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PCAP Market Data: How Market Replay Works
Trade prints per second across the electronic day, June 10 2026series · 2026-08-12 · 64×3Preview: a 16-point series, roughly flat. One minute of AAPL quotes, second by second, 09:30 ET on June 10 2026series · 2026-08-12 · 60×3Preview: a 16-point series, roughly flat. Quote messages per trade, 09:30 to 10:00 ET on June 10 2026ranking · 2026-08-12 · 5×3Preview: 5 ranked values, largest first. AAPL quote clocks, SIP stamp minus exchange stamp, 09:30 to 11:00 ET on June 10 2026series · 2026-08-12 · 9×4Preview: a 9-point series, ending higher.
Trade prints per second across the electronic day, June 10 2026

Trade prints per second across the electronic day, June 10 2026

most recentas of series 64×3read in context →
Trade prints per second across the electronic day, June 10 2026 — 64 rows by 3 columns, computed from US exchange, SIP and OPRA data.
et_timeaapl_prints_per_secspy_prints_per_sec
04:0010.453.12
04:150.250.42
04:300.60.36
04:450.710.55
05:000.380.62
05:150.50.6
05:300.440.31
05:450.240.64
06:000.30.26
06:150.340.49
06:300.270.34
06:450.390.42
07:001.069.08
07:150.753.54
07:300.861.96
07:451.061.5
08:000.691.06
08:150.672.25
08:302.0910.79
08:451.262.38
09:001.41.92
09:151.392.06
09:3098.6453.71
09:4555.6747.92
10:0052.9135.23
10:1553.2240.4
10:3062.8441.78
10:454845.44
11:0044.9746.03
11:1543.4840.91
11:3041.5832.51
11:4550.3964.01
12:0041.2430.28
12:1529.8820.18
12:3026.9218.41
12:4526.5519.42
13:0022.3525.52
13:1523.8723.73
13:3024.8624.06
13:4535.1233.37
14:0029.8629.61
14:1525.7724.93
14:3024.3827.96
14:4525.936.23
15:0026.9329.06
15:1533.7246.13
15:3029.748.94
15:4575.53100.76
16:002.298.43
16:151.142.59
16:301.061.5
16:451.231.69
17:001.60.87
17:150.90.52
17:300.851.19
17:450.891.04
18:001.522.49
18:151.090.56
18:301.020.92
18:451.010.98
19:000.891.37
19:151.212.18
19:301.450.89
19:451.230.79
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
$