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Paper Trading Before Real Money
One session shape: median quoted spread by half-hour bucket, Ford (F), recent completed sessionsseries · 2026-08-22 · 13×3Preview: a 13-point series, ending lower. Five years of sessions: share closing above the open, typical move, and the extremes (SPY, 2021-2025)table · 2026-08-22 · 5×6 What a real fill costs: median quoted spread in bps of the midpoint, regular hours, recent completed sessionsranking · 2026-08-22 · 6×4Preview: 6 ranked values, smallest first.
One session shape: median quoted spread by half-hour bucket, Ford (F), recent completed sessions

One session shape: median quoted spread by half-hour bucket, Ford (F), recent completed sessions

most recentas of series 13×3read in context →
One session shape: median quoted spread by half-hour bucket, Ford (F), recent completed sessions — 13 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timespread_bpsquote_updates_m
09:307.160.06
10:007.150.07
10:307.160.04
11:007.190.04
11:307.190.03
12:007.080.02
12:307.060.02
13:007.180.02
13:307.190.02
14:007.080.03
14:307.10.02
15:007.140.03
15:307.160.05
the exact SQL behind every number 
SELECT formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,
       round(quantileExactIf(0.5)(toFloat64(ask_price - bid_price) / (toFloat64(ask_price + bid_price) / 2), bid_price > 0 AND ask_price > bid_price) * 10000, 2) AS spread_bps,
       round(count() / 1e6, 2) AS quote_updates_m
FROM global_markets.cache_stocks_quotes
WHERE ticker = 'F'
  AND sip_timestamp >= toDateTime(today() - 10)
  AND sip_timestamp < toDateTime(today() - 3)
  AND (toHour(sip_timestamp) * 60 + toMinute(sip_timestamp)) BETWEEN 810 AND 1199
GROUP BY et_time
ORDER BY et_time
More from this analysisPaper Trading Before Real Money
What a real fill costs: median quoted spread in bps of the midpoint, regular hours, recent completed sessions ranking 6×4 → Five years of sessions: share closing above the open, typical move, and the extremes (SPY, 2021-2025) table 5×6 → SPY realised volatility by month against a 10% target series 72×4 → AAPL median quoted spread by 30-minute bucket (ET, extended hours included) series 32×2 → See all 2,173 queries →
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