{"slug":"how-to-estimate-queue-position","qid":"inside_drift","label":"The best bid and the price levels it visited, AAPL, 15 minute buckets","post_title":"How to Estimate Queue Position From L2 Data","post_url":"/blog/how-to-estimate-queue-position#q-inside_drift","columns":["et_time","best_bid","bid_levels_touched"],"rows":[{"et_time":"10:00","best_bid":290.29,"bid_levels_touched":187},{"et_time":"10:15","best_bid":290.13,"bid_levels_touched":160},{"et_time":"10:30","best_bid":289.59,"bid_levels_touched":188},{"et_time":"10:45","best_bid":289.17,"bid_levels_touched":145},{"et_time":"11:00","best_bid":289.87,"bid_levels_touched":158},{"et_time":"11:15","best_bid":290.12,"bid_levels_touched":98},{"et_time":"11:30","best_bid":290.41,"bid_levels_touched":178},{"et_time":"11:45","best_bid":290.77,"bid_levels_touched":144},{"et_time":"12:00","best_bid":291.05,"bid_levels_touched":114},{"et_time":"12:15","best_bid":291.08,"bid_levels_touched":119},{"et_time":"12:30","best_bid":292.23,"bid_levels_touched":164},{"et_time":"12:45","best_bid":292.5,"bid_levels_touched":111},{"et_time":"13:00","best_bid":292.28,"bid_levels_touched":105},{"et_time":"13:15","best_bid":292.35,"bid_levels_touched":152},{"et_time":"13:30","best_bid":292.82,"bid_levels_touched":68},{"et_time":"13:45","best_bid":293.32,"bid_levels_touched":156},{"et_time":"14:00","best_bid":294.34,"bid_levels_touched":80},{"et_time":"14:15","best_bid":294.36,"bid_levels_touched":76},{"et_time":"14:30","best_bid":293.77,"bid_levels_touched":96},{"et_time":"14:45","best_bid":293.18,"bid_levels_touched":103},{"et_time":"15:00","best_bid":292.91,"bid_levels_touched":78},{"et_time":"15:15","best_bid":292.15,"bid_levels_touched":125},{"et_time":"15:30","best_bid":292.22,"bid_levels_touched":87},{"et_time":"15:45","best_bid":292.07,"bid_levels_touched":152}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfFifteenMinutes(toTimeZone(sip_timestamp, 'America/New_York')), '%H:%i') AS et_time,\n    round(avg(toFloat64(bid_price)), 2) AS best_bid,\n    uniqExact(bid_price)                AS bid_levels_touched\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= '2026-06-10 14:00:00'\n  AND sip_timestamp <  '2026-06-10 20:00:00'\n  AND bid_price > 0\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-08-12T15:28:33.261271+00:00","elapsed":0.00166108}