{"slug":"marketable-vs-non-marketable-limit-orders","qid":"offer_trace","label":"Apple's inside quote by ET half hour, one session","post_title":"Marketable vs Non-Marketable Limit Orders","post_url":"/blog/marketable-vs-non-marketable-limit-orders#q-offer_trace","columns":["et_time","low_offer","high_bid","spread_cents"],"rows":[{"et_time":"09:00","low_offer":331.03,"high_bid":333.8,"spread_cents":25.95},{"et_time":"09:30","low_offer":331.9,"high_bid":335.46,"spread_cents":6.63},{"et_time":"10:00","low_offer":332.72,"high_bid":334.23,"spread_cents":4.74},{"et_time":"10:30","low_offer":333.21,"high_bid":334.25,"spread_cents":4.28},{"et_time":"11:00","low_offer":332.28,"high_bid":334.06,"spread_cents":3.58},{"et_time":"11:30","low_offer":332.51,"high_bid":333.5,"spread_cents":3.95},{"et_time":"12:00","low_offer":332.36,"high_bid":333.44,"spread_cents":3.29},{"et_time":"12:30","low_offer":332.29,"high_bid":332.96,"spread_cents":2.89},{"et_time":"13:00","low_offer":332.4,"high_bid":333.28,"spread_cents":2.78},{"et_time":"13:30","low_offer":333.01,"high_bid":333.45,"spread_cents":2.52},{"et_time":"14:00","low_offer":333.11,"high_bid":334.78,"spread_cents":4.02},{"et_time":"14:30","low_offer":332.08,"high_bid":334.68,"spread_cents":4.65},{"et_time":"15:00","low_offer":330.73,"high_bid":332.6,"spread_cents":4.72},{"et_time":"15:30","low_offer":331.51,"high_bid":332.59,"spread_cents":2.89},{"et_time":"16:00","low_offer":332.43,"high_bid":332.8,"spread_cents":11.8}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfInterval(toTimeZone(sip_timestamp, 'America/New_York'), INTERVAL 30 MINUTE), '%H:%i') AS et_time,\n    round(min(toFloat64(ask_price)), 2)                   AS low_offer,\n    round(max(toFloat64(bid_price)), 2)                   AS high_bid,\n    round(avg(toFloat64(ask_price - bid_price)) * 100, 2) AS spread_cents\nFROM global_markets.cache_stocks_quotes\nWHERE ticker = 'AAPL'\n  AND sip_timestamp >= toDateTime('2026-09-16 13:00:00')\n  AND sip_timestamp <  toDateTime('2026-09-16 20:30:00')\n  AND bid_price > 0\n  AND ask_price > bid_price\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-10-04T15:05:35.970192+00:00","elapsed":0.002612694}