{"slug":"how-long-a-market-order-takes-to-fill","qid":"liquidity_and_print_gaps","label":"liquidity_and_print_gaps","post_title":"how-long-a-market-order-takes-to-fill","post_url":"/blog/how-long-a-market-order-takes-to-fill#q-liquidity_and_print_gaps","columns":["print_count_bucket","names","median_seconds_between_prints"],"rows":[{"print_count_bucket":"1. under 100 prints","names":3357,"median_seconds_between_prints":731.2},{"print_count_bucket":"2. 100 to 999 prints","names":3472,"median_seconds_between_prints":79.3},{"print_count_bucket":"3. 1,000 to 9,999 prints","names":3008,"median_seconds_between_prints":6.8},{"print_count_bucket":"4. 10,000 to 99,999 prints","names":2529,"median_seconds_between_prints":1.1},{"print_count_bucket":"5. 100,000 prints or more","names":185,"median_seconds_between_prints":0.2}],"shape":"ranking","sql":"SELECT\n    multiIf(session_prints <    100, '1. under 100 prints',\n            session_prints <   1000, '2. 100 to 999 prints',\n            session_prints <  10000, '3. 1,000 to 9,999 prints',\n            session_prints < 100000, '4. 10,000 to 99,999 prints',\n                                     '5. 100,000 prints or more')  AS print_count_bucket,\n    count()                                                        AS names,\n    round(23400.0 / quantileDeterministic(0.5)(\n        toFloat64(session_prints), cityHash64(ticker)), 1)          AS median_seconds_between_prints\nFROM\n(\n    SELECT\n        ticker,\n        max(transactions) AS session_prints\n    FROM global_markets.stocks_daily_aggs\n    WHERE date = '2026-09-16'\n      AND transactions > 0\n      AND ifNull(otc, 0) = 0\n      AND ticker NOT IN ('SPCX')\n    GROUP BY ticker\n)\nGROUP BY print_count_bucket\nORDER BY print_count_bucket","computed_at":"2026-10-02T15:05:40.075407+00:00","elapsed":0.003633645}