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NVDA quote updates per second, grouped by how busy the second was

most recentas of 2026-10-09 ranking 5×3read in context →

NVDA quote updates per second, grouped by how busy the second was — 5 rows by 3 columns, computed 2026-10-09 from US exchange, SIP and OPRA data.
updates_in_the_second	share_of_seconds_pct	share_of_messages_pct
1 update	0.2	0
2 to 5	1.7	0.1
6 to 20	8.1	1.3
21 to 100	62.4	42.9
over 100	27.6	55.8

the exact SQL behind every number

WITH
    per_second AS
    (
        SELECT
            toDateTime(sip_timestamp) AS second_bucket,
            count()                   AS messages
        FROM global_markets.cache_stocks_quotes
        WHERE ticker = 'NVDA'
          AND sip_timestamp >= '2026-09-15 13:30:00'
          AND sip_timestamp <  '2026-09-15 15:30:00'
        GROUP BY second_bucket
    ),
    totals AS
    (
        SELECT
            count()       AS second_count,
            sum(messages) AS message_count
        FROM per_second
    )
SELECT
    multiIf(messages = 1,    '1 update',
            messages <= 5,   '2 to 5',
            messages <= 20,  '6 to 20',
            messages <= 100, '21 to 100',
            'over 100')                                                  AS updates_in_the_second,
    round(100.0 * count() / (SELECT second_count FROM totals), 1)         AS share_of_seconds_pct,
    round(100.0 * sum(messages) / (SELECT message_count FROM totals), 1) AS share_of_messages_pct
FROM per_second
GROUP BY updates_in_the_second
ORDER BY min(messages)

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