{"slug":"order-modification-and-queue-priority","qid":"book_churn","label":"Distinct best bid prices per quarter hour (AAPL and KO, 10 June 2026)","post_title":"Does Modifying an Order Lose Queue Priority?","post_url":"/blog/order-modification-and-queue-priority#q-book_churn","columns":["et_time","aapl_distinct_bids","ko_distinct_bids"],"rows":[{"et_time":"09:30","aapl_distinct_bids":359,"ko_distinct_bids":78},{"et_time":"09:45","aapl_distinct_bids":201,"ko_distinct_bids":79},{"et_time":"10:00","aapl_distinct_bids":187,"ko_distinct_bids":26},{"et_time":"10:15","aapl_distinct_bids":160,"ko_distinct_bids":31},{"et_time":"10:30","aapl_distinct_bids":188,"ko_distinct_bids":53},{"et_time":"10:45","aapl_distinct_bids":145,"ko_distinct_bids":24},{"et_time":"11:00","aapl_distinct_bids":158,"ko_distinct_bids":46},{"et_time":"11:15","aapl_distinct_bids":98,"ko_distinct_bids":31},{"et_time":"11:30","aapl_distinct_bids":178,"ko_distinct_bids":23},{"et_time":"11:45","aapl_distinct_bids":144,"ko_distinct_bids":33},{"et_time":"12:00","aapl_distinct_bids":114,"ko_distinct_bids":21},{"et_time":"12:15","aapl_distinct_bids":119,"ko_distinct_bids":16},{"et_time":"12:30","aapl_distinct_bids":164,"ko_distinct_bids":12},{"et_time":"12:45","aapl_distinct_bids":111,"ko_distinct_bids":12},{"et_time":"13:00","aapl_distinct_bids":105,"ko_distinct_bids":15},{"et_time":"13:15","aapl_distinct_bids":152,"ko_distinct_bids":18},{"et_time":"13:30","aapl_distinct_bids":68,"ko_distinct_bids":39},{"et_time":"13:45","aapl_distinct_bids":156,"ko_distinct_bids":23},{"et_time":"14:00","aapl_distinct_bids":80,"ko_distinct_bids":17},{"et_time":"14:15","aapl_distinct_bids":76,"ko_distinct_bids":17},{"et_time":"14:30","aapl_distinct_bids":96,"ko_distinct_bids":17},{"et_time":"14:45","aapl_distinct_bids":103,"ko_distinct_bids":17},{"et_time":"15:00","aapl_distinct_bids":78,"ko_distinct_bids":22},{"et_time":"15:15","aapl_distinct_bids":125,"ko_distinct_bids":25},{"et_time":"15:30","aapl_distinct_bids":87,"ko_distinct_bids":24},{"et_time":"15:45","aapl_distinct_bids":152,"ko_distinct_bids":24}],"shape":"series","sql":"SELECT\n    formatDateTime(toStartOfFifteenMinutes(et), '%H:%i') AS et_time,\n    uniqExactIf(bid_price, ticker = 'AAPL')              AS aapl_distinct_bids,\n    uniqExactIf(bid_price, ticker = 'KO')                AS ko_distinct_bids\nFROM\n(\n    SELECT\n        toTimeZone(sip_timestamp, 'America/New_York') AS et,\n        ticker,\n        bid_price\n    FROM global_markets.cache_stocks_quotes\n    WHERE ticker IN ('AAPL', 'KO')\n      AND sip_timestamp >= '2026-06-10 13:30:00'\n      AND sip_timestamp <  '2026-06-10 20:00:00'\n      AND bid_price > 0\n)\nGROUP BY et_time\nORDER BY et_time","computed_at":"2026-08-14T16:06:38.684004+00:00","elapsed":0.002280637}