STRASMORE/EXPLORE 3,022 QUERIES

How often each limit price below the 10:00 a.m. anchor was reached

Answered against 22 years of US equities and 12 years of US options data and published with the query that produced it. This result is stored as of 2026-10-04, from Marketable vs Non-Marketable Limit Orders.

as of ranking 7×3read in context →
How often each limit price below the 10:00 a.m. anchor was reached — 7 rows by 3 columns, computed from US exchange, SIP and OPRA data.
cents_belowlimit_priceminutes_reached_pct
0333.479.2
2333.3878.7
5333.3578.3
10333.377.5
25333.1671.5
50332.962
100332.420.4
Rows × columns
7 × 3
Computed
Completeness
No missing values
Source
US exchange, SIP and OPRA market data
Licence
Strasmore terms · free, no signup
Formats
JSON · CSV · the SQL below

What each column holds

Column definitions for How often each limit price below the 10:00 a.m. anchor was reached, derived from the stored result.
ColumnTypeRangeNotes
cents_below number 0 to 100
limit_price number 332.4 to 333.4 US dollars
minutes_reached_pct number 20.4 to 79.2 percent

Computed from Strasmore's warehouse of US exchange, SIP and OPRA market data. Equity prices are delayed; options greeks and implied volatility are end-of-day. This result is stored, not recomputed on load — it is exactly the numbers that were returned on , and the query below is what returned them.

Run it yourself

This is the exact query behind the result above. Change a ticker, a date or a column and run it against the warehouse — no account, no key. The no-signup tier is smaller than the one this page was computed on; a query that reaches past it comes back saying which plan runs it.

WITH anchor AS
(
    SELECT toFloat64(close) AS anchor_price
    FROM global_markets.delayed_stocks_minute_aggs
    WHERE ticker = 'AAPL'
      AND window_start >= toDateTime('2026-09-16 14:00:00')
      AND window_start <  toDateTime('2026-09-16 15:00:00')
    ORDER BY window_start
    LIMIT 1
)
SELECT
    off                                                                      AS cents_below,
    round(anchor_price - (off / 100), 2)                                     AS limit_price,
    round(100 * countIf(bar_low <= anchor_price - (off / 100)) / count(), 1) AS minutes_reached_pct
FROM
(
    SELECT
        toFloat64(m.low)                      AS bar_low,
        a.anchor_price                        AS anchor_price,
        arrayJoin([0, 2, 5, 10, 25, 50, 100]) AS off
    FROM global_markets.delayed_stocks_minute_aggs AS m
    CROSS JOIN anchor AS a
    WHERE m.ticker = 'AAPL'
      AND m.window_start >  toDateTime('2026-09-16 14:00:00')
      AND m.window_start <  toDateTime('2026-09-17 00:00:00')
)
GROUP BY off, anchor_price
ORDER BY off
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