{"slug":"marketable-vs-non-marketable-limit-orders","qid":"fill_ladder","label":"How often each limit price below the 10:00 a.m. anchor was reached","post_title":"Marketable vs Non-Marketable Limit Orders","post_url":"/blog/marketable-vs-non-marketable-limit-orders#q-fill_ladder","columns":["cents_below","limit_price","minutes_reached_pct"],"rows":[{"cents_below":0,"limit_price":333.4,"minutes_reached_pct":79.2},{"cents_below":2,"limit_price":333.38,"minutes_reached_pct":78.7},{"cents_below":5,"limit_price":333.35,"minutes_reached_pct":78.3},{"cents_below":10,"limit_price":333.3,"minutes_reached_pct":77.5},{"cents_below":25,"limit_price":333.16,"minutes_reached_pct":71.5},{"cents_below":50,"limit_price":332.9,"minutes_reached_pct":62},{"cents_below":100,"limit_price":332.4,"minutes_reached_pct":20.4}],"shape":"ranking","sql":"WITH anchor AS\n(\n    SELECT toFloat64(close) AS anchor_price\n    FROM global_markets.delayed_stocks_minute_aggs\n    WHERE ticker = 'AAPL'\n      AND window_start >= toDateTime('2026-09-16 14:00:00')\n      AND window_start <  toDateTime('2026-09-16 15:00:00')\n    ORDER BY window_start\n    LIMIT 1\n)\nSELECT\n    off                                                                      AS cents_below,\n    round(anchor_price - (off / 100), 2)                                     AS limit_price,\n    round(100 * countIf(bar_low <= anchor_price - (off / 100)) / count(), 1) AS minutes_reached_pct\nFROM\n(\n    SELECT\n        toFloat64(m.low)                      AS bar_low,\n        a.anchor_price                        AS anchor_price,\n        arrayJoin([0, 2, 5, 10, 25, 50, 100]) AS off\n    FROM global_markets.delayed_stocks_minute_aggs AS m\n    CROSS JOIN anchor AS a\n    WHERE m.ticker = 'AAPL'\n      AND m.window_start >  toDateTime('2026-09-16 14:00:00')\n      AND m.window_start <  toDateTime('2026-09-17 00:00:00')\n)\nGROUP BY off, anchor_price\nORDER BY off","computed_at":"2026-10-04T15:05:36.128897+00:00","elapsed":0.059199573}