{"slug":"can-you-cancel-a-limit-order","qid":"quote_churn","label":"How often the best quote changed, fifteen minute buckets, Sep 15 2026","post_title":"Can You Cancel a Limit Order Before It Fills","post_url":"/blog/can-you-cancel-a-limit-order#q-quote_churn","columns":["et_time","aapl_quote_updates_per_sec","ko_quote_updates_per_sec"],"rows":[{"et_time":"09:30","aapl_quote_updates_per_sec":65.5,"ko_quote_updates_per_sec":19.3},{"et_time":"09:45","aapl_quote_updates_per_sec":44.4,"ko_quote_updates_per_sec":24.2},{"et_time":"10:00","aapl_quote_updates_per_sec":45.6,"ko_quote_updates_per_sec":25.2},{"et_time":"10:15","aapl_quote_updates_per_sec":33.7,"ko_quote_updates_per_sec":22.3},{"et_time":"10:30","aapl_quote_updates_per_sec":34,"ko_quote_updates_per_sec":17.2},{"et_time":"10:45","aapl_quote_updates_per_sec":37.5,"ko_quote_updates_per_sec":20.3},{"et_time":"11:00","aapl_quote_updates_per_sec":38.7,"ko_quote_updates_per_sec":18.2},{"et_time":"11:15","aapl_quote_updates_per_sec":25,"ko_quote_updates_per_sec":13.9},{"et_time":"11:30","aapl_quote_updates_per_sec":25.4,"ko_quote_updates_per_sec":11.2},{"et_time":"11:45","aapl_quote_updates_per_sec":27.8,"ko_quote_updates_per_sec":12.9},{"et_time":"12:00","aapl_quote_updates_per_sec":25.1,"ko_quote_updates_per_sec":12.1},{"et_time":"12:15","aapl_quote_updates_per_sec":24.2,"ko_quote_updates_per_sec":14.5},{"et_time":"12:30","aapl_quote_updates_per_sec":21.4,"ko_quote_updates_per_sec":9.5},{"et_time":"12:45","aapl_quote_updates_per_sec":20.9,"ko_quote_updates_per_sec":11.1},{"et_time":"13:00","aapl_quote_updates_per_sec":18.8,"ko_quote_updates_per_sec":10.2},{"et_time":"13:15","aapl_quote_updates_per_sec":17.6,"ko_quote_updates_per_sec":8.8},{"et_time":"13:30","aapl_quote_updates_per_sec":19,"ko_quote_updates_per_sec":6.5},{"et_time":"13:45","aapl_quote_updates_per_sec":18.1,"ko_quote_updates_per_sec":6.4},{"et_time":"14:00","aapl_quote_updates_per_sec":19.4,"ko_quote_updates_per_sec":8.4},{"et_time":"14:15","aapl_quote_updates_per_sec":19.8,"ko_quote_updates_per_sec":6.2},{"et_time":"14:30","aapl_quote_updates_per_sec":20.3,"ko_quote_updates_per_sec":6.2},{"et_time":"14:45","aapl_quote_updates_per_sec":20.4,"ko_quote_updates_per_sec":5.9},{"et_time":"15:00","aapl_quote_updates_per_sec":17.1,"ko_quote_updates_per_sec":5.5},{"et_time":"15:15","aapl_quote_updates_per_sec":20.8,"ko_quote_updates_per_sec":5.4},{"et_time":"15:30","aapl_quote_updates_per_sec":23.6,"ko_quote_updates_per_sec":7.2},{"et_time":"15:45","aapl_quote_updates_per_sec":66,"ko_quote_updates_per_sec":16}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfFifteenMinutes(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,\n    round(countIf(ticker = 'AAPL') / 900, 1) AS aapl_quote_updates_per_sec,\n    round(countIf(ticker = 'KO')   / 900, 1) AS ko_quote_updates_per_sec\nFROM global_markets.cache_stocks_quotes\nWHERE ticker IN ('AAPL', 'KO')\n  AND sip_timestamp >= '2026-09-15 13:30:00'\n  AND sip_timestamp <  '2026-09-15 20:00:00'\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-10-05T14:56:18.332941+00:00","elapsed":0.002169309}