{"slug":"marketable-vs-non-marketable-limit-orders","qid":"print_sizes","label":"How Apple's prints split by trade size, same 15-minute slice","post_title":"Marketable vs Non-Marketable Limit Orders","post_url":"/blog/marketable-vs-non-marketable-limit-orders#q-print_sizes","columns":["trade_size_bucket","prints","prints_pct","volume_pct"],"rows":[{"trade_size_bucket":"under 100 shares","prints":31768,"prints_pct":93.9,"volume_pct":46},{"trade_size_bucket":"100 to 499 shares","prints":1937,"prints_pct":5.7,"volume_pct":35.7},{"trade_size_bucket":"500 to 999 shares","prints":88,"prints_pct":0.3,"volume_pct":6.4},{"trade_size_bucket":"1000 to 4999 shares","prints":40,"prints_pct":0.1,"volume_pct":7.8},{"trade_size_bucket":"5000 or more shares","prints":2,"prints_pct":0,"volume_pct":4.1}],"shape":"ranking","sql":"WITH tape AS\n(\n    SELECT toUInt32(size) AS shares\n    FROM global_markets.stocks_trades\n    WHERE ticker = 'AAPL'\n      AND sip_timestamp >= toDateTime('2026-09-16 14:30:00')\n      AND sip_timestamp <  toDateTime('2026-09-16 14:45:00')\n      AND size > 0\n)\nSELECT\n    multiIf(shares < 100,  'under 100 shares',\n            shares < 500,  '100 to 499 shares',\n            shares < 1000, '500 to 999 shares',\n            shares < 5000, '1000 to 4999 shares',\n                           '5000 or more shares')                 AS trade_size_bucket,\n    count()                                                        AS prints,\n    round(100 * count() / (SELECT count() FROM tape), 1)           AS prints_pct,\n    round(100 * sum(shares) / (SELECT sum(shares) FROM tape), 1)   AS volume_pct\nFROM tape\nGROUP BY trade_size_bucket\nORDER BY min(shares)","computed_at":"2026-10-04T15:05:35.858088+00:00","elapsed":0.0029485}