 |
| 04:30 | 0.6 | 0.36 |
| 04:45 | 0.71 | 0.55 |
| 05:00 | 0.38 | 0.62 |
| 05:15 | 0.5 | 0.6 |
| 05:30 | 0.44 | 0.31 |
| 05:45 | 0.24 | 0.64 |
| 06:00 | 0.3 | 0.26 |
| 06:15 | 0.34 | 0.49 |
| 06:30 | 0.27 | 0.34 |
| 06:45 | 0.39 | 0.42 |
| 07:00 | 1.06 | 9.08 |
| 07:15 | 0.75 | 3.54 |
| 07:30 | 0.86 | 1.96 |
| 07:45 | 1.06 | 1.5 |
| 08:00 | 0.69 | 1.06 |
| 08:15 | 0.67 | 2.25 |
| 08:30 | 2.09 | 10.79 |
| 08:45 | 1.26 | 2.38 |
| 09:00 | 1.4 | 1.92 |
| 09:15 | 1.39 | 2.06 |
| 09:30 | 98.64 | 53.71 |
| 09:45 | 55.67 | 47.92 |
| 10:00 | 52.91 | 35.23 |
| 10:15 | 53.22 | 40.4 |
| 10:30 | 62.84 | 41.78 |
| 10:45 | 48 | 45.44 |
| 11:00 | 44.97 | 46.03 |
| 11:15 | 43.48 | 40.91 |
| 11:30 | 41.58 | 32.51 |
| 11:45 | 50.39 | 64.01 |
| 12:00 | 41.24 | 30.28 |
| 12:15 | 29.88 | 20.18 |
| 12:30 | 26.92 | 18.41 |
| 12:45 | 26.55 | 19.42 |
| 13:00 | 22.35 | 25.52 |
| 13:15 | 23.87 | 23.73 |
| 13:30 | 24.86 | 24.06 |
| 13:45 | 35.12 | 33.37 |
| 14:00 | 29.86 | 29.61 |
| 14:15 | 25.77 | 24.93 |
| 14:30 | 24.38 | 27.96 |
| 14:45 | 25.9 | 36.23 |
| 15:00 | 26.93 | 29.06 |
| 15:15 | 33.72 | 46.13 |
| 15:30 | 29.7 | 48.94 |
| 15:45 | 75.53 | 100.76 |
| 16:00 | 2.29 | 8.43 |
| 16:15 | 1.14 | 2.59 |
| 16:30 | 1.06 | 1.5 |
| 16:45 | 1.23 | 1.69 |
| 17:00 | 1.6 | 0.87 |
| 17:15 | 0.9 | 0.52 |
| 17:30 | 0.85 | 1.19 |
| 17:45 | 0.89 | 1.04 |
| 18:00 | 1.52 | 2.49 |
| 18:15 | 1.09 | 0.56 |
| 18:30 | 1.02 | 0.92 |
| 18:45 | 1.01 | 0.98 |
| 19:00 | 0.89 | 1.37 |
| 19:15 | 1.21 | 2.18 |
| 19:30 | 1.45 | 0.89 |
| 19:45 | 1.23 | 0.79 |
the exact SQL behind every number
SELECT
formatDateTime(toStartOfInterval(toTimeZone(window_start, 'America/New_York'), INTERVAL 15 MINUTE), '%H:%i') AS et_time,
round(sumIf(transactions, ticker = 'AAPL') / 900, 2) AS aapl_prints_per_sec,
round(sumIf(transactions, ticker = 'SPY') / 900, 2) AS spy_prints_per_sec
FROM global_markets.delayed_stocks_minute_aggs
WHERE ticker IN ('AAPL', 'SPY')
AND window_start >= '2026-06-10 08:00:00'
AND window_start < '2026-06-11 00:00:00'
GROUP BY et_time
ORDER BY et_time
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